SYS SYS / XUSD Crypto vs TERM TERM / XUSD 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 / XUSDTERM / XUSD
📈 Performance Metrics
Start Price 0.050.51
End Price 0.020.61
Price Change % -67.29%+18.60%
Period High 0.070.70
Period Low 0.020.33
Price Range % 316.1%109.3%
🏆 All-Time Records
All-Time High 0.070.70
Days Since ATH 208 days125 days
Distance From ATH % -74.4%-12.9%
All-Time Low 0.020.33
Distance From ATL % +6.5%+82.4%
New ATHs Hit 5 times3 times
📌 Easy-to-Understand Stats
Avg Daily Change % 3.97%4.92%
Biggest Jump (1 Day) % +0.01+0.18
Biggest Drop (1 Day) % -0.01-0.14
Days Above Avg % 54.8%38.3%
Extreme Moves days 16 (6.2%)12 (4.8%)
Stability Score % 0.0%0.0%
Trend Strength % 53.8%43.7%
Recent Momentum (10-day) % -13.20%+1.85%
📊 Statistical Measures
Average Price 0.040.48
Median Price 0.040.44
Price Std Deviation 0.010.09
🚀 Returns & Growth
CAGR % -79.17%+28.03%
Annualized Return % -79.17%+28.03%
Total Return % -67.29%+18.60%
⚠️ Risk & Volatility
Daily Volatility % 5.28%7.99%
Annualized Volatility % 100.92%152.68%
Max Drawdown % -75.97%-46.70%
Sharpe Ratio -0.0550.047
Sortino Ratio -0.0550.054
Calmar Ratio -1.0420.600
Ulcer Index 43.1824.76
📅 Daily Performance
Win Rate % 45.7%46.8%
Positive Days 118110
Negative Days 140125
Best Day % +19.92%+35.74%
Worst Day % -21.29%-20.73%
Avg Gain (Up Days) % +3.97%+6.13%
Avg Loss (Down Days) % -3.88%-4.64%
Profit Factor 0.861.16
🔥 Streaks & Patterns
Longest Win Streak days 55
Longest Loss Streak days 94
💹 Trading Metrics
Omega Ratio 0.8621.163
Expectancy % -0.29%+0.40%
Kelly Criterion % 0.00%1.41%
📅 Weekly Performance
Best Week % +32.30%+37.12%
Worst Week % -21.23%-19.19%
Weekly Win Rate % 35.9%55.3%
📆 Monthly Performance
Best Month % +23.98%+19.27%
Worst Month % -25.17%-35.19%
Monthly Win Rate % 20.0%40.0%
🔧 Technical Indicators
RSI (14-period) 34.4751.54
Price vs 50-Day MA % -23.29%-2.62%
Price vs 200-Day MA % -53.12%+22.88%

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 TERM (TERM): -0.642 (Moderate negative)

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
TERM: Kraken
ByBit Futures Trading Trade hundreds of crypto perpetual futures