SYS SYS / ALGO Crypto vs IDEX IDEX / ALGO Crypto

Stats Comprehensive Analytics for the Selected Time Period

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

Settings

Asset SYS / ALGOIDEX / ALGO
📈 Performance Metrics
Start Price 0.860.30
End Price 0.160.11
Price Change % -81.29%-62.38%
Period High 0.860.30
Period Low 0.140.06
Price Range % 519.4%367.4%
🏆 All-Time Records
All-Time High 0.860.30
Days Since ATH 342 days342 days
Distance From ATH % -81.3%-62.4%
All-Time Low 0.140.06
Distance From ATL % +15.9%+75.8%
New ATHs Hit 0 times0 times
📌 Easy-to-Understand Stats
Avg Daily Change % 3.54%4.49%
Biggest Jump (1 Day) % +0.06+0.09
Biggest Drop (1 Day) % -0.13-0.05
Days Above Avg % 27.4%32.7%
Extreme Moves days 18 (5.3%)13 (3.8%)
Stability Score % 0.0%0.0%
Trend Strength % 54.4%51.2%
Recent Momentum (10-day) % -2.58%-3.40%
📊 Statistical Measures
Average Price 0.260.13
Median Price 0.220.12
Price Std Deviation 0.130.04
🚀 Returns & Growth
CAGR % -83.29%-64.77%
Annualized Return % -83.29%-64.77%
Total Return % -81.29%-62.38%
⚠️ Risk & Volatility
Daily Volatility % 4.51%7.95%
Annualized Volatility % 86.23%151.94%
Max Drawdown % -83.86%-78.60%
Sharpe Ratio -0.085-0.001
Sortino Ratio -0.080-0.001
Calmar Ratio -0.993-0.824
Ulcer Index 71.8257.31
📅 Daily Performance
Win Rate % 45.6%48.8%
Positive Days 156167
Negative Days 186175
Best Day % +16.31%+75.31%
Worst Day % -25.27%-23.42%
Avg Gain (Up Days) % +2.98%+4.47%
Avg Loss (Down Days) % -3.20%-4.28%
Profit Factor 0.781.00
🔥 Streaks & Patterns
Longest Win Streak days 57
Longest Loss Streak days 67
💹 Trading Metrics
Omega Ratio 0.7800.997
Expectancy % -0.38%-0.01%
Kelly Criterion % 0.00%0.00%
📅 Weekly Performance
Best Week % +26.14%+101.82%
Worst Week % -39.06%-31.58%
Weekly Win Rate % 33.3%37.3%
📆 Monthly Performance
Best Month % +12.38%+72.20%
Worst Month % -62.55%-63.43%
Monthly Win Rate % 33.3%33.3%
🔧 Technical Indicators
RSI (14-period) 43.9549.32
Price vs 50-Day MA % -4.78%-1.79%
Price vs 200-Day MA % -16.51%+0.47%
💰 Volume Analysis
Avg Volume 90,678,7576,918,546
Total Volume 31,102,813,6232,373,061,318

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 IDEX (IDEX): 0.903 (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
IDEX: Kraken
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