NFP NFP / MORPHO Crypto vs VSN VSN / USD 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 NFP / MORPHOVSN / USD
📈 Performance Metrics
Start Price 0.090.16
End Price 0.020.08
Price Change % -78.17%-48.50%
Period High 0.100.21
Period Low 0.020.07
Price Range % 478.9%197.1%
🏆 All-Time Records
All-Time High 0.100.21
Days Since ATH 329 days114 days
Distance From ATH % -79.8%-61.8%
All-Time Low 0.020.07
Distance From ATL % +16.7%+13.5%
New ATHs Hit 4 times9 times
📌 Easy-to-Understand Stats
Avg Daily Change % 4.02%2.88%
Biggest Jump (1 Day) % +0.02+0.01
Biggest Drop (1 Day) % -0.02-0.01
Days Above Avg % 48.3%53.1%
Extreme Moves days 18 (5.2%)6 (4.2%)
Stability Score % 0.0%0.0%
Trend Strength % 53.4%54.2%
Recent Momentum (10-day) % -10.32%-9.27%
📊 Statistical Measures
Average Price 0.050.13
Median Price 0.040.14
Price Std Deviation 0.020.04
🚀 Returns & Growth
CAGR % -80.20%-81.83%
Annualized Return % -80.20%-81.83%
Total Return % -78.17%-48.50%
⚠️ Risk & Volatility
Daily Volatility % 5.67%3.75%
Annualized Volatility % 108.42%71.71%
Max Drawdown % -82.73%-66.34%
Sharpe Ratio -0.047-0.105
Sortino Ratio -0.045-0.101
Calmar Ratio -0.969-1.234
Ulcer Index 56.7640.31
📅 Daily Performance
Win Rate % 46.6%45.8%
Positive Days 16065
Negative Days 18377
Best Day % +20.05%+10.77%
Worst Day % -42.88%-14.02%
Avg Gain (Up Days) % +3.76%+2.76%
Avg Loss (Down Days) % -3.79%-3.06%
Profit Factor 0.870.76
🔥 Streaks & Patterns
Longest Win Streak days 47
Longest Loss Streak days 66
💹 Trading Metrics
Omega Ratio 0.8670.762
Expectancy % -0.27%-0.40%
Kelly Criterion % 0.00%0.00%
📅 Weekly Performance
Best Week % +34.18%+19.18%
Worst Week % -34.58%-21.46%
Weekly Win Rate % 38.5%22.7%
📆 Monthly Performance
Best Month % +30.55%+3.43%
Worst Month % -25.09%-16.68%
Monthly Win Rate % 38.5%33.3%
🔧 Technical Indicators
RSI (14-period) 37.4430.53
Price vs 50-Day MA % +1.85%-6.93%
Price vs 200-Day MA % -39.78%N/A
💰 Volume Analysis
Avg Volume 10,855,3871,375,374
Total Volume 3,734,253,115196,678,481

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).

NFP (NFP) vs VSN (VSN): 0.809 (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

NFP: Binance
VSN: Kraken
ByBit Futures Trading Trade hundreds of crypto perpetual futures