ALGO ALGO / DMAIL Crypto vs ALGO ALGO / USD Crypto vs MX MX / USD Crypto

Stats Comprehensive Analytics for the Selected Time Period

Detailed statistical analysis including performance metrics, risk indicators, technical analysis, and advanced ratios.

Settings

🤖 AI Analysis

Ask me anything about the statistics below. I can help explain metrics, identify patterns, or answer specific questions.
Asset ALGO / DMAILALGO / USDMX / USD
📈 Performance Metrics
Start Price 1.210.453.62
End Price 39.050.142.13
Price Change % +3,124.46%-69.20%-41.29%
Period High 40.230.513.92
Period Low 1.040.132.03
Price Range % 3,774.6%290.5%92.8%
🏆 All-Time Records
All-Time High 40.230.513.92
Days Since ATH 2 days341 days294 days
Distance From ATH % -2.9%-72.8%-45.7%
All-Time Low 1.040.132.03
Distance From ATL % +3,661.6%+6.3%+4.6%
New ATHs Hit 62 times2 times3 times
📌 Easy-to-Understand Stats
Avg Daily Change % 5.83%4.05%1.75%
Biggest Jump (1 Day) % +13.94+0.07+0.29
Biggest Drop (1 Day) % -1.48-0.08-0.45
Days Above Avg % 28.8%36.9%36.5%
Extreme Moves days 20 (5.8%)19 (5.5%)16 (4.7%)
Stability Score % 0.0%0.0%11.1%
Trend Strength % 55.7%49.6%52.6%
Recent Momentum (10-day) % +62.53%-4.72%+1.47%
📊 Statistical Measures
Average Price 4.490.252.81
Median Price 2.330.232.71
Price Std Deviation 5.280.080.50
🚀 Returns & Growth
CAGR % +3,929.11%-71.44%-43.17%
Annualized Return % +3,929.11%-71.44%-43.17%
Total Return % +3,124.46%-69.20%-41.29%
⚠️ Risk & Volatility
Daily Volatility % 8.02%5.21%2.50%
Annualized Volatility % 153.18%99.48%47.79%
Max Drawdown % -66.45%-74.39%-48.15%
Sharpe Ratio 0.166-0.040-0.049
Sortino Ratio 0.189-0.039-0.046
Calmar Ratio 59.130-0.960-0.897
Ulcer Index 24.5153.8830.99
📅 Daily Performance
Win Rate % 55.7%50.4%47.4%
Positive Days 191173163
Negative Days 152170181
Best Day % +53.02%+20.68%+11.02%
Worst Day % -31.53%-19.82%-16.76%
Avg Gain (Up Days) % +6.30%+3.60%+1.69%
Avg Loss (Down Days) % -4.91%-4.08%-1.76%
Profit Factor 1.610.900.87
🔥 Streaks & Patterns
Longest Win Streak days 7115
Longest Loss Streak days 678
💹 Trading Metrics
Omega Ratio 1.6110.8980.867
Expectancy % +1.33%-0.21%-0.12%
Kelly Criterion % 4.30%0.00%0.00%
📅 Weekly Performance
Best Week % +55.64%+50.20%+13.41%
Worst Week % -40.66%-22.48%-13.23%
Weekly Win Rate % 61.5%44.2%48.1%
📆 Monthly Performance
Best Month % +210.73%+42.39%+20.15%
Worst Month % -46.19%-31.62%-17.74%
Monthly Win Rate % 76.9%38.5%30.8%
🔧 Technical Indicators
RSI (14-period) 90.2952.5555.97
Price vs 50-Day MA % +186.10%-20.11%-7.17%
Price vs 200-Day MA % +518.83%-34.98%-14.14%
💰 Volume Analysis
Avg Volume 121,782,4096,940,87429,126
Total Volume 41,893,148,8582,387,660,49810,048,533

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): -0.367 (Moderate negative)
ALGO (ALGO) vs MX (MX): -0.454 (Moderate negative)
ALGO (ALGO) vs MX (MX): 0.800 (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
MX: Bybit
ByBit Futures Trading Trade hundreds of crypto perpetual futures