CTA CTA / FTT Crypto vs CORE CORE / FTT Crypto

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Detailed statistical analysis including performance metrics, risk indicators, technical analysis, and advanced ratios.

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Asset CTA / FTTCORE / FTT
📈 Performance Metrics
Start Price 0.020.52
End Price 0.030.25
Price Change % +96.86%-51.32%
Period High 0.090.85
Period Low 0.010.24
Price Range % 1,743.1%259.5%
🏆 All-Time Records
All-Time High 0.090.85
Days Since ATH 128 days181 days
Distance From ATH % -68.5%-70.4%
All-Time Low 0.010.24
Distance From ATL % +480.9%+6.4%
New ATHs Hit 31 times5 times
📌 Easy-to-Understand Stats
Avg Daily Change % 6.67%4.00%
Biggest Jump (1 Day) % +0.02+0.20
Biggest Drop (1 Day) % -0.02-0.19
Days Above Avg % 44.9%51.0%
Extreme Moves days 20 (5.8%)15 (4.4%)
Stability Score % 0.0%0.0%
Trend Strength % 56.1%49.4%
Recent Momentum (10-day) % -18.09%-12.02%
📊 Statistical Measures
Average Price 0.030.49
Median Price 0.020.50
Price Std Deviation 0.020.15
🚀 Returns & Growth
CAGR % +105.17%-53.41%
Annualized Return % +105.17%-53.41%
Total Return % +96.86%-51.32%
⚠️ Risk & Volatility
Daily Volatility % 8.91%6.35%
Annualized Volatility % 170.30%121.35%
Max Drawdown % -69.30%-71.43%
Sharpe Ratio 0.0660.001
Sortino Ratio 0.0680.001
Calmar Ratio 1.518-0.748
Ulcer Index 38.4444.57
📅 Daily Performance
Win Rate % 56.1%50.6%
Positive Days 193174
Negative Days 151170
Best Day % +48.46%+31.69%
Worst Day % -31.49%-39.74%
Avg Gain (Up Days) % +5.98%+3.98%
Avg Loss (Down Days) % -6.31%-4.06%
Profit Factor 1.211.00
🔥 Streaks & Patterns
Longest Win Streak days 86
Longest Loss Streak days 77
💹 Trading Metrics
Omega Ratio 1.2121.002
Expectancy % +0.59%+0.00%
Kelly Criterion % 1.55%0.02%
📅 Weekly Performance
Best Week % +113.14%+39.40%
Worst Week % -29.36%-24.19%
Weekly Win Rate % 43.4%52.8%
📆 Monthly Performance
Best Month % +115.75%+88.91%
Worst Month % -59.32%-54.95%
Monthly Win Rate % 46.2%38.5%
🔧 Technical Indicators
RSI (14-period) 44.6249.37
Price vs 50-Day MA % -30.61%-36.86%
Price vs 200-Day MA % -29.18%-55.86%
💰 Volume Analysis
Avg Volume 2,913,7771,231,175
Total Volume 1,005,253,083424,755,299

Performance Metrics: Shows the price at the start and end of the period, total change, and the highest/lowest prices reached during this time frame. | All-Time Records: All-time records show the highest and lowest prices ever reached during this period, how far the current price is from those extremes, and how long ago they occurred. | Easy-to-Understand Stats: Easy-to-understand metrics including typical daily price movements, biggest single-day gains/losses, how often price stayed above average, stability measures, and short-term momentum trends. | Returns & Growth: CAGR (Compound Annual Growth Rate) shows the annualized return rate if this growth continued consistently, while annualized and total returns show performance scaled to different time periods. | Risk & Volatility: Risk metrics show price volatility (daily and annualized), maximum drawdown (worst peak-to-trough decline), and various ratios (Sharpe, Sortino, Calmar, Treynor, Information) that measure risk-adjusted returns. | Daily Performance: Daily performance shows positive vs negative days, win rate, best and worst single days, average gains/losses on up/down days, gain/loss ratio, and profit factor (total gains divided by total losses). | Trading Metrics: Trading metrics include Omega ratio (probability-weighted gains vs losses), payoff ratio (avg win/avg loss), expectancy (expected return per trade), Kelly Criterion (optimal position sizing %), and price efficiency (trending vs choppy).

📊 Asset Correlations

Correlation coefficient ranges from -1 (perfectly inverse) to +1 (perfectly correlated).

CTA (CTA) vs CORE (CORE): 0.473 (Moderate positive)

Correlation shows how closely asset prices move together: +1.0 means perfect positive correlation (move in sync), 0 means no relationship, -1.0 means perfect negative correlation (move opposite). Lower correlation can help with portfolio diversification.

Data sources

CTA: Bybit
CORE: Bybit
ByBit Futures Trading Trade hundreds of crypto perpetual futures