SD SD / PYTH Crypto vs DF DF / PYTH Crypto

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

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Asset SD / PYTHDF / PYTH
📈 Performance Metrics
Start Price 1.820.08
End Price 3.560.17
Price Change % +95.47%+109.06%
Period High 7.760.62
Period Low 1.690.08
Price Range % 357.6%687.7%
🏆 All-Time Records
All-Time High 7.760.62
Days Since ATH 90 days224 days
Distance From ATH % -54.0%-72.4%
All-Time Low 1.690.08
Distance From ATL % +110.3%+117.8%
New ATHs Hit 14 times28 times
📌 Easy-to-Understand Stats
Avg Daily Change % 5.21%5.39%
Biggest Jump (1 Day) % +2.52+0.10
Biggest Drop (1 Day) % -2.72-0.19
Days Above Avg % 41.1%43.6%
Extreme Moves days 15 (4.4%)13 (3.8%)
Stability Score % 0.0%0.0%
Trend Strength % 48.0%51.6%
Recent Momentum (10-day) % +9.11%+2.23%
📊 Statistical Measures
Average Price 3.840.28
Median Price 3.700.26
Price Std Deviation 1.010.12
🚀 Returns & Growth
CAGR % +104.49%+119.18%
Annualized Return % +104.49%+119.18%
Total Return % +95.47%+109.06%
⚠️ Risk & Volatility
Daily Volatility % 8.17%7.97%
Annualized Volatility % 156.17%152.35%
Max Drawdown % -59.50%-79.85%
Sharpe Ratio 0.0640.068
Sortino Ratio 0.0800.071
Calmar Ratio 1.7561.493
Ulcer Index 27.6044.98
📅 Daily Performance
Win Rate % 48.0%51.6%
Positive Days 164177
Negative Days 178166
Best Day % +48.22%+54.96%
Worst Day % -45.00%-48.09%
Avg Gain (Up Days) % +5.93%+5.41%
Avg Loss (Down Days) % -4.46%-4.65%
Profit Factor 1.221.24
🔥 Streaks & Patterns
Longest Win Streak days 78
Longest Loss Streak days 78
💹 Trading Metrics
Omega Ratio 1.2241.241
Expectancy % +0.52%+0.54%
Kelly Criterion % 1.96%2.16%
📅 Weekly Performance
Best Week % +43.06%+98.16%
Worst Week % -37.65%-40.50%
Weekly Win Rate % 50.0%46.2%
📆 Monthly Performance
Best Month % +94.55%+204.78%
Worst Month % -43.37%-42.57%
Monthly Win Rate % 38.5%69.2%
🔧 Technical Indicators
RSI (14-period) 60.7355.98
Price vs 50-Day MA % -5.41%+1.67%
Price vs 200-Day MA % -16.18%-37.54%
💰 Volume Analysis
Avg Volume 7,247,036315,894,982
Total Volume 2,485,733,438108,667,873,740

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 DF (DF): 0.235 (Weak)

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
DF: Binance
ByBit Futures Trading Trade hundreds of crypto perpetual futures