ALGO ALGO / DATA Crypto vs ALGO ALGO / DATA Crypto vs XMLNZ XMLNZ / 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 / DATAXMLNZ / USD
📈 Performance Metrics
Start Price 4.084.0815.14
End Price 23.1123.116.32
Price Change % +465.99%+465.99%-58.27%
Period High 23.9223.9226.64
Period Low 4.084.086.08
Price Range % 485.8%485.8%338.3%
🏆 All-Time Records
All-Time High 23.9223.9226.64
Days Since ATH 2 days2 days318 days
Distance From ATH % -3.4%-3.4%-76.3%
All-Time Low 4.084.086.08
Distance From ATL % +466.0%+466.0%+3.9%
New ATHs Hit 31 times31 times11 times
📌 Easy-to-Understand Stats
Avg Daily Change % 3.09%3.09%3.80%
Biggest Jump (1 Day) % +7.20+7.20+4.82
Biggest Drop (1 Day) % -2.80-2.80-2.75
Days Above Avg % 46.8%46.8%32.8%
Extreme Moves days 17 (5.0%)17 (5.0%)12 (3.5%)
Stability Score % 54.5%54.5%53.7%
Trend Strength % 52.8%52.8%51.9%
Recent Momentum (10-day) % +27.48%+27.48%-15.68%
📊 Statistical Measures
Average Price 12.4712.4711.20
Median Price 12.1712.178.87
Price Std Deviation 3.553.554.76
🚀 Returns & Growth
CAGR % +532.55%+532.55%-60.55%
Annualized Return % +532.55%+532.55%-60.55%
Total Return % +465.99%+465.99%-58.27%
⚠️ Risk & Volatility
Daily Volatility % 5.67%5.67%5.18%
Annualized Volatility % 108.32%108.32%98.96%
Max Drawdown % -32.51%-32.51%-77.18%
Sharpe Ratio 0.1160.116-0.024
Sortino Ratio 0.1530.153-0.027
Calmar Ratio 16.38216.382-0.784
Ulcer Index 11.8111.8159.97
📅 Daily Performance
Win Rate % 52.8%52.8%48.0%
Positive Days 181181164
Negative Days 162162178
Best Day % +44.62%+44.62%+38.93%
Worst Day % -22.16%-22.16%-16.67%
Avg Gain (Up Days) % +3.89%+3.89%+3.59%
Avg Loss (Down Days) % -2.96%-2.96%-3.55%
Profit Factor 1.471.470.93
🔥 Streaks & Patterns
Longest Win Streak days 667
Longest Loss Streak days 777
💹 Trading Metrics
Omega Ratio 1.4701.4700.932
Expectancy % +0.66%+0.66%-0.13%
Kelly Criterion % 5.71%5.71%0.00%
📅 Weekly Performance
Best Week % +71.10%+71.10%+21.73%
Worst Week % -28.25%-28.25%-24.86%
Weekly Win Rate % 55.8%55.8%48.1%
📆 Monthly Performance
Best Month % +119.52%+119.52%+21.89%
Worst Month % -29.56%-29.56%-20.27%
Monthly Win Rate % 53.8%53.8%46.2%
🔧 Technical Indicators
RSI (14-period) 81.6881.6832.52
Price vs 50-Day MA % +32.98%+32.98%-15.31%
Price vs 200-Day MA % +58.02%+58.02%-21.61%
💰 Volume Analysis
Avg Volume 355,739,747355,739,7475,004
Total Volume 122,374,472,819122,374,472,8191,716,364

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): 1.000 (Strong positive)
ALGO (ALGO) vs XMLNZ (XMLNZ): -0.729 (Strong negative)
ALGO (ALGO) vs XMLNZ (XMLNZ): -0.729 (Strong negative)

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
XMLNZ: Kraken
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