ALGO ALGO / DATA Crypto vs ALGO ALGO / USD Crypto vs GMT GMT / 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 / USDGMT / USD

📈 Performance Metrics

Start Price 6.350.280.22

End Price 20.860.140.02

Price Change % +228.67%-49.47%-91.32%

Period High 23.920.510.25

Period Low 5.660.140.02

Price Range % 323.0%275.8%1,222.7%

🏆 All-Time Records

All-Time High 23.920.510.25

Days Since ATH 13 days330 days331 days

Distance From ATH % -12.8%-71.8%-92.4%

All-Time Low 5.660.140.02

Distance From ATL % +268.8%+6.0%+0.4%

New ATHs Hit 23 times8 times5 times

📌 Easy-to-Understand Stats

Avg Daily Change % 3.07%4.26%4.54%

Biggest Jump (1 Day) % +7.20+0.12+0.06

Biggest Drop (1 Day) % -3.39-0.08-0.05

Days Above Avg % 43.6%36.0%23.0%

Extreme Moves days 16 (4.7%)17 (5.0%)14 (4.1%)

Stability Score % 58.1%0.0%0.0%

Trend Strength % 51.9%49.0%50.1%

Recent Momentum (10-day) % -7.14%-13.65%-13.11%

📊 Statistical Measures

Average Price 13.000.250.07

Median Price 12.470.230.05

Price Std Deviation 3.670.080.05

🚀 Returns & Growth

CAGR % +254.74%-51.64%-92.58%

Annualized Return % +254.74%-51.64%-92.58%

Total Return % +228.67%-49.47%-91.32%

⚠️ Risk & Volatility

Daily Volatility % 5.44%5.70%5.92%

Annualized Volatility % 103.94%108.92%113.05%

Max Drawdown % -32.51%-73.39%-92.44%

Sharpe Ratio 0.089-0.007-0.090

Sortino Ratio 0.112-0.007-0.084

Calmar Ratio 7.836-0.704-1.002

Ulcer Index 11.9352.3174.22

📅 Daily Performance

Win Rate % 51.9%51.0%47.7%

Positive Days 178175157

Negative Days 165168172

Best Day % +44.62%+36.95%+39.22%

Worst Day % -22.16%-19.82%-33.59%

Avg Gain (Up Days) % +3.66%+3.93%+3.95%

Avg Loss (Down Days) % -2.94%-4.17%-4.67%

Profit Factor 1.340.980.77

🔥 Streaks & Patterns

Longest Win Streak days 6117

Longest Loss Streak days 777

💹 Trading Metrics

Omega Ratio 1.3440.9800.773

Expectancy % +0.49%-0.04%-0.56%

Kelly Criterion % 4.51%0.00%0.00%

📅 Weekly Performance

Best Week % +71.10%+87.54%+23.45%

Worst Week % -28.25%-22.48%-27.17%

Weekly Win Rate % 50.9%41.5%37.7%

📆 Monthly Performance

Best Month % +54.60%+55.99%+17.86%

Worst Month % -29.56%-31.62%-37.25%

Monthly Win Rate % 53.8%38.5%23.1%

🔧 Technical Indicators

RSI (14-period) 38.7622.4017.25

Price vs 50-Day MA % +10.54%-25.68%-39.84%

Price vs 200-Day MA % +37.51%-33.75%-58.07%

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):	-0.533 (Moderate negative)
ALGO (ALGO) vs GMT (GMT):	-0.692 (Moderate negative)
ALGO (ALGO) vs GMT (GMT):	0.857 (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
GMT: Kraken