ALGO ALGO / DATA Crypto vs ALGO ALGO / USD Crypto vs MCDX MCDX / 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 / USDMCDX / USD

📈 Performance Metrics

Start Price 9.680.49292.49

End Price 19.970.14310.98

Price Change % +106.37%-72.00%+6.32%

Period High 23.920.51317.22

Period Low 6.580.14292.11

Price Range % 263.4%275.8%8.6%

🏆 All-Time Records

All-Time High 23.920.51317.22

Days Since ATH 20 days337 days67 days

Distance From ATH % -16.5%-73.3%-2.0%

All-Time Low 6.580.14292.11

Distance From ATL % +203.4%+0.3%+6.5%

New ATHs Hit 19 times3 times14 times

📌 Easy-to-Understand Stats

Avg Daily Change % 3.01%4.04%0.72%

Biggest Jump (1 Day) % +7.20+0.07+8.31

Biggest Drop (1 Day) % -3.39-0.08-7.05

Days Above Avg % 43.3%36.3%46.8%

Extreme Moves days 19 (5.5%)20 (5.8%)9 (7.2%)

Stability Score % 62.4%0.0%99.7%

Trend Strength % 51.6%49.9%52.8%

Recent Momentum (10-day) % -11.05%-9.51%+1.15%

📊 Statistical Measures

Average Price 13.250.25304.60

Median Price 12.650.23304.40

Price Std Deviation 3.690.086.04

🚀 Returns & Growth

CAGR % +116.18%-74.20%+19.60%

Annualized Return % +116.18%-74.20%+19.60%

Total Return % +106.37%-72.00%+6.32%

⚠️ Risk & Volatility

Daily Volatility % 4.98%5.20%0.94%

Annualized Volatility % 95.09%99.43%18.05%

Max Drawdown % -32.51%-73.39%-7.20%

Sharpe Ratio 0.066-0.0450.057

Sortino Ratio 0.077-0.0440.058

Calmar Ratio 3.574-1.0112.721

Ulcer Index 12.1953.313.14

📅 Daily Performance

Win Rate % 51.6%50.1%54.1%

Positive Days 17717266

Negative Days 16617156

Best Day % +44.62%+20.68%+2.78%

Worst Day % -22.16%-19.82%-2.29%

Avg Gain (Up Days) % +3.37%+3.59%+0.73%

Avg Loss (Down Days) % -2.91%-4.08%-0.74%

Profit Factor 1.230.881.16

🔥 Streaks & Patterns

Longest Win Streak days 6114

Longest Loss Streak days 774

💹 Trading Metrics

Omega Ratio 1.2340.8851.161

Expectancy % +0.33%-0.23%+0.05%

Kelly Criterion % 3.37%0.00%10.12%

📅 Weekly Performance

Best Week % +30.81%+50.20%+3.00%

Worst Week % -28.25%-22.48%-2.55%

Weekly Win Rate % 49.1%39.6%65.0%

📆 Monthly Performance

Best Month % +54.60%+42.39%+3.89%

Worst Month % -29.56%-31.62%-3.15%

Monthly Win Rate % 46.2%30.8%50.0%

🔧 Technical Indicators

RSI (14-period) 42.3833.7559.94

Price vs 50-Day MA % +2.49%-24.38%+2.24%

Price vs 200-Day MA % +29.32%-36.74%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):	-0.552 (Moderate negative)
ALGO (ALGO) vs MCDX (MCDX):	0.072 (Weak)
ALGO (ALGO) vs MCDX (MCDX):	-0.230 (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
MCDX: Bybit