ALGO ALGO / ALGO Crypto vs ALGO ALGO / ALGO Crypto vs NTRN NTRN / ALGO Crypto

Stats Comprehensive Analytics for the Selected Time Period

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

Settings

Asset ALGO / ALGOALGO / ALGONTRN / ALGO
📈 Performance Metrics
Start Price 1.001.003.04
End Price 1.001.000.35
Price Change % +0.00%+0.00%-88.35%
Period High 1.001.003.10
Period Low 1.001.000.34
Price Range % 0.0%0.0%809.6%
🏆 All-Time Records
All-Time High 1.001.003.10
Days Since ATH 342 days342 days337 days
Distance From ATH % +0.0%+0.0%-88.6%
All-Time Low 1.001.000.34
Distance From ATL % +0.0%+0.0%+3.9%
New ATHs Hit 0 times0 times1 times
📌 Easy-to-Understand Stats
Avg Daily Change % 0.00%0.00%3.53%
Biggest Jump (1 Day) % +0.00+0.00+0.25
Biggest Drop (1 Day) % 0.000.00-0.55
Days Above Avg % 0.0%0.0%23.0%
Extreme Moves days 0 (0.0%)0 (0.0%)17 (5.0%)
Stability Score % 100.0%100.0%0.0%
Trend Strength % 0.0%0.0%53.2%
Recent Momentum (10-day) % +0.00%+0.00%-7.24%
📊 Statistical Measures
Average Price 1.001.000.79
Median Price 1.001.000.64
Price Std Deviation 0.000.000.57
🚀 Returns & Growth
CAGR % +0.00%+0.00%-89.91%
Annualized Return % +0.00%+0.00%-89.91%
Total Return % +0.00%+0.00%-88.35%
⚠️ Risk & Volatility
Daily Volatility % 0.00%0.00%4.31%
Annualized Volatility % 0.00%0.00%82.38%
Max Drawdown % -0.00%-0.00%-89.01%
Sharpe Ratio 0.0000.000-0.123
Sortino Ratio 0.0000.000-0.109
Calmar Ratio 0.0000.000-1.010
Ulcer Index 0.000.0076.88
📅 Daily Performance
Win Rate % 0.0%0.0%46.8%
Positive Days 00160
Negative Days 00182
Best Day % +0.00%+0.00%+14.81%
Worst Day % 0.00%0.00%-27.26%
Avg Gain (Up Days) % +0.00%+0.00%+2.58%
Avg Loss (Down Days) % -0.00%-0.00%-3.26%
Profit Factor 0.000.000.69
🔥 Streaks & Patterns
Longest Win Streak days 006
Longest Loss Streak days 006
💹 Trading Metrics
Omega Ratio 0.0000.0000.695
Expectancy % +0.00%+0.00%-0.53%
Kelly Criterion % 0.00%0.00%0.00%
📅 Weekly Performance
Best Week % +0.00%+0.00%+19.61%
Worst Week % 0.00%0.00%-42.52%
Weekly Win Rate % 0.0%0.0%43.1%
📆 Monthly Performance
Best Month % +0.00%+0.00%+17.90%
Worst Month % 0.00%0.00%-55.60%
Monthly Win Rate % 0.0%0.0%16.7%
🔧 Technical Indicators
RSI (14-period) 100.00100.0031.72
Price vs 50-Day MA % +0.00%+0.00%-12.01%
Price vs 200-Day MA % +0.00%+0.00%-29.02%

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): 0.000 (Weak)
ALGO (ALGO) vs NTRN (NTRN): 0.000 (Weak)
ALGO (ALGO) vs NTRN (NTRN): 0.000 (Weak)

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
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