ALGO ALGO / BMT Crypto vs ALGO ALGO / USD Crypto vs IMX IMX / 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 / BMTALGO / USDIMX / USD

📈 Performance Metrics

Start Price 1.720.151.24

End Price 5.070.170.42

Price Change % +195.71%+18.52%-66.41%

Period High 5.270.512.13

Period Low 0.700.150.36

Price Range % 654.2%250.0%492.2%

🏆 All-Time Records

All-Time High 5.270.512.13

Days Since ATH 2 days319 days320 days

Distance From ATH % -3.7%-66.1%-80.4%

All-Time Low 0.700.150.36

Distance From ATL % +626.5%+18.8%+16.0%

New ATHs Hit 17 times14 times13 times

📌 Easy-to-Understand Stats

Avg Daily Change % 4.68%4.40%4.55%

Biggest Jump (1 Day) % +1.34+0.12+0.17

Biggest Drop (1 Day) % -0.88-0.08-0.34

Days Above Avg % 45.6%36.0%28.5%

Extreme Moves days 9 (4.0%)18 (5.2%)17 (5.0%)

Stability Score % 0.0%0.0%0.0%

Trend Strength % 54.7%52.2%51.9%

Recent Momentum (10-day) % +28.38%-17.18%-35.40%

📊 Statistical Measures

Average Price 2.640.260.79

Median Price 2.470.230.62

Price Std Deviation 1.010.080.42

🚀 Returns & Growth

CAGR % +480.56%+19.82%-68.68%

Annualized Return % +480.56%+19.82%-68.68%

Total Return % +195.71%+18.52%-66.41%

⚠️ Risk & Volatility

Daily Volatility % 9.72%6.10%5.97%

Annualized Volatility % 185.61%116.61%114.03%

Max Drawdown % -69.14%-69.76%-83.11%

Sharpe Ratio 0.0980.038-0.023

Sortino Ratio 0.1080.042-0.023

Calmar Ratio 6.9500.284-0.826

Ulcer Index 25.3850.7665.49

📅 Daily Performance

Win Rate % 54.7%52.2%48.0%

Positive Days 123179164

Negative Days 102164178

Best Day % +53.78%+36.95%+20.43%

Worst Day % -46.46%-19.82%-27.41%

Avg Gain (Up Days) % +6.08%+4.28%+4.64%

Avg Loss (Down Days) % -5.22%-4.20%-4.54%

Profit Factor 1.401.110.94

🔥 Streaks & Patterns

Longest Win Streak days 10117

Longest Loss Streak days 7712

💹 Trading Metrics

Omega Ratio 1.4031.1140.942

Expectancy % +0.95%+0.23%-0.14%

Kelly Criterion % 3.01%1.28%0.00%

📅 Weekly Performance

Best Week % +76.99%+87.54%+32.40%

Worst Week % -33.08%-22.48%-27.46%

Weekly Win Rate % 55.9%46.2%51.9%

📆 Monthly Performance

Best Month % +151.80%+204.15%+59.34%

Worst Month % -35.68%-31.62%-34.70%

Monthly Win Rate % 55.6%38.5%46.2%

🔧 Technical Indicators

RSI (14-period) 87.1735.6220.22

Price vs 50-Day MA % +31.39%-18.65%-32.76%

Price vs 200-Day MA % +82.45%-20.84%-24.92%

💰 Volume Analysis

Avg Volume 64,118,4008,299,742362,838

Total Volume 14,490,758,4652,855,111,393124,816,435

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):	0.409 (Moderate positive)
ALGO (ALGO) vs IMX (IMX):	0.195 (Weak)
ALGO (ALGO) vs IMX (IMX):	0.840 (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
IMX: Kraken