INDEX INDEX / USD Crypto vs EPT EPT / 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 INDEX / USDEPT / USD
📈 Performance Metrics
Start Price 2.930.00
End Price 0.730.00
Price Change % -75.09%-46.05%
Period High 5.160.01
Period Low 0.690.00
Price Range % 647.8%164.6%
🏆 All-Time Records
All-Time High 5.160.01
Days Since ATH 324 days23 days
Distance From ATH % -85.9%-62.2%
All-Time Low 0.690.00
Distance From ATL % +5.8%+0.0%
New ATHs Hit 8 times6 times
📌 Easy-to-Understand Stats
Avg Daily Change % 4.36%6.01%
Biggest Jump (1 Day) % +0.64+0.00
Biggest Drop (1 Day) % -0.600.00
Days Above Avg % 30.7%50.0%
Extreme Moves days 19 (5.6%)8 (7.1%)
Stability Score % 0.0%0.0%
Trend Strength % 54.8%47.8%
Recent Momentum (10-day) % -8.02%-13.87%
📊 Statistical Measures
Average Price 1.790.00
Median Price 1.370.00
Price Std Deviation 0.920.00
🚀 Returns & Growth
CAGR % -77.41%-86.38%
Annualized Return % -77.41%-86.38%
Total Return % -75.09%-46.05%
⚠️ Risk & Volatility
Daily Volatility % 5.80%8.15%
Annualized Volatility % 110.72%155.70%
Max Drawdown % -86.63%-62.21%
Sharpe Ratio -0.042-0.024
Sortino Ratio -0.047-0.022
Calmar Ratio -0.894-1.389
Ulcer Index 67.3626.34
📅 Daily Performance
Win Rate % 40.6%51.4%
Positive Days 12857
Negative Days 18754
Best Day % +34.68%+27.13%
Worst Day % -18.18%-36.39%
Avg Gain (Up Days) % +5.12%+5.47%
Avg Loss (Down Days) % -3.95%-6.17%
Profit Factor 0.890.93
🔥 Streaks & Patterns
Longest Win Streak days 55
Longest Loss Streak days 86
💹 Trading Metrics
Omega Ratio 0.8880.935
Expectancy % -0.26%-0.20%
Kelly Criterion % 0.00%0.00%
📅 Weekly Performance
Best Week % +46.29%+18.09%
Worst Week % -24.58%-20.34%
Weekly Win Rate % 40.4%61.1%
📆 Monthly Performance
Best Month % +22.86%+24.95%
Worst Month % -34.40%-26.91%
Monthly Win Rate % 23.1%60.0%
🔧 Technical Indicators
RSI (14-period) 44.4832.10
Price vs 50-Day MA % -26.99%-41.13%
Price vs 200-Day MA % -39.54%N/A

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).

INDEX (INDEX) vs EPT (EPT): 0.405 (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

INDEX: Coinbase
EPT: Kraken
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