ALGO ALGO / ACM Crypto vs ALGO ALGO / USD Crypto vs NTRN NTRN / 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 / USDNTRN / USD

📈 Performance Metrics

Start Price 0.230.420.51

End Price 0.230.130.03

Price Change % -0.45%-67.96%-93.94%

Period High 0.390.470.57

Period Low 0.200.130.03

Price Range % 98.9%259.2%1,752.1%

🏆 All-Time Records

All-Time High 0.390.470.57

Days Since ATH 123 days304 days340 days

Distance From ATH % -40.8%-71.5%-94.6%

All-Time Low 0.200.130.03

Distance From ATL % +17.9%+2.4%+0.0%

New ATHs Hit 12 times4 times2 times

📌 Easy-to-Understand Stats

Avg Daily Change % 3.21%3.95%4.32%

Biggest Jump (1 Day) % +0.05+0.07+0.04

Biggest Drop (1 Day) % -0.06-0.05-0.06

Days Above Avg % 43.3%38.1%28.5%

Extreme Moves days 22 (6.4%)18 (5.2%)14 (4.1%)

Stability Score % 0.0%0.0%0.0%

Trend Strength % 50.1%49.6%53.6%

Recent Momentum (10-day) % -7.14%-4.94%-15.75%

📊 Statistical Measures

Average Price 0.250.240.15

Median Price 0.250.230.11

Price Std Deviation 0.030.080.11

🚀 Returns & Growth

CAGR % -0.48%-70.22%-94.93%

Annualized Return % -0.48%-70.22%-94.93%

Total Return % -0.45%-67.96%-93.94%

⚠️ Risk & Volatility

Daily Volatility % 4.59%5.10%5.88%

Annualized Volatility % 87.67%97.47%112.28%

Max Drawdown % -43.11%-72.16%-94.60%

Sharpe Ratio 0.023-0.039-0.107

Sortino Ratio 0.023-0.039-0.097

Calmar Ratio -0.011-0.973-1.004

Ulcer Index 27.6250.7976.06

📅 Daily Performance

Win Rate % 49.9%50.3%45.7%

Positive Days 171172155

Negative Days 172170184

Best Day % +20.82%+20.68%+19.62%

Worst Day % -22.50%-19.82%-43.94%

Avg Gain (Up Days) % +3.32%+3.55%+3.90%

Avg Loss (Down Days) % -3.09%-4.00%-4.46%

Profit Factor 1.070.900.74

🔥 Streaks & Patterns

Longest Win Streak days 10116

Longest Loss Streak days 676

💹 Trading Metrics

Omega Ratio 1.0680.8990.738

Expectancy % +0.11%-0.20%-0.63%

Kelly Criterion % 1.03%0.00%0.00%

📅 Weekly Performance

Best Week % +38.23%+50.20%+29.35%

Worst Week % -18.15%-22.48%-30.81%

Weekly Win Rate % 38.5%42.3%38.5%

📆 Monthly Performance

Best Month % +28.72%+42.39%+15.46%

Worst Month % -22.23%-31.62%-32.33%

Monthly Win Rate % 30.8%38.5%23.1%

🔧 Technical Indicators

RSI (14-period) 22.6336.0016.68

Price vs 50-Day MA % -13.24%-20.30%-33.77%

Price vs 200-Day MA % -9.83%-36.82%-65.33%

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):	0.284 (Weak)
ALGO (ALGO) vs NTRN (NTRN):	-0.067 (Weak)
ALGO (ALGO) vs NTRN (NTRN):	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
NTRN: Kraken