ALGO ALGO / DATA Crypto vs ALGO ALGO / USD Crypto vs AB AB / 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 / DATAALGO / USDAB / USD

📈 Performance Metrics

Start Price 8.940.510.01

End Price 19.420.130.01

Price Change % +117.26%-73.78%-34.81%

Period High 23.920.510.01

Period Low 6.580.130.01

Price Range % 263.4%290.5%86.0%

🏆 All-Time Records

All-Time High 23.920.510.01

Days Since ATH 26 days343 days89 days

Distance From ATH % -18.8%-73.8%-44.6%

All-Time Low 6.580.130.01

Distance From ATL % +195.0%+2.4%+3.0%

New ATHs Hit 19 times0 times6 times

📌 Easy-to-Understand Stats

Avg Daily Change % 2.93%4.02%2.05%

Biggest Jump (1 Day) % +7.20+0.07+0.00

Biggest Drop (1 Day) % -3.39-0.080.00

Days Above Avg % 44.5%36.9%64.0%

Extreme Moves days 18 (5.2%)19 (5.5%)6 (6.1%)

Stability Score % 63.5%0.0%0.0%

Trend Strength % 51.6%50.1%55.6%

Recent Momentum (10-day) % -3.30%-5.41%-14.68%

📊 Statistical Measures

Average Price 13.440.240.01

Median Price 12.800.230.01

Price Std Deviation 3.740.080.00

🚀 Returns & Growth

CAGR % +128.35%-75.93%-79.35%

Annualized Return % +128.35%-75.93%-79.35%

Total Return % +117.26%-73.78%-34.81%

⚠️ Risk & Volatility

Daily Volatility % 4.91%5.18%4.85%

Annualized Volatility % 93.84%98.88%92.60%

Max Drawdown % -32.51%-74.39%-46.25%

Sharpe Ratio 0.070-0.049-0.064

Sortino Ratio 0.082-0.048-0.062

Calmar Ratio 3.948-1.021-1.716

Ulcer Index 11.2154.1824.31

📅 Daily Performance

Win Rate % 51.6%49.9%42.1%

Positive Days 17717140

Negative Days 16617255

Best Day % +44.62%+20.68%+19.61%

Worst Day % -22.16%-19.82%-25.38%

Avg Gain (Up Days) % +3.30%+3.57%+2.29%

Avg Loss (Down Days) % -2.82%-4.06%-2.22%

Profit Factor 1.250.870.75

🔥 Streaks & Patterns

Longest Win Streak days 6117

Longest Loss Streak days 776

💹 Trading Metrics

Omega Ratio 1.2510.8750.750

Expectancy % +0.34%-0.26%-0.32%

Kelly Criterion % 3.67%0.00%0.00%

📅 Weekly Performance

Best Week % +30.81%+50.20%+25.34%

Worst Week % -28.25%-22.48%-8.03%

Weekly Win Rate % 50.0%42.3%43.8%

📆 Monthly Performance

Best Month % +54.60%+42.39%+12.20%

Worst Month % -23.74%-34.48%-6.00%

Monthly Win Rate % 46.2%38.5%40.0%

🔧 Technical Indicators

RSI (14-period) 43.9839.6121.51

Price vs 50-Day MA % -3.01%-21.65%-19.83%

Price vs 200-Day MA % +23.96%-37.05%N/A

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):	-0.558 (Moderate negative)
ALGO (ALGO) vs AB (AB):	-0.854 (Strong negative)
ALGO (ALGO) vs AB (AB):	0.871 (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
AB: Kraken