SYS SYS / FTT Crypto vs IMX IMX / FTT 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 / FTTIMX / FTT
📈 Performance Metrics
Start Price 0.050.58
End Price 0.030.47
Price Change % -31.21%-18.92%
Period High 0.060.95
Period Low 0.030.34
Price Range % 95.8%178.6%
🏆 All-Time Records
All-Time High 0.060.95
Days Since ATH 189 days60 days
Distance From ATH % -39.8%-50.9%
All-Time Low 0.030.34
Distance From ATL % +17.8%+36.8%
New ATHs Hit 5 times11 times
📌 Easy-to-Understand Stats
Avg Daily Change % 3.67%3.87%
Biggest Jump (1 Day) % +0.01+0.16
Biggest Drop (1 Day) % -0.01-0.21
Days Above Avg % 46.5%47.1%
Extreme Moves days 18 (5.2%)21 (6.1%)
Stability Score % 0.0%0.0%
Trend Strength % 45.8%46.9%
Recent Momentum (10-day) % -5.09%-3.82%
📊 Statistical Measures
Average Price 0.040.55
Median Price 0.040.54
Price Std Deviation 0.010.11
🚀 Returns & Growth
CAGR % -32.84%-20.00%
Annualized Return % -32.84%-20.00%
Total Return % -31.21%-18.92%
⚠️ Risk & Volatility
Daily Volatility % 5.29%5.48%
Annualized Volatility % 101.09%104.76%
Max Drawdown % -47.47%-54.06%
Sharpe Ratio 0.0070.017
Sortino Ratio 0.0060.016
Calmar Ratio -0.692-0.370
Ulcer Index 26.1427.17
📅 Daily Performance
Win Rate % 54.2%53.1%
Positive Days 186182
Negative Days 157161
Best Day % +18.95%+25.89%
Worst Day % -27.50%-26.01%
Avg Gain (Up Days) % +3.47%+3.65%
Avg Loss (Down Days) % -4.04%-3.94%
Profit Factor 1.021.05
🔥 Streaks & Patterns
Longest Win Streak days 86
Longest Loss Streak days 105
💹 Trading Metrics
Omega Ratio 1.0191.050
Expectancy % +0.03%+0.09%
Kelly Criterion % 0.25%0.64%
📅 Weekly Performance
Best Week % +30.70%+28.20%
Worst Week % -27.15%-28.67%
Weekly Win Rate % 44.2%53.8%
📆 Monthly Performance
Best Month % +46.25%+42.32%
Worst Month % -38.75%-38.44%
Monthly Win Rate % 61.5%61.5%
🔧 Technical Indicators
RSI (14-period) 38.7037.76
Price vs 50-Day MA % -8.78%-20.70%
Price vs 200-Day MA % -22.56%-21.70%

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 IMX (IMX): 0.597 (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
IMX: Kraken
ByBit Futures Trading Trade hundreds of crypto perpetual futures