SYS SYS / DATA Crypto vs K K / DATA Crypto

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

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Asset SYS / DATAK / DATA
📈 Performance Metrics
Start Price 2.3314.91
End Price 2.980.82
Price Change % +27.59%-94.50%
Period High 4.0817.12
Period Low 1.860.82
Price Range % 118.8%1,986.7%
🏆 All-Time Records
All-Time High 4.0817.12
Days Since ATH 50 days103 days
Distance From ATH % -27.1%-95.2%
All-Time Low 1.860.82
Distance From ATL % +59.6%+0.0%
New ATHs Hit 28 times3 times
📌 Easy-to-Understand Stats
Avg Daily Change % 2.54%6.69%
Biggest Jump (1 Day) % +1.09+4.75
Biggest Drop (1 Day) % -0.61-4.00
Days Above Avg % 43.9%45.8%
Extreme Moves days 13 (3.8%)5 (4.2%)
Stability Score % 0.0%0.0%
Trend Strength % 52.2%62.2%
Recent Momentum (10-day) % +0.18%-10.56%
📊 Statistical Measures
Average Price 2.756.43
Median Price 2.704.93
Price Std Deviation 0.375.05
🚀 Returns & Growth
CAGR % +29.60%-99.99%
Annualized Return % +29.60%-99.99%
Total Return % +27.59%-94.50%
⚠️ Risk & Volatility
Daily Volatility % 4.31%8.80%
Annualized Volatility % 82.33%168.21%
Max Drawdown % -43.75%-95.21%
Sharpe Ratio 0.037-0.227
Sortino Ratio 0.041-0.217
Calmar Ratio 0.677-1.050
Ulcer Index 18.4068.79
📅 Daily Performance
Win Rate % 52.2%37.8%
Positive Days 17945
Negative Days 16474
Best Day % +42.10%+38.38%
Worst Day % -24.71%-43.09%
Avg Gain (Up Days) % +2.62%+5.38%
Avg Loss (Down Days) % -2.52%-6.48%
Profit Factor 1.130.50
🔥 Streaks & Patterns
Longest Win Streak days 73
Longest Loss Streak days 67
💹 Trading Metrics
Omega Ratio 1.1330.505
Expectancy % +0.16%-2.00%
Kelly Criterion % 2.43%0.00%
📅 Weekly Performance
Best Week % +16.08%+30.70%
Worst Week % -33.73%-45.76%
Weekly Win Rate % 48.1%31.6%
📆 Monthly Performance
Best Month % +26.56%+-3.74%
Worst Month % -25.92%-70.13%
Monthly Win Rate % 30.8%0.0%
🔧 Technical Indicators
RSI (14-period) 47.9438.70
Price vs 50-Day MA % -8.44%-41.24%
Price vs 200-Day MA % +4.80%N/A
💰 Volume Analysis
Avg Volume 1,318,802,8892,165,226,794
Total Volume 453,668,193,913259,827,215,328

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 K (K): -0.668 (Moderate negative)

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
K: Bybit
ByBit Futures Trading Trade hundreds of crypto perpetual futures