ALGO ALGO / DATA Crypto vs ALGO ALGO / USD Crypto vs PENDLE PENDLE / 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 / USDPENDLE / USD
📈 Performance Metrics
Start Price 9.750.505.80
End Price 19.430.132.47
Price Change % +99.28%-74.14%-57.40%
Period High 23.920.516.86
Period Low 6.580.131.93
Price Range % 263.4%290.9%255.7%
🏆 All-Time Records
All-Time High 23.920.516.86
Days Since ATH 21 days338 days339 days
Distance From ATH % -18.8%-74.4%-64.0%
All-Time Low 6.580.131.93
Distance From ATL % +195.1%+0.0%+28.2%
New ATHs Hit 18 times2 times3 times
📌 Easy-to-Understand Stats
Avg Daily Change % 2.99%4.05%4.47%
Biggest Jump (1 Day) % +7.20+0.07+1.02
Biggest Drop (1 Day) % -3.39-0.08-1.56
Days Above Avg % 43.3%36.3%46.8%
Extreme Moves days 19 (5.5%)20 (5.8%)16 (4.7%)
Stability Score % 62.5%0.0%0.0%
Trend Strength % 51.0%50.1%53.6%
Recent Momentum (10-day) % -10.49%-8.04%+11.26%
📊 Statistical Measures
Average Price 13.280.253.94
Median Price 12.670.233.85
Price Std Deviation 3.690.081.06
🚀 Returns & Growth
CAGR % +108.30%-76.29%-59.67%
Annualized Return % +108.30%-76.29%-59.67%
Total Return % +99.28%-74.14%-57.40%
⚠️ Risk & Volatility
Daily Volatility % 4.98%5.21%6.16%
Annualized Volatility % 95.08%99.45%117.77%
Max Drawdown % -32.51%-74.42%-71.89%
Sharpe Ratio 0.064-0.050-0.009
Sortino Ratio 0.075-0.049-0.009
Calmar Ratio 3.331-1.025-0.830
Ulcer Index 12.2453.4645.32
📅 Daily Performance
Win Rate % 51.0%49.9%46.2%
Positive Days 175171158
Negative Days 168172184
Best Day % +44.62%+20.68%+25.36%
Worst Day % -22.16%-19.82%-33.21%
Avg Gain (Up Days) % +3.39%+3.59%+4.88%
Avg Loss (Down Days) % -2.88%-4.08%-4.29%
Profit Factor 1.230.870.98
🔥 Streaks & Patterns
Longest Win Streak days 6117
Longest Loss Streak days 777
💹 Trading Metrics
Omega Ratio 1.2270.8740.976
Expectancy % +0.32%-0.26%-0.05%
Kelly Criterion % 3.28%0.00%0.00%
📅 Weekly Performance
Best Week % +30.81%+50.20%+34.79%
Worst Week % -28.25%-22.48%-26.39%
Weekly Win Rate % 50.0%40.4%48.1%
📆 Monthly Performance
Best Month % +54.60%+42.39%+21.94%
Worst Month % -30.07%-33.78%-27.01%
Monthly Win Rate % 46.2%30.8%30.8%
🔧 Technical Indicators
RSI (14-period) 38.4023.4854.00
Price vs 50-Day MA % -0.68%-26.65%-26.26%
Price vs 200-Day MA % +25.51%-39.23%-39.18%

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): -0.555 (Moderate negative)
ALGO (ALGO) vs PENDLE (PENDLE): -0.240 (Weak)
ALGO (ALGO) vs PENDLE (PENDLE): 0.595 (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
PENDLE: Kraken
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