CTA CTA / PYTH Crypto vs TWT TWT / PYTH Crypto

Stats Comprehensive Analytics for the Selected Time Period

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

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Asset CTA / PYTHTWT / PYTH
📈 Performance Metrics
Start Price 0.142.93
End Price 0.3011.51
Price Change % +123.90%+292.81%
Period High 0.8111.70
Period Low 0.042.22
Price Range % 1,740.4%425.9%
🏆 All-Time Records
All-Time High 0.8111.70
Days Since ATH 115 days2 days
Distance From ATH % -62.4%-1.6%
All-Time Low 0.042.22
Distance From ATL % +591.5%+417.3%
New ATHs Hit 20 times42 times
📌 Easy-to-Understand Stats
Avg Daily Change % 7.38%3.43%
Biggest Jump (1 Day) % +0.17+2.33
Biggest Drop (1 Day) % -0.17-3.30
Days Above Avg % 42.2%54.9%
Extreme Moves days 20 (5.8%)12 (3.5%)
Stability Score % 0.0%0.0%
Trend Strength % 53.1%54.5%
Recent Momentum (10-day) % +1.46%+18.78%
📊 Statistical Measures
Average Price 0.215.30
Median Price 0.155.53
Price Std Deviation 0.151.80
🚀 Returns & Growth
CAGR % +135.79%+328.84%
Annualized Return % +135.79%+328.84%
Total Return % +123.90%+292.81%
⚠️ Risk & Volatility
Daily Volatility % 9.40%5.45%
Annualized Volatility % 179.53%104.10%
Max Drawdown % -81.06%-58.15%
Sharpe Ratio 0.0720.104
Sortino Ratio 0.0780.101
Calmar Ratio 1.6755.655
Ulcer Index 44.7416.14
📅 Daily Performance
Win Rate % 53.1%54.5%
Positive Days 182187
Negative Days 161156
Best Day % +52.71%+31.28%
Worst Day % -51.31%-50.11%
Avg Gain (Up Days) % +6.78%+3.59%
Avg Loss (Down Days) % -6.22%-3.06%
Profit Factor 1.231.41
🔥 Streaks & Patterns
Longest Win Streak days 97
Longest Loss Streak days 67
💹 Trading Metrics
Omega Ratio 1.2331.405
Expectancy % +0.68%+0.56%
Kelly Criterion % 1.62%5.13%
📅 Weekly Performance
Best Week % +104.57%+53.14%
Worst Week % -42.79%-40.21%
Weekly Win Rate % 43.4%47.2%
📆 Monthly Performance
Best Month % +98.77%+87.31%
Worst Month % -50.45%-39.17%
Monthly Win Rate % 61.5%61.5%
🔧 Technical Indicators
RSI (14-period) 68.4368.26
Price vs 50-Day MA % +16.40%+69.54%
Price vs 200-Day MA % +2.61%+80.16%
💰 Volume Analysis
Avg Volume 21,313,8136,296,572
Total Volume 7,331,951,5782,166,020,793

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 TWT (TWT): 0.701 (Strong 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
TWT: Bybit
ByBit Futures Trading Trade hundreds of crypto perpetual futures