ALGO ALGO / DATA Crypto vs ALGO ALGO / USD Crypto vs MPLX MPLX / 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 / USDMPLX / USD

📈 Performance Metrics

Start Price 3.690.150.18

End Price 23.010.180.17

Price Change % +522.86%+21.13%-5.63%

Period High 23.320.510.33

Period Low 3.690.150.16

Price Range % 531.3%250.0%105.8%

🏆 All-Time Records

All-Time High 23.320.510.33

Days Since ATH 7 days316 days33 days

Distance From ATH % -1.3%-65.4%-48.9%

All-Time Low 3.690.150.16

Distance From ATL % +522.9%+21.2%+5.1%

New ATHs Hit 31 times15 times16 times

📌 Easy-to-Understand Stats

Avg Daily Change % 3.11%4.41%4.24%

Biggest Jump (1 Day) % +7.20+0.12+0.07

Biggest Drop (1 Day) % -2.80-0.08-0.05

Days Above Avg % 47.4%36.0%41.9%

Extreme Moves days 17 (5.0%)18 (5.2%)4 (4.7%)

Stability Score % 53.8%0.0%0.0%

Trend Strength % 52.5%51.9%47.1%

Recent Momentum (10-day) % +45.58%-23.02%-31.87%

📊 Statistical Measures

Average Price 12.300.260.22

Median Price 12.130.230.20

Price Std Deviation 3.480.080.05

🚀 Returns & Growth

CAGR % +600.40%+22.63%-22.02%

Annualized Return % +600.40%+22.63%-22.02%

Total Return % +522.86%+21.13%-5.63%

⚠️ Risk & Volatility

Daily Volatility % 5.68%6.12%6.37%

Annualized Volatility % 108.60%116.83%121.79%

Max Drawdown % -32.51%-69.76%-51.40%

Sharpe Ratio 0.1210.0390.021

Sortino Ratio 0.1600.0440.021

Calmar Ratio 18.4700.324-0.428

Ulcer Index 11.8050.4017.28

📅 Daily Performance

Win Rate % 52.5%51.9%52.9%

Positive Days 18017845

Negative Days 16316540

Best Day % +44.62%+36.95%+32.25%

Worst Day % -22.16%-19.82%-19.69%

Avg Gain (Up Days) % +3.96%+4.32%+4.02%

Avg Loss (Down Days) % -2.93%-4.17%-4.24%

Profit Factor 1.491.121.07

🔥 Streaks & Patterns

Longest Win Streak days 6115

Longest Loss Streak days 774

💹 Trading Metrics

Omega Ratio 1.4921.1181.066

Expectancy % +0.69%+0.24%+0.13%

Kelly Criterion % 5.90%1.31%0.77%

📅 Weekly Performance

Best Week % +71.10%+87.54%+40.17%

Worst Week % -28.25%-22.48%-15.60%

Weekly Win Rate % 54.7%45.3%57.1%

📆 Monthly Performance

Best Month % +142.65%+204.48%+36.24%

Worst Month % -29.56%-31.62%-24.70%

Monthly Win Rate % 53.8%38.5%40.0%

🔧 Technical Indicators

RSI (14-period) 84.2538.0016.28

Price vs 50-Day MA % +36.58%-18.16%-33.34%

Price vs 200-Day MA % +59.19%-19.22%N/A

💰 Volume Analysis

Avg Volume 347,940,3378,297,500744,701

Total Volume 119,691,476,0322,854,339,99864,044,328

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):	-0.366 (Moderate negative)
ALGO (ALGO) vs MPLX (MPLX):	-0.316 (Moderate negative)
ALGO (ALGO) vs MPLX (MPLX):	-0.149 (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
MPLX: Coinbase