SFUND SFUND / ALGO Crypto vs FTT FTT / 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 SFUND / ALGOFTT / USD
📈 Performance Metrics
Start Price 9.831.71
End Price 1.400.89
Price Change % -85.77%-48.15%
Period High 11.153.87
Period Low 1.030.72
Price Range % 985.0%434.4%
🏆 All-Time Records
All-Time High 11.153.87
Days Since ATH 334 days280 days
Distance From ATH % -87.5%-77.1%
All-Time Low 1.030.72
Distance From ATL % +36.0%+22.5%
New ATHs Hit 4 times12 times
📌 Easy-to-Understand Stats
Avg Daily Change % 3.98%4.69%
Biggest Jump (1 Day) % +0.94+0.78
Biggest Drop (1 Day) % -2.13-0.49
Days Above Avg % 42.4%36.3%
Extreme Moves days 15 (4.4%)17 (5.0%)
Stability Score % 0.0%0.0%
Trend Strength % 55.1%53.7%
Recent Momentum (10-day) % -19.74%-2.85%
📊 Statistical Measures
Average Price 3.581.49
Median Price 3.381.12
Price Std Deviation 1.760.78
🚀 Returns & Growth
CAGR % -87.60%-50.49%
Annualized Return % -87.60%-50.49%
Total Return % -85.77%-48.15%
⚠️ Risk & Volatility
Daily Volatility % 5.81%5.89%
Annualized Volatility % 111.02%112.48%
Max Drawdown % -90.78%-81.29%
Sharpe Ratio -0.067-0.004
Sortino Ratio -0.065-0.005
Calmar Ratio -0.965-0.621
Ulcer Index 69.7363.08
📅 Daily Performance
Win Rate % 44.9%46.0%
Positive Days 153156
Negative Days 188183
Best Day % +23.56%+35.00%
Worst Day % -41.72%-20.03%
Avg Gain (Up Days) % +3.75%+4.50%
Avg Loss (Down Days) % -3.76%-3.88%
Profit Factor 0.810.99
🔥 Streaks & Patterns
Longest Win Streak days 59
Longest Loss Streak days 89
💹 Trading Metrics
Omega Ratio 0.8110.988
Expectancy % -0.39%-0.02%
Kelly Criterion % 0.00%0.00%
📅 Weekly Performance
Best Week % +25.29%+36.20%
Worst Week % -40.58%-24.69%
Weekly Win Rate % 45.1%52.9%
📆 Monthly Performance
Best Month % +30.05%+46.25%
Worst Month % -55.71%-41.51%
Monthly Win Rate % 33.3%41.7%
🔧 Technical Indicators
RSI (14-period) 57.5955.38
Price vs 50-Day MA % -14.99%+1.54%
Price vs 200-Day MA % -49.04%-6.33%
💰 Volume Analysis
Avg Volume 668,099336,095
Total Volume 228,489,778114,944,420

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).

SFUND (SFUND) vs FTT (FTT): 0.425 (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

SFUND: Bybit
FTT: Bybit
ByBit Futures Trading Trade hundreds of crypto perpetual futures