FTT FTT / USD Crypto vs SIGMA SIGMA / USD 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 FTT / USDSIGMA / USD
📈 Performance Metrics
Start Price 3.210.05
End Price 0.500.00
Price Change % -84.53%-93.39%
Period High 3.870.05
Period Low 0.480.00
Price Range % 706.1%1,429.3%
🏆 All-Time Records
All-Time High 3.870.05
Days Since ATH 335 days308 days
Distance From ATH % -87.2%-93.4%
All-Time Low 0.480.00
Distance From ATL % +3.5%+1.0%
New ATHs Hit 4 times0 times
📌 Easy-to-Understand Stats
Avg Daily Change % 4.28%7.69%
Biggest Jump (1 Day) % +0.58+0.01
Biggest Drop (1 Day) % -0.49-0.01
Days Above Avg % 27.5%50.5%
Extreme Moves days 19 (5.5%)17 (5.5%)
Stability Score % 0.0%0.0%
Trend Strength % 55.8%55.8%
Recent Momentum (10-day) % -18.15%-20.56%
📊 Statistical Measures
Average Price 1.210.01
Median Price 0.940.01
Price Std Deviation 0.680.01
🚀 Returns & Growth
CAGR % -86.19%-96.01%
Annualized Return % -86.19%-96.01%
Total Return % -84.53%-93.39%
⚠️ Risk & Volatility
Daily Volatility % 5.38%10.29%
Annualized Volatility % 102.84%196.53%
Max Drawdown % -87.59%-93.46%
Sharpe Ratio -0.074-0.035
Sortino Ratio -0.080-0.040
Calmar Ratio -0.984-1.027
Ulcer Index 70.9770.02
📅 Daily Performance
Win Rate % 43.9%43.8%
Positive Days 150134
Negative Days 192172
Best Day % +35.00%+47.64%
Worst Day % -20.03%-35.34%
Avg Gain (Up Days) % +3.85%+8.12%
Avg Loss (Down Days) % -3.72%-6.98%
Profit Factor 0.810.91
🔥 Streaks & Patterns
Longest Win Streak days 96
Longest Loss Streak days 99
💹 Trading Metrics
Omega Ratio 0.8080.907
Expectancy % -0.40%-0.37%
Kelly Criterion % 0.00%0.00%
📅 Weekly Performance
Best Week % +23.16%+87.60%
Worst Week % -24.69%-49.67%
Weekly Win Rate % 48.1%37.0%
📆 Monthly Performance
Best Month % +20.35%+73.85%
Worst Month % -41.51%-50.11%
Monthly Win Rate % 30.8%25.0%
🔧 Technical Indicators
RSI (14-period) 21.1719.79
Price vs 50-Day MA % -20.24%-21.49%
Price vs 200-Day MA % -41.16%-76.04%

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).

FTT (FTT) vs SIGMA (SIGMA): 0.514 (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

FTT: Bybit
SIGMA: Kraken
ByBit Futures Trading Trade hundreds of crypto perpetual futures