INDEX INDEX / SIS Crypto vs PYTH PYTH / SIS Crypto

Stats Comprehensive Analytics for the Selected Time Period

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

Settings

🤖 AI Analysis

Ask me anything about the statistics below. I can help explain metrics, identify patterns, or answer specific questions.
Asset INDEX / SISPYTH / SIS
📈 Performance Metrics
Start Price 34.264.17
End Price 12.941.57
Price Change % -62.24%-62.34%
Period High 36.414.41
Period Low 10.531.42
Price Range % 245.8%210.5%
🏆 All-Time Records
All-Time High 36.414.41
Days Since ATH 264 days342 days
Distance From ATH % -64.5%-64.4%
All-Time Low 10.531.42
Distance From ATL % +22.8%+10.5%
New ATHs Hit 2 times1 times
📌 Easy-to-Understand Stats
Avg Daily Change % 4.61%4.58%
Biggest Jump (1 Day) % +5.88+1.54
Biggest Drop (1 Day) % -7.83-0.71
Days Above Avg % 50.3%43.9%
Extreme Moves days 14 (4.1%)8 (2.3%)
Stability Score % 70.6%0.0%
Trend Strength % 51.0%52.5%
Recent Momentum (10-day) % +2.32%-9.56%
📊 Statistical Measures
Average Price 23.052.50
Median Price 23.082.38
Price Std Deviation 5.300.62
🚀 Returns & Growth
CAGR % -64.74%-64.63%
Annualized Return % -64.74%-64.63%
Total Return % -62.24%-62.34%
⚠️ Risk & Volatility
Daily Volatility % 6.78%7.54%
Annualized Volatility % 129.54%143.98%
Max Drawdown % -71.08%-67.80%
Sharpe Ratio -0.010-0.005
Sortino Ratio -0.011-0.007
Calmar Ratio -0.911-0.953
Ulcer Index 39.1445.66
📅 Daily Performance
Win Rate % 49.0%47.5%
Positive Days 167163
Negative Days 174180
Best Day % +51.05%+88.45%
Worst Day % -22.01%-19.58%
Avg Gain (Up Days) % +4.62%+4.84%
Avg Loss (Down Days) % -4.56%-4.46%
Profit Factor 0.970.98
🔥 Streaks & Patterns
Longest Win Streak days 69
Longest Loss Streak days 67
💹 Trading Metrics
Omega Ratio 0.9720.983
Expectancy % -0.07%-0.04%
Kelly Criterion % 0.00%0.00%
📅 Weekly Performance
Best Week % +28.07%+47.45%
Worst Week % -19.99%-21.19%
Weekly Win Rate % 44.2%46.2%
📆 Monthly Performance
Best Month % +28.38%+52.70%
Worst Month % -38.58%-38.78%
Monthly Win Rate % 23.1%30.8%
🔧 Technical Indicators
RSI (14-period) 63.8352.65
Price vs 50-Day MA % -14.88%-23.33%
Price vs 200-Day MA % -35.02%-26.66%
💰 Volume Analysis
Avg Volume 1,377,47527,055,445
Total Volume 471,096,3659,307,072,987

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 PYTH (PYTH): 0.779 (Strong 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
PYTH: Kraken
ByBit Futures Trading Trade hundreds of crypto perpetual futures