ID ID / EPT Crypto vs FORTH FORTH / EPT Crypto

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

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Asset ID / EPTFORTH / EPT
📈 Performance Metrics
Start Price 30.75459.09
End Price 38.491,012.43
Price Change % +25.18%+120.53%
Period High 46.761,072.21
Period Low 21.98385.65
Price Range % 112.7%178.0%
🏆 All-Time Records
All-Time High 46.761,072.21
Days Since ATH 98 days3 days
Distance From ATH % -17.7%-5.6%
All-Time Low 21.98385.65
Distance From ATL % +75.1%+162.5%
New ATHs Hit 6 times25 times
📌 Easy-to-Understand Stats
Avg Daily Change % 4.63%4.66%
Biggest Jump (1 Day) % +9.83+143.46
Biggest Drop (1 Day) % -8.62-108.31
Days Above Avg % 53.3%39.3%
Extreme Moves days 10 (6.7%)9 (6.0%)
Stability Score % 80.1%98.9%
Trend Strength % 50.3%53.7%
Recent Momentum (10-day) % +4.87%+12.71%
📊 Statistical Measures
Average Price 34.87649.96
Median Price 35.75626.82
Price Std Deviation 5.25141.30
🚀 Returns & Growth
CAGR % +73.34%+594.02%
Annualized Return % +73.34%+594.02%
Total Return % +25.18%+120.53%
⚠️ Risk & Volatility
Daily Volatility % 6.93%7.14%
Annualized Volatility % 132.40%136.42%
Max Drawdown % -53.00%-46.80%
Sharpe Ratio 0.0550.109
Sortino Ratio 0.0650.131
Calmar Ratio 1.38412.694
Ulcer Index 26.8716.66
📅 Daily Performance
Win Rate % 50.3%53.7%
Positive Days 7580
Negative Days 7469
Best Day % +29.52%+30.77%
Worst Day % -19.77%-19.17%
Avg Gain (Up Days) % +5.07%+5.34%
Avg Loss (Down Days) % -4.37%-4.52%
Profit Factor 1.181.37
🔥 Streaks & Patterns
Longest Win Streak days 57
Longest Loss Streak days 54
💹 Trading Metrics
Omega Ratio 1.1761.371
Expectancy % +0.38%+0.78%
Kelly Criterion % 1.73%3.22%
📅 Weekly Performance
Best Week % +30.72%+28.41%
Worst Week % -16.70%-12.41%
Weekly Win Rate % 43.5%47.8%
📆 Monthly Performance
Best Month % +28.30%+39.76%
Worst Month % -25.70%-23.93%
Monthly Win Rate % 50.0%66.7%
🔧 Technical Indicators
RSI (14-period) 48.6664.02
Price vs 50-Day MA % +13.23%+28.97%
💰 Volume Analysis
Avg Volume 294,852,7624,156,041
Total Volume 44,227,914,357623,406,188

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).

ID (ID) vs FORTH (FORTH): 0.502 (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

ID: Bybit
FORTH: Kraken
ByBit Futures Trading Trade hundreds of crypto perpetual futures