SYS SYS / G Crypto vs QTUM QTUM / USD 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 / GQTUM / USD
📈 Performance Metrics
Start Price 3.573.11
End Price 3.931.20
Price Change % +9.95%-61.40%
Period High 4.833.80
Period Low 2.331.20
Price Range % 107.4%217.1%
🏆 All-Time Records
All-Time High 4.833.80
Days Since ATH 45 days307 days
Distance From ATH % -18.7%-68.5%
All-Time Low 2.331.20
Distance From ATL % +68.6%+0.0%
New ATHs Hit 13 times5 times
📌 Easy-to-Understand Stats
Avg Daily Change % 2.58%3.50%
Biggest Jump (1 Day) % +0.52+0.61
Biggest Drop (1 Day) % -0.76-0.75
Days Above Avg % 52.8%39.0%
Extreme Moves days 15 (4.7%)16 (4.7%)
Stability Score % 0.0%0.0%
Trend Strength % 47.9%52.2%
Recent Momentum (10-day) % +5.78%-12.56%
📊 Statistical Measures
Average Price 3.432.28
Median Price 3.452.20
Price Std Deviation 0.480.53
🚀 Returns & Growth
CAGR % +11.54%-63.68%
Annualized Return % +11.54%-63.68%
Total Return % +9.95%-61.40%
⚠️ Risk & Volatility
Daily Volatility % 3.58%4.73%
Annualized Volatility % 68.40%90.46%
Max Drawdown % -38.92%-68.46%
Sharpe Ratio 0.026-0.035
Sortino Ratio 0.028-0.035
Calmar Ratio 0.297-0.930
Ulcer Index 17.1242.21
📅 Daily Performance
Win Rate % 47.9%47.5%
Positive Days 152162
Negative Days 165179
Best Day % +16.02%+21.28%
Worst Day % -19.07%-22.01%
Avg Gain (Up Days) % +2.82%+3.38%
Avg Loss (Down Days) % -2.42%-3.38%
Profit Factor 1.070.91
🔥 Streaks & Patterns
Longest Win Streak days 57
Longest Loss Streak days 77
💹 Trading Metrics
Omega Ratio 1.0750.907
Expectancy % +0.09%-0.17%
Kelly Criterion % 1.38%0.00%
📅 Weekly Performance
Best Week % +22.15%+48.77%
Worst Week % -19.36%-14.55%
Weekly Win Rate % 51.1%42.3%
📆 Monthly Performance
Best Month % +22.15%+33.25%
Worst Month % -17.85%-33.34%
Monthly Win Rate % 25.0%38.5%
🔧 Technical Indicators
RSI (14-period) 62.8219.35
Price vs 50-Day MA % -5.12%-21.04%
Price vs 200-Day MA % +9.23%-41.69%

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 QTUM (QTUM): -0.126 (Weak)

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
QTUM: Kraken
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