PYTH PYTH / FTT Crypto vs SPX SPX / FTT 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 PYTH / FTTSPX / FTT

📈 Performance Metrics

Start Price 0.140.24

End Price 0.111.06

Price Change % -20.45%+347.58%

Period High 0.262.36

Period Low 0.090.20

Price Range % 189.5%1,062.4%

🏆 All-Time Records

All-Time High 0.262.36

Days Since ATH 81 days112 days

Distance From ATH % -57.8%-55.2%

All-Time Low 0.090.20

Distance From ATL % +22.3%+420.9%

New ATHs Hit 8 times37 times

📌 Easy-to-Understand Stats

Avg Daily Change % 4.23%5.99%

Biggest Jump (1 Day) % +0.13+0.24

Biggest Drop (1 Day) % -0.05-0.69

Days Above Avg % 33.1%43.0%

Extreme Moves days 10 (2.9%)21 (6.2%)

Stability Score % 0.0%0.0%

Trend Strength % 50.1%53.7%

Recent Momentum (10-day) % -4.32%+16.10%

📊 Statistical Measures

Average Price 0.140.95

Median Price 0.130.77

Price Std Deviation 0.030.57

🚀 Returns & Growth

CAGR % -21.61%+397.37%

Annualized Return % -21.61%+397.37%

Total Return % -20.45%+347.58%

⚠️ Risk & Volatility

Daily Volatility % 7.69%8.88%

Annualized Volatility % 146.90%169.61%

Max Drawdown % -61.04%-70.29%

Sharpe Ratio 0.0240.095

Sortino Ratio 0.0310.097

Calmar Ratio -0.3545.653

Ulcer Index 31.6537.09

📅 Daily Performance

Win Rate % 49.9%53.7%

Positive Days 171183

Negative Days 172158

Best Day % +95.03%+36.12%

Worst Day % -29.08%-39.12%

Avg Gain (Up Days) % +4.39%+6.88%

Avg Loss (Down Days) % -4.00%-6.15%

Profit Factor 1.091.30

🔥 Streaks & Patterns

Longest Win Streak days 710

Longest Loss Streak days 88

💹 Trading Metrics

Omega Ratio 1.0921.296

Expectancy % +0.19%+0.84%

Kelly Criterion % 1.06%1.99%

📅 Weekly Performance

Best Week % +73.25%+89.70%

Worst Week % -28.61%-31.60%

Weekly Win Rate % 50.0%57.7%

📆 Monthly Performance

Best Month % +84.19%+115.70%

Worst Month % -32.34%-39.27%

Monthly Win Rate % 46.2%61.5%

🔧 Technical Indicators

RSI (14-period) 37.8955.31

Price vs 50-Day MA % -17.43%-1.24%

Price vs 200-Day MA % -20.66%-20.07%

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).

PYTH (PYTH) vs SPX (SPX):	0.307 (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

PYTH: Kraken
SPX: Kraken