SYS SYS / ALEPH Crypto vs DATA DATA / ALEPH Crypto

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

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Asset SYS / ALEPHDATA / ALEPH
📈 Performance Metrics
Start Price 0.760.32
End Price 0.450.15
Price Change % -40.00%-52.97%
Period High 0.950.38
Period Low 0.350.12
Price Range % 169.1%222.0%
🏆 All-Time Records
All-Time High 0.950.38
Days Since ATH 208 days338 days
Distance From ATH % -52.2%-60.1%
All-Time Low 0.350.12
Distance From ATL % +28.6%+28.4%
New ATHs Hit 9 times2 times
📌 Easy-to-Understand Stats
Avg Daily Change % 4.46%4.75%
Biggest Jump (1 Day) % +0.13+0.08
Biggest Drop (1 Day) % -0.32-0.10
Days Above Avg % 48.1%49.0%
Extreme Moves days 14 (4.1%)18 (5.3%)
Stability Score % 0.0%0.0%
Trend Strength % 44.4%47.1%
Recent Momentum (10-day) % -1.32%-1.77%
📊 Statistical Measures
Average Price 0.660.24
Median Price 0.640.24
Price Std Deviation 0.120.05
🚀 Returns & Growth
CAGR % -42.02%-55.30%
Annualized Return % -42.02%-55.30%
Total Return % -40.00%-52.97%
⚠️ Risk & Volatility
Daily Volatility % 6.90%7.42%
Annualized Volatility % 131.90%141.67%
Max Drawdown % -62.84%-68.94%
Sharpe Ratio 0.0160.010
Sortino Ratio 0.0140.009
Calmar Ratio -0.669-0.802
Ulcer Index 32.0338.66
📅 Daily Performance
Win Rate % 55.6%52.9%
Positive Days 190181
Negative Days 152161
Best Day % +32.73%+31.76%
Worst Day % -47.60%-45.45%
Avg Gain (Up Days) % +4.21%+4.60%
Avg Loss (Down Days) % -5.02%-5.02%
Profit Factor 1.051.03
🔥 Streaks & Patterns
Longest Win Streak days 76
Longest Loss Streak days 45
💹 Trading Metrics
Omega Ratio 1.0491.031
Expectancy % +0.11%+0.07%
Kelly Criterion % 0.51%0.31%
📅 Weekly Performance
Best Week % +47.50%+50.06%
Worst Week % -30.02%-26.36%
Weekly Win Rate % 46.2%51.9%
📆 Monthly Performance
Best Month % +19.02%+42.63%
Worst Month % -23.48%-27.08%
Monthly Win Rate % 38.5%30.8%
🔧 Technical Indicators
RSI (14-period) 50.7150.42
Price vs 50-Day MA % -20.51%-13.80%
Price vs 200-Day MA % -22.66%-27.27%
💰 Volume Analysis
Avg Volume 299,828,487904,504,513
Total Volume 102,841,170,881310,245,047,989

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 DATA (DATA): 0.817 (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

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