SYS SYS / PHA Crypto vs L3 L3 / PHA 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 / PHAL3 / PHA

📈 Performance Metrics

Start Price 0.450.35

End Price 0.490.33

Price Change % +10.40%-4.45%

Period High 0.531.10

Period Low 0.230.18

Price Range % 137.2%521.5%

🏆 All-Time Records

All-Time High 0.531.10

Days Since ATH 50 days252 days

Distance From ATH % -7.4%-69.9%

All-Time Low 0.230.18

Distance From ATL % +119.6%+86.8%

New ATHs Hit 5 times18 times

📌 Easy-to-Understand Stats

Avg Daily Change % 3.42%7.18%

Biggest Jump (1 Day) % +0.13+0.32

Biggest Drop (1 Day) % -0.22-0.22

Days Above Avg % 46.2%38.1%

Extreme Moves days 16 (4.7%)16 (4.7%)

Stability Score % 0.0%0.0%

Trend Strength % 52.5%53.9%

Recent Momentum (10-day) % +2.85%+2.94%

📊 Statistical Measures

Average Price 0.400.44

Median Price 0.400.41

Price Std Deviation 0.050.16

🚀 Returns & Growth

CAGR % +11.11%-4.73%

Annualized Return % +11.11%-4.73%

Total Return % +10.40%-4.45%

⚠️ Risk & Volatility

Daily Volatility % 5.77%13.21%

Annualized Volatility % 110.20%252.45%

Max Drawdown % -49.72%-81.79%

Sharpe Ratio 0.0360.055

Sortino Ratio 0.0350.080

Calmar Ratio 0.223-0.058

Ulcer Index 22.4256.01

📅 Daily Performance

Win Rate % 52.5%45.7%

Positive Days 180156

Negative Days 163185

Best Day % +35.27%+134.81%

Worst Day % -49.72%-48.85%

Avg Gain (Up Days) % +3.55%+9.00%

Avg Loss (Down Days) % -3.48%-6.23%

Profit Factor 1.131.22

🔥 Streaks & Patterns

Longest Win Streak days 78

Longest Loss Streak days 57

💹 Trading Metrics

Omega Ratio 1.1271.217

Expectancy % +0.21%+0.74%

Kelly Criterion % 1.70%1.31%

📅 Weekly Performance

Best Week % +31.55%+56.15%

Worst Week % -47.91%-46.79%

Weekly Win Rate % 46.2%34.6%

📆 Monthly Performance

Best Month % +45.24%+124.94%

Worst Month % -36.69%-50.27%

Monthly Win Rate % 38.5%38.5%

🔧 Technical Indicators

RSI (14-period) 57.9259.39

Price vs 50-Day MA % +1.25%+15.50%

Price vs 200-Day MA % +21.60%-9.72%

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 L3 (L3):	-0.080 (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
L3: Kraken