SYS SYS / MBX Crypto vs ZIG ZIG / MBX Crypto

Stats Comprehensive Analytics for the Selected Time Period

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

Settings

🤖 AI Analysis

Model:

Ask me anything about the statistics below. I can help explain metrics, identify patterns, or answer specific questions.

Asset SYS / MBXZIG / MBX

📈 Performance Metrics

Start Price 0.320.61

End Price 0.240.79

Price Change % -25.81%+29.25%

Period High 0.350.98

Period Low 0.160.57

Price Range % 111.7%72.0%

🏆 All-Time Records

All-Time High 0.350.98

Days Since ATH 337 days8 days

Distance From ATH % -30.9%-19.7%

All-Time Low 0.160.57

Distance From ATL % +46.2%+38.1%

New ATHs Hit 2 times11 times

📌 Easy-to-Understand Stats

Avg Daily Change % 3.14%3.98%

Biggest Jump (1 Day) % +0.04+0.13

Biggest Drop (1 Day) % -0.08-0.10

Days Above Avg % 49.4%51.6%

Extreme Moves days 17 (5.0%)8 (8.7%)

Stability Score % 0.0%0.0%

Trend Strength % 52.2%47.8%

Recent Momentum (10-day) % -4.28%+0.15%

📊 Statistical Measures

Average Price 0.250.73

Median Price 0.250.73

Price Std Deviation 0.040.11

🚀 Returns & Growth

CAGR % -27.21%+176.77%

Annualized Return % -27.21%+176.77%

Total Return % -25.81%+29.25%

⚠️ Risk & Volatility

Daily Volatility % 4.44%5.62%

Annualized Volatility % 84.75%107.33%

Max Drawdown % -52.76%-32.43%

Sharpe Ratio 0.0030.077

Sortino Ratio 0.0030.101

Calmar Ratio -0.5165.452

Ulcer Index 30.2914.58

📅 Daily Performance

Win Rate % 47.8%48.4%

Positive Days 16444

Negative Days 17947

Best Day % +17.56%+18.89%

Worst Day % -25.92%-11.79%

Avg Gain (Up Days) % +3.30%+4.50%

Avg Loss (Down Days) % -3.00%-3.37%

Profit Factor 1.011.25

🔥 Streaks & Patterns

Longest Win Streak days 54

Longest Loss Streak days 85

💹 Trading Metrics

Omega Ratio 1.0091.250

Expectancy % +0.01%+0.44%

Kelly Criterion % 0.14%2.87%

📅 Weekly Performance

Best Week % +29.14%+21.98%

Worst Week % -20.98%-11.63%

Weekly Win Rate % 48.1%46.7%

📆 Monthly Performance

Best Month % +19.97%+27.27%

Worst Month % -22.88%-20.81%

Monthly Win Rate % 38.5%75.0%

🔧 Technical Indicators

RSI (14-period) 41.9638.49

Price vs 50-Day MA % -9.09%+2.48%

Price vs 200-Day MA % -0.58%N/A

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 ZIG (ZIG):	0.246 (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
ZIG: Kraken