ALGO ALGO / DATA Crypto vs ALGO ALGO / USD Crypto vs PBUX PBUX / 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 / USDPBUX / USD
📈 Performance Metrics
Start Price 6.900.320.03
End Price 19.050.140.00
Price Change % +175.89%-55.16%-97.41%
Period High 23.920.510.04
Period Low 6.580.140.00
Price Range % 263.4%275.8%6,972.8%
🏆 All-Time Records
All-Time High 23.920.510.04
Days Since ATH 17 days334 days310 days
Distance From ATH % -20.4%-71.6%-98.3%
All-Time Low 6.580.140.00
Distance From ATL % +189.4%+6.6%+21.2%
New ATHs Hit 21 times6 times3 times
📌 Easy-to-Understand Stats
Avg Daily Change % 3.05%4.19%6.16%
Biggest Jump (1 Day) % +7.20+0.12+0.01
Biggest Drop (1 Day) % -3.39-0.08-0.01
Days Above Avg % 42.7%36.6%30.3%
Extreme Moves days 15 (4.4%)16 (4.7%)16 (5.1%)
Stability Score % 59.7%0.0%0.0%
Trend Strength % 51.6%48.7%62.0%
Recent Momentum (10-day) % -13.35%-14.22%-30.85%
📊 Statistical Measures
Average Price 13.150.250.01
Median Price 12.620.230.00
Price Std Deviation 3.660.080.01
🚀 Returns & Growth
CAGR % +194.44%-57.41%-98.59%
Annualized Return % +194.44%-57.41%-98.59%
Total Return % +175.89%-55.16%-97.41%
⚠️ Risk & Volatility
Daily Volatility % 5.30%5.60%9.83%
Annualized Volatility % 101.33%106.96%187.81%
Max Drawdown % -32.51%-73.39%-98.59%
Sharpe Ratio 0.081-0.014-0.073
Sortino Ratio 0.100-0.015-0.093
Calmar Ratio 5.982-0.782-1.000
Ulcer Index 12.0952.8781.03
📅 Daily Performance
Win Rate % 51.6%51.3%37.6%
Positive Days 177176117
Negative Days 166167194
Best Day % +44.62%+36.95%+61.94%
Worst Day % -22.16%-19.82%-30.57%
Avg Gain (Up Days) % +3.56%+3.77%+7.01%
Avg Loss (Down Days) % -2.91%-4.14%-5.38%
Profit Factor 1.300.960.79
🔥 Streaks & Patterns
Longest Win Streak days 6115
Longest Loss Streak days 779
💹 Trading Metrics
Omega Ratio 1.3050.9600.786
Expectancy % +0.43%-0.08%-0.72%
Kelly Criterion % 4.15%0.00%0.00%
📅 Weekly Performance
Best Week % +40.16%+50.66%+51.45%
Worst Week % -28.25%-22.48%-41.06%
Weekly Win Rate % 51.9%44.2%40.4%
📆 Monthly Performance
Best Month % +54.60%+42.39%+35.76%
Worst Month % -29.56%-31.62%-51.36%
Monthly Win Rate % 53.8%38.5%25.0%
🔧 Technical Indicators
RSI (14-period) 34.1435.8238.03
Price vs 50-Day MA % -0.81%-22.24%-57.61%
Price vs 200-Day MA % +24.34%-33.07%-79.86%
💰 Volume Analysis
Avg Volume 368,934,7777,608,54017,919,297
Total Volume 126,913,563,3622,617,337,7185,626,659,224

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): -0.548 (Moderate negative)
ALGO (ALGO) vs PBUX (PBUX): -0.771 (Strong negative)
ALGO (ALGO) vs PBUX (PBUX): 0.896 (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
PBUX: Bybit
ByBit Futures Trading Trade hundreds of crypto perpetual futures