CTA CTA / PYTH Crypto vs CORE CORE / USD Crypto

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

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Asset CTA / PYTHCORE / USD
📈 Performance Metrics
Start Price 0.120.78
End Price 0.280.21
Price Change % +140.56%-73.32%
Period High 0.811.97
Period Low 0.040.21
Price Range % 1,740.4%846.2%
🏆 All-Time Records
All-Time High 0.811.97
Days Since ATH 116 days318 days
Distance From ATH % -64.6%-89.4%
All-Time Low 0.040.21
Distance From ATL % +550.7%+0.0%
New ATHs Hit 23 times8 times
📌 Easy-to-Understand Stats
Avg Daily Change % 7.37%4.27%
Biggest Jump (1 Day) % +0.17+0.51
Biggest Drop (1 Day) % -0.17-0.37
Days Above Avg % 42.4%37.4%
Extreme Moves days 20 (5.8%)16 (4.7%)
Stability Score % 0.0%0.0%
Trend Strength % 53.1%53.2%
Recent Momentum (10-day) % +2.66%-20.96%
📊 Statistical Measures
Average Price 0.210.68
Median Price 0.150.55
Price Std Deviation 0.150.29
🚀 Returns & Growth
CAGR % +154.49%-75.39%
Annualized Return % +154.49%-75.39%
Total Return % +140.56%-73.32%
⚠️ Risk & Volatility
Daily Volatility % 9.38%5.96%
Annualized Volatility % 179.16%113.94%
Max Drawdown % -81.06%-89.43%
Sharpe Ratio 0.075-0.033
Sortino Ratio 0.081-0.033
Calmar Ratio 1.906-0.843
Ulcer Index 42.4365.75
📅 Daily Performance
Win Rate % 53.1%46.6%
Positive Days 182160
Negative Days 161183
Best Day % +52.71%+34.95%
Worst Day % -51.31%-41.72%
Avg Gain (Up Days) % +6.78%+3.97%
Avg Loss (Down Days) % -6.18%-3.85%
Profit Factor 1.240.90
🔥 Streaks & Patterns
Longest Win Streak days 95
Longest Loss Streak days 67
💹 Trading Metrics
Omega Ratio 1.2420.903
Expectancy % +0.70%-0.20%
Kelly Criterion % 1.67%0.00%
📅 Weekly Performance
Best Week % +104.57%+51.65%
Worst Week % -42.79%-23.75%
Weekly Win Rate % 46.2%53.8%
📆 Monthly Performance
Best Month % +98.77%+152.40%
Worst Month % -43.42%-42.19%
Monthly Win Rate % 53.8%30.8%
🔧 Technical Indicators
RSI (14-period) 56.1220.42
Price vs 50-Day MA % +9.90%-48.46%
Price vs 200-Day MA % -3.64%-62.29%
💰 Volume Analysis
Avg Volume 21,402,9681,674,737
Total Volume 7,362,620,892577,784,396

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): -0.484 (Moderate negative)

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