ALGO ALGO / ALGO Crypto vs H H / ALGO Crypto vs DATA DATA / 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 / ALGOH / ALGODATA / ALGO
📈 Performance Metrics
Start Price 1.000.120.30
End Price 1.000.300.06
Price Change % +0.00%+161.12%-79.02%
Period High 1.000.360.30
Period Low 1.000.120.06
Price Range % 0.0%208.4%402.1%
🏆 All-Time Records
All-Time High 1.000.360.30
Days Since ATH 341 days10 days340 days
Distance From ATH % +0.0%-15.3%-79.1%
All-Time Low 1.000.120.06
Distance From ATL % +0.0%+161.1%+4.9%
New ATHs Hit 0 times12 times1 times
📌 Easy-to-Understand Stats
Avg Daily Change % 0.00%10.28%3.71%
Biggest Jump (1 Day) % +0.00+0.11+0.02
Biggest Drop (1 Day) % 0.00-0.13-0.04
Days Above Avg % 0.0%57.1%26.9%
Extreme Moves days 0 (0.0%)4 (9.8%)22 (6.5%)
Stability Score % 100.0%0.0%0.0%
Trend Strength % 0.0%63.4%52.8%
Recent Momentum (10-day) % +0.00%+9.82%-2.92%
📊 Statistical Measures
Average Price 1.000.230.10
Median Price 1.000.240.08
Price Std Deviation 0.000.070.04
🚀 Returns & Growth
CAGR % +0.00%+513,897.14%-81.21%
Annualized Return % +0.00%+513,897.14%-81.21%
Total Return % +0.00%+161.12%-79.02%
⚠️ Risk & Volatility
Daily Volatility % 0.00%14.71%4.99%
Annualized Volatility % 0.00%280.98%95.41%
Max Drawdown % -0.00%-43.94%-80.08%
Sharpe Ratio 0.0000.231-0.066
Sortino Ratio 0.0000.269-0.065
Calmar Ratio 0.00011,696.686-1.014
Ulcer Index 0.0020.1969.39
📅 Daily Performance
Win Rate % 0.0%63.4%47.2%
Positive Days 026161
Negative Days 015180
Best Day % +0.00%+44.76%+28.46%
Worst Day % 0.00%-36.86%-25.34%
Avg Gain (Up Days) % +0.00%+10.82%+3.15%
Avg Loss (Down Days) % -0.00%-9.47%-3.44%
Profit Factor 0.001.980.82
🔥 Streaks & Patterns
Longest Win Streak days 037
Longest Loss Streak days 026
💹 Trading Metrics
Omega Ratio 0.0001.9810.818
Expectancy % +0.00%+3.40%-0.33%
Kelly Criterion % 0.00%3.32%0.00%
📅 Weekly Performance
Best Week % +0.00%+35.12%+39.38%
Worst Week % 0.00%-11.27%-41.55%
Weekly Win Rate % 0.0%85.7%41.2%
📆 Monthly Performance
Best Month % +0.00%+189.06%+41.97%
Worst Month % 0.00%3.22%-62.27%
Monthly Win Rate % 0.0%100.0%41.7%
🔧 Technical Indicators
RSI (14-period) 100.0064.0140.97
Price vs 50-Day MA % +0.00%N/A-5.42%
Price vs 200-Day MA % +0.00%N/A-15.51%

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 H (H): 0.000 (Weak)
ALGO (ALGO) vs DATA (DATA): 0.000 (Weak)
H (H) vs DATA (DATA): -0.778 (Strong negative)

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
H: Kraken
DATA: Binance
ByBit Futures Trading Trade hundreds of crypto perpetual futures