CTA CTA / PYTH Crypto vs NODL NODL / PYTH Crypto

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

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Asset CTA / PYTHNODL / PYTH
📈 Performance Metrics
Start Price 0.080.01
End Price 0.240.00
Price Change % +206.54%-75.37%
Period High 0.810.02
Period Low 0.040.00
Price Range % 1,740.4%1,620.1%
🏆 All-Time Records
All-Time High 0.810.02
Days Since ATH 125 days93 days
Distance From ATH % -69.7%-92.8%
All-Time Low 0.040.00
Distance From ATL % +457.0%+24.5%
New ATHs Hit 29 times15 times
📌 Easy-to-Understand Stats
Avg Daily Change % 7.32%8.47%
Biggest Jump (1 Day) % +0.17+0.02
Biggest Drop (1 Day) % -0.17-0.01
Days Above Avg % 45.1%49.4%
Extreme Moves days 19 (5.5%)1 (0.3%)
Stability Score % 0.0%0.0%
Trend Strength % 53.6%53.9%
Recent Momentum (10-day) % -4.61%-10.30%
📊 Statistical Measures
Average Price 0.210.01
Median Price 0.170.01
Price Std Deviation 0.150.00
🚀 Returns & Growth
CAGR % +229.37%-77.48%
Annualized Return % +229.37%-77.48%
Total Return % +206.54%-75.37%
⚠️ Risk & Volatility
Daily Volatility % 9.23%28.52%
Annualized Volatility % 176.36%544.80%
Max Drawdown % -81.06%-94.19%
Sharpe Ratio 0.0820.040
Sortino Ratio 0.0890.108
Calmar Ratio 2.830-0.823
Ulcer Index 38.7158.50
📅 Daily Performance
Win Rate % 53.8%45.9%
Positive Days 184157
Negative Days 158185
Best Day % +52.71%+486.96%
Worst Day % -51.31%-56.31%
Avg Gain (Up Days) % +6.70%+11.37%
Avg Loss (Down Days) % -6.17%-7.52%
Profit Factor 1.271.28
🔥 Streaks & Patterns
Longest Win Streak days 95
Longest Loss Streak days 68
💹 Trading Metrics
Omega Ratio 1.2661.283
Expectancy % +0.76%+1.15%
Kelly Criterion % 1.83%1.35%
📅 Weekly Performance
Best Week % +104.57%+33.87%
Worst Week % -42.79%-73.17%
Weekly Win Rate % 46.2%42.3%
📆 Monthly Performance
Best Month % +98.77%+52.03%
Worst Month % -37.97%-68.39%
Monthly Win Rate % 53.8%46.2%
🔧 Technical Indicators
RSI (14-period) 40.3351.77
Price vs 50-Day MA % -7.65%-21.29%
Price vs 200-Day MA % -18.75%-64.49%

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 NODL (NODL): -0.538 (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
NODL: Kraken
ByBit Futures Trading Trade hundreds of crypto perpetual futures