ALGO ALGO / DATA Crypto vs ALGO ALGO / USD Crypto vs ETHPY ETHPY / 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 / USDETHPY / USD
📈 Performance Metrics
Start Price 8.200.483,835.00
End Price 20.280.143,203.82
Price Change % +147.28%-69.92%-16.46%
Period High 23.920.514,980.82
Period Low 6.580.131,452.51
Price Range % 263.4%290.5%242.9%
🏆 All-Time Records
All-Time High 23.920.514,980.82
Days Since ATH 23 days340 days82 days
Distance From ATH % -15.2%-71.7%-35.7%
All-Time Low 6.580.131,452.51
Distance From ATL % +208.1%+10.5%+120.6%
New ATHs Hit 21 times2 times8 times
📌 Easy-to-Understand Stats
Avg Daily Change % 2.96%4.06%4.29%
Biggest Jump (1 Day) % +7.20+0.07+883.71
Biggest Drop (1 Day) % -3.39-0.08-668.93
Days Above Avg % 43.6%36.9%49.7%
Extreme Moves days 18 (5.2%)19 (5.5%)24 (7.0%)
Stability Score % 63.0%0.0%99.8%
Trend Strength % 51.9%49.6%47.8%
Recent Momentum (10-day) % -7.23%-4.90%-0.02%
📊 Statistical Measures
Average Price 13.340.253,056.99
Median Price 12.740.233,039.81
Price Std Deviation 3.720.08885.44
🚀 Returns & Growth
CAGR % +162.06%-72.15%-17.42%
Annualized Return % +162.06%-72.15%-17.42%
Total Return % +147.28%-69.92%-16.46%
⚠️ Risk & Volatility
Daily Volatility % 4.93%5.21%6.41%
Annualized Volatility % 94.25%99.61%122.41%
Max Drawdown % -32.51%-74.39%-64.67%
Sharpe Ratio 0.077-0.0410.023
Sortino Ratio 0.091-0.0400.025
Calmar Ratio 4.985-0.970-0.269
Ulcer Index 11.0953.7334.72
📅 Daily Performance
Win Rate % 51.9%50.4%48.3%
Positive Days 178173153
Negative Days 165170164
Best Day % +44.62%+20.68%+27.23%
Worst Day % -22.16%-19.82%-24.41%
Avg Gain (Up Days) % +3.35%+3.60%+5.09%
Avg Loss (Down Days) % -2.83%-4.10%-4.43%
Profit Factor 1.280.891.07
🔥 Streaks & Patterns
Longest Win Streak days 6117
Longest Loss Streak days 776
💹 Trading Metrics
Omega Ratio 1.2800.8951.071
Expectancy % +0.38%-0.21%+0.16%
Kelly Criterion % 4.01%0.00%0.72%
📅 Weekly Performance
Best Week % +30.81%+50.20%+39.82%
Worst Week % -28.25%-22.48%-19.91%
Weekly Win Rate % 53.8%44.2%50.0%
📆 Monthly Performance
Best Month % +54.60%+42.39%+67.24%
Worst Month % -16.89%-31.62%-28.90%
Monthly Win Rate % 53.8%38.5%38.5%
🔧 Technical Indicators
RSI (14-period) 58.0651.2060.40
Price vs 50-Day MA % +2.58%-17.66%-10.36%
Price vs 200-Day MA % +30.32%-32.52%-3.63%

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 ETHPY (ETHPY): 0.287 (Weak)
ALGO (ALGO) vs ETHPY (ETHPY): 0.364 (Moderate 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
ETHPY: Kraken
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