ALGO ALGO / BMT Crypto vs ALGO ALGO / USD Crypto vs WAVES WAVES / 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 / USDWAVES / USD
📈 Performance Metrics
Start Price 1.720.110.97
End Price 4.820.180.78
Price Change % +181.20%+62.69%-19.39%
Period High 4.840.512.49
Period Low 0.700.110.76
Price Range % 592.9%365.6%228.0%
🏆 All-Time Records
All-Time High 4.840.512.49
Days Since ATH 1 days309 days312 days
Distance From ATH % -0.3%-65.0%-68.7%
All-Time Low 0.700.110.76
Distance From ATL % +590.8%+62.9%+2.6%
New ATHs Hit 13 times21 times21 times
📌 Easy-to-Understand Stats
Avg Daily Change % 4.90%4.39%3.50%
Biggest Jump (1 Day) % +1.34+0.12+0.46
Biggest Drop (1 Day) % -0.88-0.08-0.44
Days Above Avg % 44.9%36.0%41.4%
Extreme Moves days 9 (4.2%)17 (5.0%)14 (4.1%)
Stability Score % 0.0%0.0%0.0%
Trend Strength % 54.4%52.8%45.6%
Recent Momentum (10-day) % +11.40%-0.68%-8.26%
📊 Statistical Measures
Average Price 2.530.261.31
Median Price 2.420.231.21
Price Std Deviation 0.900.080.32
🚀 Returns & Growth
CAGR % +478.48%+67.85%-20.44%
Annualized Return % +478.48%+67.85%-20.44%
Total Return % +181.20%+62.69%-19.39%
⚠️ Risk & Volatility
Daily Volatility % 9.92%6.07%4.86%
Annualized Volatility % 189.49%115.91%92.85%
Max Drawdown % -69.14%-69.60%-69.51%
Sharpe Ratio 0.0980.0530.011
Sortino Ratio 0.1080.0590.011
Calmar Ratio 6.9200.975-0.294
Ulcer Index 25.9649.4847.18
📅 Daily Performance
Win Rate % 54.4%52.8%53.7%
Positive Days 117181182
Negative Days 98162157
Best Day % +53.78%+36.95%+32.50%
Worst Day % -46.46%-19.82%-22.42%
Avg Gain (Up Days) % +6.26%+4.31%+3.21%
Avg Loss (Down Days) % -5.35%-4.13%-3.60%
Profit Factor 1.401.161.03
🔥 Streaks & Patterns
Longest Win Streak days 10118
Longest Loss Streak days 775
💹 Trading Metrics
Omega Ratio 1.3991.1641.033
Expectancy % +0.97%+0.32%+0.05%
Kelly Criterion % 2.90%1.80%0.47%
📅 Weekly Performance
Best Week % +76.99%+87.54%+34.27%
Worst Week % -33.08%-22.48%-21.42%
Weekly Win Rate % 57.6%45.3%47.2%
📆 Monthly Performance
Best Month % +151.80%+304.94%+133.42%
Worst Month % -35.68%-31.62%-31.51%
Monthly Win Rate % 55.6%38.5%38.5%
🔧 Technical Indicators
RSI (14-period) 77.1735.2129.10
Price vs 50-Day MA % +34.60%-21.54%-26.24%
Price vs 200-Day MA % +84.55%-18.70%-29.70%
💰 Volume Analysis
Avg Volume 57,302,1708,194,7971,240,481
Total Volume 12,377,268,7282,819,010,107427,965,920

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): 0.664 (Moderate positive)
ALGO (ALGO) vs WAVES (WAVES): -0.164 (Weak)
ALGO (ALGO) vs WAVES (WAVES): 0.819 (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
WAVES: Bybit
ByBit Futures Trading Trade hundreds of crypto perpetual futures