TREE TREE / SIS Crypto vs CTA CTA / SIS Crypto

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

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Asset TREE / SISCTA / SIS
📈 Performance Metrics
Start Price 9.600.21
End Price 2.140.40
Price Change % -77.72%+87.96%
Period High 9.601.46
Period Low 2.040.14
Price Range % 370.8%908.3%
🏆 All-Time Records
All-Time High 9.601.46
Days Since ATH 111 days152 days
Distance From ATH % -77.7%-72.7%
All-Time Low 2.040.14
Distance From ATL % +4.9%+175.0%
New ATHs Hit 0 times25 times
📌 Easy-to-Understand Stats
Avg Daily Change % 5.31%6.35%
Biggest Jump (1 Day) % +0.95+0.28
Biggest Drop (1 Day) % -1.95-0.34
Days Above Avg % 47.3%46.4%
Extreme Moves days 7 (6.3%)22 (6.4%)
Stability Score % 0.0%0.0%
Trend Strength % 56.8%54.1%
Recent Momentum (10-day) % -18.68%-7.39%
📊 Statistical Measures
Average Price 4.180.47
Median Price 4.030.46
Price Std Deviation 1.610.23
🚀 Returns & Growth
CAGR % -99.28%+95.35%
Annualized Return % -99.28%+95.35%
Total Return % -77.72%+87.96%
⚠️ Risk & Volatility
Daily Volatility % 6.89%8.36%
Annualized Volatility % 131.65%159.76%
Max Drawdown % -78.76%-78.46%
Sharpe Ratio -0.1600.062
Sortino Ratio -0.1540.069
Calmar Ratio -1.2611.215
Ulcer Index 58.8841.84
📅 Daily Performance
Win Rate % 43.2%54.1%
Positive Days 48186
Negative Days 63158
Best Day % +24.15%+47.35%
Worst Day % -20.31%-25.20%
Avg Gain (Up Days) % +4.59%+5.95%
Avg Loss (Down Days) % -5.44%-5.88%
Profit Factor 0.641.19
🔥 Streaks & Patterns
Longest Win Streak days 67
Longest Loss Streak days 75
💹 Trading Metrics
Omega Ratio 0.6421.193
Expectancy % -1.10%+0.52%
Kelly Criterion % 0.00%1.49%
📅 Weekly Performance
Best Week % +16.33%+94.76%
Worst Week % -23.68%-28.56%
Weekly Win Rate % 33.3%51.9%
📆 Monthly Performance
Best Month % +-8.14%+87.06%
Worst Month % -37.58%-45.22%
Monthly Win Rate % 0.0%53.8%
🔧 Technical Indicators
RSI (14-period) 24.4630.32
Price vs 50-Day MA % -22.33%-14.50%
Price vs 200-Day MA % N/A-35.49%
💰 Volume Analysis
Avg Volume 1,790,29247,582,870
Total Volume 200,512,74316,416,090,149

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).

TREE (TREE) vs CTA (CTA): 0.710 (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

TREE: Kraken
CTA: Bybit
ByBit Futures Trading Trade hundreds of crypto perpetual futures