SYS SYS / FLOW Crypto vs NTRN NTRN / FLOW 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 / FLOWNTRN / FLOW

📈 Performance Metrics

Start Price 0.160.51

End Price 0.100.14

Price Change % -36.50%-72.32%

Period High 0.160.52

Period Low 0.090.13

Price Range % 84.4%285.1%

🏆 All-Time Records

All-Time High 0.160.52

Days Since ATH 337 days342 days

Distance From ATH % -38.8%-72.5%

All-Time Low 0.090.13

Distance From ATL % +13.0%+6.1%

New ATHs Hit 3 times1 times

📌 Easy-to-Understand Stats

Avg Daily Change % 2.07%2.10%

Biggest Jump (1 Day) % +0.01+0.03

Biggest Drop (1 Day) % -0.01-0.06

Days Above Avg % 41.9%45.1%

Extreme Moves days 19 (5.5%)14 (4.1%)

Stability Score % 0.0%0.0%

Trend Strength % 52.8%53.1%

Recent Momentum (10-day) % +2.91%+0.38%

📊 Statistical Measures

Average Price 0.110.29

Median Price 0.110.27

Price Std Deviation 0.020.09

🚀 Returns & Growth

CAGR % -38.32%-74.51%

Annualized Return % -38.32%-74.51%

Total Return % -36.50%-72.32%

⚠️ Risk & Volatility

Daily Volatility % 2.93%3.30%

Annualized Volatility % 55.92%62.99%

Max Drawdown % -45.78%-74.03%

Sharpe Ratio -0.031-0.096

Sortino Ratio -0.032-0.089

Calmar Ratio -0.837-1.006

Ulcer Index 31.0147.53

📅 Daily Performance

Win Rate % 47.2%46.9%

Positive Days 162161

Negative Days 181182

Best Day % +15.27%+18.16%

Worst Day % -9.78%-21.85%

Avg Gain (Up Days) % +2.11%+1.99%

Avg Loss (Down Days) % -2.06%-2.36%

Profit Factor 0.920.75

🔥 Streaks & Patterns

Longest Win Streak days 56

Longest Loss Streak days 86

💹 Trading Metrics

Omega Ratio 0.9170.746

Expectancy % -0.09%-0.32%

Kelly Criterion % 0.00%0.00%

📅 Weekly Performance

Best Week % +14.94%+20.03%

Worst Week % -12.99%-14.47%

Weekly Win Rate % 40.4%28.8%

📆 Monthly Performance

Best Month % +19.65%+0.20%

Worst Month % -16.52%-21.93%

Monthly Win Rate % 30.8%15.4%

🔧 Technical Indicators

RSI (14-period) 50.8245.11

Price vs 50-Day MA % +1.41%-3.32%

Price vs 200-Day MA % -6.16%-36.78%

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 NTRN (NTRN):	0.814 (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
NTRN: Kraken