SYS SYS / WAVES Crypto vs NTRN NTRN / WAVES 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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🤖 AI Analysis

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Asset SYS / WAVESNTRN / WAVES

📈 Performance Metrics

Start Price 0.070.24

End Price 0.030.04

Price Change % -64.36%-84.00%

Period High 0.080.24

Period Low 0.020.04

Price Range % 215.0%581.3%

🏆 All-Time Records

All-Time High 0.080.24

Days Since ATH 335 days334 days

Distance From ATH % -66.1%-84.2%

All-Time Low 0.020.04

Distance From ATL % +6.9%+7.5%

New ATHs Hit 4 times2 times

📌 Easy-to-Understand Stats

Avg Daily Change % 3.17%3.40%

Biggest Jump (1 Day) % +0.01+0.02

Biggest Drop (1 Day) % -0.01-0.03

Days Above Avg % 32.8%37.2%

Extreme Moves days 19 (5.5%)20 (5.8%)

Stability Score % 0.0%0.0%

Trend Strength % 47.2%48.7%

Recent Momentum (10-day) % -5.63%-7.51%

📊 Statistical Measures

Average Price 0.040.10

Median Price 0.040.09

Price Std Deviation 0.010.04

🚀 Returns & Growth

CAGR % -66.64%-85.77%

Annualized Return % -66.64%-85.77%

Total Return % -64.36%-84.00%

⚠️ Risk & Volatility

Daily Volatility % 4.35%4.78%

Annualized Volatility % 83.12%91.32%

Max Drawdown % -68.25%-85.32%

Sharpe Ratio -0.047-0.086

Sortino Ratio -0.041-0.073

Calmar Ratio -0.976-1.005

Ulcer Index 49.3060.87

📅 Daily Performance

Win Rate % 52.8%51.2%

Positive Days 181175

Negative Days 162167

Best Day % +18.39%+12.43%

Worst Day % -19.30%-29.51%

Avg Gain (Up Days) % +2.76%+2.89%

Avg Loss (Down Days) % -3.52%-3.88%

Profit Factor 0.880.78

🔥 Streaks & Patterns

Longest Win Streak days 78

Longest Loss Streak days 65

💹 Trading Metrics

Omega Ratio 0.8770.781

Expectancy % -0.20%-0.41%

Kelly Criterion % 0.00%0.00%

📅 Weekly Performance

Best Week % +26.93%+23.80%

Worst Week % -23.98%-20.38%

Weekly Win Rate % 40.4%44.2%

📆 Monthly Performance

Best Month % +27.82%+7.04%

Worst Month % -28.71%-32.23%

Monthly Win Rate % 30.8%23.1%

🔧 Technical Indicators

RSI (14-period) 43.7946.25

Price vs 50-Day MA % -17.55%-17.76%

Price vs 200-Day MA % -28.18%-49.90%

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):	0.898 (Strong 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