ID ID / KERNEL Crypto vs SPX SPX / 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 ID / KERNELSPX / USD
📈 Performance Metrics
Start Price 0.530.77
End Price 0.860.47
Price Change % +60.79%-38.57%
Period High 1.512.15
Period Low 0.530.29
Price Range % 182.9%630.5%
🏆 All-Time Records
All-Time High 1.512.15
Days Since ATH 152 days130 days
Distance From ATH % -43.2%-78.0%
All-Time Low 0.530.29
Distance From ATL % +60.8%+60.8%
New ATHs Hit 18 times17 times
📌 Easy-to-Understand Stats
Avg Daily Change % 4.14%6.60%
Biggest Jump (1 Day) % +0.20+0.51
Biggest Drop (1 Day) % -0.26-0.66
Days Above Avg % 39.6%47.4%
Extreme Moves days 12 (5.1%)14 (4.1%)
Stability Score % 0.0%0.0%
Trend Strength % 56.0%50.4%
Recent Momentum (10-day) % -4.68%-20.33%
📊 Statistical Measures
Average Price 1.030.97
Median Price 0.940.89
Price Std Deviation 0.240.44
🚀 Returns & Growth
CAGR % +109.76%-40.46%
Annualized Return % +109.76%-40.46%
Total Return % +60.79%-38.57%
⚠️ Risk & Volatility
Daily Volatility % 6.39%9.24%
Annualized Volatility % 122.01%176.44%
Max Drawdown % -57.09%-81.05%
Sharpe Ratio 0.0630.031
Sortino Ratio 0.0670.033
Calmar Ratio 1.923-0.499
Ulcer Index 34.0550.94
📅 Daily Performance
Win Rate % 56.0%49.4%
Positive Days 131169
Negative Days 103173
Best Day % +37.64%+50.65%
Worst Day % -22.33%-42.12%
Avg Gain (Up Days) % +4.30%+7.21%
Avg Loss (Down Days) % -4.56%-6.47%
Profit Factor 1.201.09
🔥 Streaks & Patterns
Longest Win Streak days 77
Longest Loss Streak days 66
💹 Trading Metrics
Omega Ratio 1.1991.088
Expectancy % +0.40%+0.29%
Kelly Criterion % 2.04%0.61%
📅 Weekly Performance
Best Week % +69.59%+59.05%
Worst Week % -30.96%-36.02%
Weekly Win Rate % 51.4%53.8%
📆 Monthly Performance
Best Month % +124.17%+83.09%
Worst Month % -36.95%-49.47%
Monthly Win Rate % 44.4%53.8%
🔧 Technical Indicators
RSI (14-period) 34.2532.80
Price vs 50-Day MA % -7.47%-19.03%
Price vs 200-Day MA % -14.43%-58.90%
💰 Volume Analysis
Avg Volume 7,241,7553,548,954
Total Volume 1,701,812,5361,220,840,098

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 SPX (SPX): -0.015 (Weak)

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
SPX: Kraken
ByBit Futures Trading Trade hundreds of crypto perpetual futures