INDEX INDEX / PYTH Crypto vs CTA CTA / PYTH Crypto

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

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Asset INDEX / PYTHCTA / PYTH
📈 Performance Metrics
Start Price 7.190.07
End Price 8.060.28
Price Change % +12.00%+295.81%
Period High 12.890.81
Period Low 5.170.04
Price Range % 149.2%1,740.4%
🏆 All-Time Records
All-Time High 12.890.81
Days Since ATH 117 days121 days
Distance From ATH % -37.5%-64.9%
All-Time Low 5.170.04
Distance From ATL % +55.8%+545.6%
New ATHs Hit 11 times30 times
📌 Easy-to-Understand Stats
Avg Daily Change % 4.66%7.34%
Biggest Jump (1 Day) % +3.22+0.17
Biggest Drop (1 Day) % -5.66-0.17
Days Above Avg % 55.1%43.9%
Extreme Moves days 13 (3.8%)19 (5.5%)
Stability Score % 24.4%0.0%
Trend Strength % 50.3%53.6%
Recent Momentum (10-day) % +17.98%+8.38%
📊 Statistical Measures
Average Price 9.350.21
Median Price 9.580.16
Price Std Deviation 1.460.15
🚀 Returns & Growth
CAGR % +12.86%+332.32%
Annualized Return % +12.86%+332.32%
Total Return % +12.00%+295.81%
⚠️ Risk & Volatility
Daily Volatility % 7.07%9.25%
Annualized Volatility % 135.08%176.75%
Max Drawdown % -59.87%-81.06%
Sharpe Ratio 0.0420.090
Sortino Ratio 0.0440.099
Calmar Ratio 0.2154.099
Ulcer Index 24.7038.17
📅 Daily Performance
Win Rate % 50.3%53.6%
Positive Days 172184
Negative Days 170159
Best Day % +34.74%+52.71%
Worst Day % -52.24%-51.31%
Avg Gain (Up Days) % +4.97%+6.80%
Avg Loss (Down Days) % -4.43%-6.08%
Profit Factor 1.141.30
🔥 Streaks & Patterns
Longest Win Streak days 69
Longest Loss Streak days 66
💹 Trading Metrics
Omega Ratio 1.1351.295
Expectancy % +0.30%+0.83%
Kelly Criterion % 1.35%2.01%
📅 Weekly Performance
Best Week % +46.86%+104.57%
Worst Week % -39.71%-42.79%
Weekly Win Rate % 44.2%48.1%
📆 Monthly Performance
Best Month % +38.69%+98.77%
Worst Month % -44.39%-37.97%
Monthly Win Rate % 53.8%53.8%
🔧 Technical Indicators
RSI (14-period) 65.1055.41
Price vs 50-Day MA % +11.98%+8.13%
Price vs 200-Day MA % -14.55%-5.30%
💰 Volume Analysis
Avg Volume 593,73521,584,573
Total Volume 203,651,2197,425,092,950

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 CTA (CTA): 0.349 (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
CTA: Bybit
ByBit Futures Trading Trade hundreds of crypto perpetual futures