OMG OMG / USD Crypto vs ES ES / 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 OMG / USDES / USD
📈 Performance Metrics
Start Price 0.360.33
End Price 0.080.09
Price Change % -78.29%-73.27%
Period High 0.430.33
Period Low 0.080.08
Price Range % 447.2%305.4%
🏆 All-Time Records
All-Time High 0.430.33
Days Since ATH 320 days140 days
Distance From ATH % -81.7%-73.3%
All-Time Low 0.080.08
Distance From ATL % +0.0%+8.4%
New ATHs Hit 2 times0 times
📌 Easy-to-Understand Stats
Avg Daily Change % 2.96%4.00%
Biggest Jump (1 Day) % +0.08+0.02
Biggest Drop (1 Day) % -0.05-0.03
Days Above Avg % 43.9%41.8%
Extreme Moves days 20 (5.8%)13 (9.3%)
Stability Score % 0.0%0.0%
Trend Strength % 54.8%52.1%
Recent Momentum (10-day) % -6.01%-10.91%
📊 Statistical Measures
Average Price 0.200.14
Median Price 0.190.13
Price Std Deviation 0.070.05
🚀 Returns & Growth
CAGR % -80.32%-96.79%
Annualized Return % -80.32%-96.79%
Total Return % -78.29%-73.27%
⚠️ Risk & Volatility
Daily Volatility % 4.37%4.93%
Annualized Volatility % 83.41%94.13%
Max Drawdown % -81.73%-75.33%
Sharpe Ratio -0.080-0.165
Sortino Ratio -0.083-0.142
Calmar Ratio -0.983-1.285
Ulcer Index 56.1859.14
📅 Daily Performance
Win Rate % 44.7%46.7%
Positive Days 15264
Negative Days 18873
Best Day % +22.97%+14.33%
Worst Day % -24.40%-17.21%
Avg Gain (Up Days) % +2.72%+2.98%
Avg Loss (Down Days) % -2.83%-4.17%
Profit Factor 0.770.63
🔥 Streaks & Patterns
Longest Win Streak days 56
Longest Loss Streak days 126
💹 Trading Metrics
Omega Ratio 0.7750.626
Expectancy % -0.35%-0.83%
Kelly Criterion % 0.00%0.00%
📅 Weekly Performance
Best Week % +18.48%+26.51%
Worst Week % -19.96%-24.94%
Weekly Win Rate % 38.5%40.9%
📆 Monthly Performance
Best Month % +2.13%+3.28%
Worst Month % -20.76%-47.97%
Monthly Win Rate % 7.7%16.7%
🔧 Technical Indicators
RSI (14-period) 35.4031.11
Price vs 50-Day MA % -14.95%-6.74%
Price vs 200-Day MA % -50.31%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).

OMG (OMG) vs ES (ES): 0.830 (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

OMG: Kraken
ES: Kraken
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