ALGO ALGO / DRV Crypto vs ALGO ALGO / USD Crypto vs SQT SQT / 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 / DRVALGO / USDSQT / USD
📈 Performance Metrics
Start Price 2.430.480.01
End Price 3.720.140.00
Price Change % +53.05%-69.92%-90.75%
Period High 11.010.510.01
Period Low 2.430.130.00
Price Range % 353.0%290.5%1,471.1%
🏆 All-Time Records
All-Time High 11.010.510.01
Days Since ATH 166 days340 days314 days
Distance From ATH % -66.2%-71.7%-91.0%
All-Time Low 2.430.130.00
Distance From ATL % +53.1%+10.5%+41.2%
New ATHs Hit 25 times2 times1 times
📌 Easy-to-Understand Stats
Avg Daily Change % 5.82%4.06%4.88%
Biggest Jump (1 Day) % +1.85+0.07+0.00
Biggest Drop (1 Day) % -2.21-0.080.00
Days Above Avg % 38.4%36.9%29.9%
Extreme Moves days 19 (6.3%)19 (5.5%)9 (2.8%)
Stability Score % 0.0%0.0%0.0%
Trend Strength % 55.1%49.6%62.1%
Recent Momentum (10-day) % -2.90%-4.90%-28.26%
📊 Statistical Measures
Average Price 5.470.250.00
Median Price 5.040.230.00
Price Std Deviation 1.890.080.00
🚀 Returns & Growth
CAGR % +67.55%-72.15%-93.55%
Annualized Return % +67.55%-72.15%-93.55%
Total Return % +53.05%-69.92%-90.75%
⚠️ Risk & Volatility
Daily Volatility % 8.20%5.21%8.75%
Annualized Volatility % 156.67%99.61%167.08%
Max Drawdown % -74.67%-74.39%-93.64%
Sharpe Ratio 0.059-0.041-0.049
Sortino Ratio 0.058-0.040-0.075
Calmar Ratio 0.905-0.970-0.999
Ulcer Index 43.7153.7376.38
📅 Daily Performance
Win Rate % 55.1%50.4%37.3%
Positive Days 166173117
Negative Days 135170197
Best Day % +31.11%+20.68%+73.41%
Worst Day % -36.91%-19.82%-17.36%
Avg Gain (Up Days) % +5.68%+3.60%+5.74%
Avg Loss (Down Days) % -5.91%-4.10%-4.09%
Profit Factor 1.180.890.83
🔥 Streaks & Patterns
Longest Win Streak days 7115
Longest Loss Streak days 977
💹 Trading Metrics
Omega Ratio 1.1830.8950.833
Expectancy % +0.48%-0.21%-0.43%
Kelly Criterion % 1.44%0.00%0.00%
📅 Weekly Performance
Best Week % +60.02%+50.20%+28.30%
Worst Week % -48.96%-22.48%-36.57%
Weekly Win Rate % 51.1%44.2%25.0%
📆 Monthly Performance
Best Month % +64.58%+42.39%+33.51%
Worst Month % -54.90%-31.62%-44.45%
Monthly Win Rate % 66.7%38.5%16.7%
🔧 Technical Indicators
RSI (14-period) 52.0051.2038.24
Price vs 50-Day MA % -13.67%-17.66%-11.74%
Price vs 200-Day MA % -31.74%-32.52%-38.53%
💰 Volume Analysis
Avg Volume 136,584,0577,045,85470,873,859
Total Volume 41,248,385,3172,423,773,73122,537,887,228

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): -0.321 (Moderate negative)
ALGO (ALGO) vs SQT (SQT): -0.259 (Weak)
ALGO (ALGO) vs SQT (SQT): 0.852 (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
SQT: Bybit
ByBit Futures Trading Trade hundreds of crypto perpetual futures