ALGO ALGO / ACM Crypto vs ALGO ALGO / USD Crypto vs GMX GMX / USD 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 ALGO / ACMALGO / USDGMX / USD

📈 Performance Metrics

Start Price 0.170.2930.10

End Price 0.260.159.26

Price Change % +53.52%-50.23%-69.24%

Period High 0.390.5144.19

Period Low 0.170.147.97

Price Range % 133.0%275.8%454.5%

🏆 All-Time Records

All-Time High 0.390.5144.19

Days Since ATH 111 days333 days332 days

Distance From ATH % -34.1%-71.3%-79.0%

All-Time Low 0.170.147.97

Distance From ATL % +53.5%+7.7%+16.2%

New ATHs Hit 10 times7 times8 times

📌 Easy-to-Understand Stats

Avg Daily Change % 3.40%4.21%4.04%

Biggest Jump (1 Day) % +0.07+0.12+5.18

Biggest Drop (1 Day) % -0.06-0.08-7.59

Days Above Avg % 44.5%35.8%27.9%

Extreme Moves days 18 (5.2%)16 (4.7%)15 (4.4%)

Stability Score % 0.0%0.0%67.2%

Trend Strength % 50.1%48.7%50.7%

Recent Momentum (10-day) % -7.97%-14.48%-6.16%

📊 Statistical Measures

Average Price 0.250.2517.36

Median Price 0.250.2315.19

Price Std Deviation 0.030.086.71

🚀 Returns & Growth

CAGR % +57.80%-52.40%-71.48%

Annualized Return % +57.80%-52.40%-71.48%

Total Return % +53.52%-50.23%-69.24%

⚠️ Risk & Volatility

Daily Volatility % 5.09%5.62%5.69%

Annualized Volatility % 97.31%107.45%108.74%

Max Drawdown % -43.11%-73.39%-81.96%

Sharpe Ratio 0.050-0.009-0.032

Sortino Ratio 0.054-0.009-0.032

Calmar Ratio 1.341-0.714-0.872

Ulcer Index 27.1252.7362.43

📅 Daily Performance

Win Rate % 50.1%51.3%48.8%

Positive Days 172176166

Negative Days 171167174

Best Day % +35.77%+36.95%+35.77%

Worst Day % -22.50%-19.82%-32.46%

Avg Gain (Up Days) % +3.67%+3.83%+3.80%

Avg Loss (Down Days) % -3.18%-4.14%-3.98%

Profit Factor 1.160.980.91

🔥 Streaks & Patterns

Longest Win Streak days 10117

Longest Loss Streak days 676

💹 Trading Metrics

Omega Ratio 1.1590.9760.911

Expectancy % +0.25%-0.05%-0.18%

Kelly Criterion % 2.17%0.00%0.00%

📅 Weekly Performance

Best Week % +63.85%+65.62%+39.18%

Worst Week % -18.15%-22.48%-27.21%

Weekly Win Rate % 40.4%44.2%44.2%

📆 Monthly Performance

Best Month % +48.14%+51.26%+22.24%

Worst Month % -22.23%-31.62%-30.35%

Monthly Win Rate % 38.5%38.5%38.5%

🔧 Technical Indicators

RSI (14-period) 27.6132.8852.60

Price vs 50-Day MA % -4.42%-22.32%-23.31%

Price vs 200-Day MA % -0.22%-32.49%-33.95%

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 ALGO (ALGO):	0.244 (Weak)
ALGO (ALGO) vs GMX (GMX):	-0.136 (Weak)
ALGO (ALGO) vs GMX (GMX):	0.879 (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

ALGO: Kraken
ALGO: Kraken
GMX: Kraken