SD SD / FTT Crypto vs FORTH FORTH / 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 SD / FTTFORTH / FTT
📈 Performance Metrics
Start Price 0.541.78
End Price 0.512.83
Price Change % -6.99%+59.01%
Period High 1.013.67
Period Low 0.281.34
Price Range % 258.9%174.4%
🏆 All-Time Records
All-Time High 1.013.67
Days Since ATH 84 days187 days
Distance From ATH % -49.9%-22.8%
All-Time Low 0.281.34
Distance From ATL % +79.7%+111.9%
New ATHs Hit 6 times14 times
📌 Easy-to-Understand Stats
Avg Daily Change % 5.29%4.05%
Biggest Jump (1 Day) % +0.32+1.03
Biggest Drop (1 Day) % -0.20-0.78
Days Above Avg % 37.3%50.6%
Extreme Moves days 18 (5.3%)13 (3.8%)
Stability Score % 0.0%0.0%
Trend Strength % 50.0%56.0%
Recent Momentum (10-day) % -9.33%-3.77%
📊 Statistical Measures
Average Price 0.532.44
Median Price 0.502.45
Price Std Deviation 0.150.58
🚀 Returns & Growth
CAGR % -7.44%+63.81%
Annualized Return % -7.44%+63.81%
Total Return % -6.99%+59.01%
⚠️ Risk & Volatility
Daily Volatility % 8.15%6.63%
Annualized Volatility % 155.75%126.74%
Max Drawdown % -53.89%-46.34%
Sharpe Ratio 0.0360.052
Sortino Ratio 0.0420.056
Calmar Ratio -0.1381.377
Ulcer Index 25.8820.89
📅 Daily Performance
Win Rate % 50.0%56.0%
Positive Days 171192
Negative Days 171151
Best Day % +45.26%+50.10%
Worst Day % -28.46%-26.38%
Avg Gain (Up Days) % +5.68%+4.10%
Avg Loss (Down Days) % -5.09%-4.43%
Profit Factor 1.121.18
🔥 Streaks & Patterns
Longest Win Streak days 810
Longest Loss Streak days 65
💹 Trading Metrics
Omega Ratio 1.1161.176
Expectancy % +0.30%+0.34%
Kelly Criterion % 1.03%1.89%
📅 Weekly Performance
Best Week % +47.50%+46.84%
Worst Week % -21.58%-23.40%
Weekly Win Rate % 44.2%53.8%
📆 Monthly Performance
Best Month % +55.14%+43.97%
Worst Month % -35.84%-21.96%
Monthly Win Rate % 46.2%69.2%
🔧 Technical Indicators
RSI (14-period) 31.5046.40
Price vs 50-Day MA % -25.85%-6.84%
Price vs 200-Day MA % -16.52%-0.21%
💰 Volume Analysis
Avg Volume 1,024,6448,585
Total Volume 351,452,9472,953,175

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).

SD (SD) vs FORTH (FORTH): 0.768 (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

SD: Coinbase
FORTH: Kraken
ByBit Futures Trading Trade hundreds of crypto perpetual futures