ALGO ALGO / DATA Crypto vs ALGO ALGO / USD Crypto vs CTA CTA / 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 / USDCTA / USD
📈 Performance Metrics
Start Price 8.300.500.04
End Price 19.890.130.02
Price Change % +139.58%-73.30%-39.64%
Period High 23.920.500.08
Period Low 6.580.130.02
Price Range % 263.4%281.5%406.6%
🏆 All-Time Records
All-Time High 23.920.500.08
Days Since ATH 27 days343 days151 days
Distance From ATH % -16.9%-73.3%-70.3%
All-Time Low 6.580.130.02
Distance From ATL % +202.2%+1.8%+50.3%
New ATHs Hit 21 times0 times4 times
📌 Easy-to-Understand Stats
Avg Daily Change % 2.92%4.02%5.64%
Biggest Jump (1 Day) % +7.20+0.07+0.02
Biggest Drop (1 Day) % -3.39-0.08-0.02
Days Above Avg % 44.8%37.8%44.6%
Extreme Moves days 18 (5.2%)19 (5.5%)19 (5.5%)
Stability Score % 63.7%0.0%0.0%
Trend Strength % 52.2%50.1%45.9%
Recent Momentum (10-day) % -1.04%-5.32%+4.98%
📊 Statistical Measures
Average Price 13.480.240.03
Median Price 12.830.230.03
Price Std Deviation 3.750.080.01
🚀 Returns & Growth
CAGR % +153.39%-75.47%-41.48%
Annualized Return % +153.39%-75.47%-41.48%
Total Return % +139.58%-73.30%-39.64%
⚠️ Risk & Volatility
Daily Volatility % 4.90%5.17%7.82%
Annualized Volatility % 93.54%98.86%149.42%
Max Drawdown % -32.51%-73.78%-75.19%
Sharpe Ratio 0.075-0.0480.020
Sortino Ratio 0.089-0.0470.020
Calmar Ratio 4.719-1.023-0.552
Ulcer Index 11.2353.3446.20
📅 Daily Performance
Win Rate % 52.2%49.9%53.9%
Positive Days 179171185
Negative Days 164172158
Best Day % +44.62%+20.68%+46.88%
Worst Day % -22.16%-19.82%-33.74%
Avg Gain (Up Days) % +3.28%+3.57%+4.92%
Avg Loss (Down Days) % -2.81%-4.05%-5.43%
Profit Factor 1.280.881.06
🔥 Streaks & Patterns
Longest Win Streak days 6119
Longest Loss Streak days 777
💹 Trading Metrics
Omega Ratio 1.2750.8771.063
Expectancy % +0.37%-0.25%+0.16%
Kelly Criterion % 4.01%0.00%0.59%
📅 Weekly Performance
Best Week % +30.81%+50.20%+67.85%
Worst Week % -28.25%-22.48%-31.82%
Weekly Win Rate % 50.9%41.5%56.6%
📆 Monthly Performance
Best Month % +54.60%+42.39%+60.32%
Worst Month % -17.90%-32.93%-43.56%
Monthly Win Rate % 53.8%38.5%38.5%
🔧 Technical Indicators
RSI (14-period) 52.9438.5945.20
Price vs 50-Day MA % -1.14%-21.41%-17.79%
Price vs 200-Day MA % +26.67%-37.27%-39.09%
💰 Volume Analysis
Avg Volume 363,730,5866,751,8433,368,514
Total Volume 125,123,321,4342,322,633,9481,162,137,343

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): -0.560 (Moderate negative)
ALGO (ALGO) vs CTA (CTA): 0.190 (Weak)
ALGO (ALGO) vs CTA (CTA): -0.178 (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
CTA: Bybit
ByBit Futures Trading Trade hundreds of crypto perpetual futures