SYS SYS / USD Crypto vs MNGO MNGO / 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 SYS / USDMNGO / USD
📈 Performance Metrics
Start Price 0.110.02
End Price 0.020.02
Price Change % -84.78%-23.83%
Period High 0.130.03
Period Low 0.020.01
Price Range % 701.5%143.7%
🏆 All-Time Records
All-Time High 0.130.03
Days Since ATH 333 days311 days
Distance From ATH % -86.5%-39.4%
All-Time Low 0.020.01
Distance From ATL % +8.0%+47.7%
New ATHs Hit 4 times1 times
📌 Easy-to-Understand Stats
Avg Daily Change % 3.88%3.63%
Biggest Jump (1 Day) % +0.01+0.01
Biggest Drop (1 Day) % -0.01-0.01
Days Above Avg % 34.6%42.7%
Extreme Moves days 24 (7.0%)15 (4.4%)
Stability Score % 0.0%0.0%
Trend Strength % 53.4%48.7%
Recent Momentum (10-day) % -11.11%+15.66%
📊 Statistical Measures
Average Price 0.050.02
Median Price 0.040.02
Price Std Deviation 0.020.00
🚀 Returns & Growth
CAGR % -86.51%-25.14%
Annualized Return % -86.51%-25.14%
Total Return % -84.78%-23.83%
⚠️ Risk & Volatility
Daily Volatility % 5.21%7.19%
Annualized Volatility % 99.53%137.43%
Max Drawdown % -87.52%-58.96%
Sharpe Ratio -0.0790.020
Sortino Ratio -0.0760.026
Calmar Ratio -0.988-0.426
Ulcer Index 64.7237.45
📅 Daily Performance
Win Rate % 46.0%46.5%
Positive Days 156145
Negative Days 183167
Best Day % +19.94%+77.99%
Worst Day % -21.21%-24.75%
Avg Gain (Up Days) % +3.79%+4.40%
Avg Loss (Down Days) % -4.00%-3.52%
Profit Factor 0.811.09
🔥 Streaks & Patterns
Longest Win Streak days 55
Longest Loss Streak days 86
💹 Trading Metrics
Omega Ratio 0.8081.086
Expectancy % -0.41%+0.16%
Kelly Criterion % 0.00%1.04%
📅 Weekly Performance
Best Week % +32.30%+25.45%
Worst Week % -21.22%-26.57%
Weekly Win Rate % 36.5%44.2%
📆 Monthly Performance
Best Month % +23.97%+22.19%
Worst Month % -31.44%-22.08%
Monthly Win Rate % 15.4%38.5%
🔧 Technical Indicators
RSI (14-period) 36.2457.33
Price vs 50-Day MA % -21.22%+1.20%
Price vs 200-Day MA % -52.23%+3.67%

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).

SYS (SYS) vs MNGO (MNGO): 0.509 (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

SYS: Binance
MNGO: Kraken
ByBit Futures Trading Trade hundreds of crypto perpetual futures