ALGO ALGO / USD Crypto vs ESX ESX / USD 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

Ask me anything about the statistics below. I can help explain metrics, identify patterns, or answer specific questions.
Asset ALGO / USDESX / USD
📈 Performance Metrics
Start Price 0.220.02
End Price 0.150.00
Price Change % -29.66%-69.94%
Period High 0.510.03
Period Low 0.150.00
Price Range % 235.1%449.4%
🏆 All-Time Records
All-Time High 0.510.03
Days Since ATH 324 days120 days
Distance From ATH % -70.2%-81.8%
All-Time Low 0.150.00
Distance From ATL % +0.0%+0.0%
New ATHs Hit 11 times3 times
📌 Easy-to-Understand Stats
Avg Daily Change % 4.33%7.46%
Biggest Jump (1 Day) % +0.12+0.01
Biggest Drop (1 Day) % -0.08-0.01
Days Above Avg % 36.0%51.1%
Extreme Moves days 18 (5.2%)7 (5.4%)
Stability Score % 0.0%0.0%
Trend Strength % 48.4%56.2%
Recent Momentum (10-day) % -7.01%-25.90%
📊 Statistical Measures
Average Price 0.260.01
Median Price 0.230.01
Price Std Deviation 0.080.01
🚀 Returns & Growth
CAGR % -31.23%-96.58%
Annualized Return % -31.23%-96.58%
Total Return % -29.66%-69.94%
⚠️ Risk & Volatility
Daily Volatility % 5.84%11.69%
Annualized Volatility % 111.62%223.25%
Max Drawdown % -70.16%-81.80%
Sharpe Ratio 0.011-0.024
Sortino Ratio 0.012-0.029
Calmar Ratio -0.445-1.181
Ulcer Index 51.4446.46
📅 Daily Performance
Win Rate % 51.6%43.0%
Positive Days 17755
Negative Days 16673
Best Day % +36.95%+55.66%
Worst Day % -19.82%-36.73%
Avg Gain (Up Days) % +4.05%+8.42%
Avg Loss (Down Days) % -4.19%-6.84%
Profit Factor 1.030.93
🔥 Streaks & Patterns
Longest Win Streak days 115
Longest Loss Streak days 74
💹 Trading Metrics
Omega Ratio 1.0310.927
Expectancy % +0.06%-0.28%
Kelly Criterion % 0.38%0.00%
📅 Weekly Performance
Best Week % +87.54%+178.92%
Worst Week % -22.48%-55.71%
Weekly Win Rate % 46.2%33.3%
📆 Monthly Performance
Best Month % +105.25%+45.59%
Worst Month % -31.62%-32.48%
Monthly Win Rate % 38.5%16.7%
🔧 Technical Indicators
RSI (14-period) 50.5027.47
Price vs 50-Day MA % -25.92%-53.32%
Price vs 200-Day MA % -30.29%N/A

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).

ALGO (ALGO) vs ESX (ESX): 0.523 (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

ALGO: Kraken
ESX: Kraken
ByBit Futures Trading Trade hundreds of crypto perpetual futures