SYS SYS / NUTS Crypto vs NTRN NTRN / NUTS 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 / NUTSNTRN / NUTS

📈 Performance Metrics

Start Price 22.3674.75

End Price 29.0069.27

Price Change % +29.66%-7.33%

Period High 40.44105.13

Period Low 12.4835.60

Price Range % 224.1%195.3%

🏆 All-Time Records

All-Time High 40.44105.13

Days Since ATH 123 days227 days

Distance From ATH % -28.3%-34.1%

All-Time Low 12.4835.60

Distance From ATL % +132.4%+94.6%

New ATHs Hit 15 times11 times

📌 Easy-to-Understand Stats

Avg Daily Change % 4.62%4.58%

Biggest Jump (1 Day) % +4.97+15.39

Biggest Drop (1 Day) % -13.94-42.94

Days Above Avg % 51.4%49.0%

Extreme Moves days 11 (4.3%)10 (3.9%)

Stability Score % 72.9%90.1%

Trend Strength % 53.5%48.8%

Recent Momentum (10-day) % -5.80%-7.95%

📊 Statistical Measures

Average Price 25.9069.93

Median Price 26.2069.27

Price Std Deviation 4.8212.96

🚀 Returns & Growth

CAGR % +44.41%-10.21%

Annualized Return % +44.41%-10.21%

Total Return % +29.66%-7.33%

⚠️ Risk & Volatility

Daily Volatility % 7.02%6.90%

Annualized Volatility % 134.15%131.82%

Max Drawdown % -62.53%-66.14%

Sharpe Ratio 0.0510.032

Sortino Ratio 0.0500.032

Calmar Ratio 0.710-0.154

Ulcer Index 30.9534.81

📅 Daily Performance

Win Rate % 53.5%51.2%

Positive Days 138132

Negative Days 120126

Best Day % +28.29%+29.55%

Worst Day % -44.62%-45.20%

Avg Gain (Up Days) % +4.80%+4.81%

Avg Loss (Down Days) % -4.75%-4.58%

Profit Factor 1.161.10

🔥 Streaks & Patterns

Longest Win Streak days 77

Longest Loss Streak days 86

💹 Trading Metrics

Omega Ratio 1.1631.100

Expectancy % +0.36%+0.22%

Kelly Criterion % 1.58%1.02%

📅 Weekly Performance

Best Week % +58.85%+53.49%

Worst Week % -52.92%-55.88%

Weekly Win Rate % 56.4%56.4%

📆 Monthly Performance

Best Month % +29.14%+22.76%

Worst Month % -24.91%-32.98%

Monthly Win Rate % 50.0%70.0%

🔧 Technical Indicators

RSI (14-period) 56.6336.56

Price vs 50-Day MA % -0.22%+5.98%

Price vs 200-Day MA % +8.54%-0.77%

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):	0.664 (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
NTRN: Kraken