EPT EPT / SPK Crypto vs SHELL SHELL / SPK 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 EPT / SPKSHELL / SPK
📈 Performance Metrics
Start Price 0.173.35
End Price 0.092.39
Price Change % -45.58%-28.67%
Period High 0.175.38
Period Low 0.030.99
Price Range % 532.6%444.0%
🏆 All-Time Records
All-Time High 0.175.38
Days Since ATH 111 days104 days
Distance From ATH % -45.6%-55.6%
All-Time Low 0.030.99
Distance From ATL % +244.2%+141.4%
New ATHs Hit 0 times13 times
📌 Easy-to-Understand Stats
Avg Daily Change % 7.02%6.57%
Biggest Jump (1 Day) % +0.03+0.89
Biggest Drop (1 Day) % -0.05-1.69
Days Above Avg % 51.8%33.8%
Extreme Moves days 6 (5.4%)4 (3.1%)
Stability Score % 0.0%0.0%
Trend Strength % 43.2%39.5%
Recent Momentum (10-day) % -14.83%-21.16%
📊 Statistical Measures
Average Price 0.082.64
Median Price 0.082.29
Price Std Deviation 0.031.04
🚀 Returns & Growth
CAGR % -86.48%-61.55%
Annualized Return % -86.48%-61.55%
Total Return % -45.58%-28.67%
⚠️ Risk & Volatility
Daily Volatility % 11.46%12.57%
Annualized Volatility % 219.03%240.14%
Max Drawdown % -84.19%-81.62%
Sharpe Ratio 0.0160.040
Sortino Ratio 0.0140.039
Calmar Ratio -1.027-0.754
Ulcer Index 53.7153.31
📅 Daily Performance
Win Rate % 56.4%60.5%
Positive Days 6278
Negative Days 4851
Best Day % +51.10%+90.01%
Worst Day % -48.83%-51.51%
Avg Gain (Up Days) % +6.76%+6.25%
Avg Loss (Down Days) % -8.32%-8.28%
Profit Factor 1.051.15
🔥 Streaks & Patterns
Longest Win Streak days 58
Longest Loss Streak days 44
💹 Trading Metrics
Omega Ratio 1.0501.154
Expectancy % +0.18%+0.50%
Kelly Criterion % 0.32%0.97%
📅 Weekly Performance
Best Week % +34.08%+32.59%
Worst Week % -37.23%-32.44%
Weekly Win Rate % 61.1%61.9%
📆 Monthly Performance
Best Month % +69.56%+27.01%
Worst Month % -74.50%-59.64%
Monthly Win Rate % 60.0%66.7%
🔧 Technical Indicators
RSI (14-period) 37.9623.52
Price vs 50-Day MA % -6.75%-4.67%

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).

EPT (EPT) vs SHELL (SHELL): 0.857 (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

EPT: Kraken
SHELL: Binance
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