ALGO ALGO / DUCK Crypto vs ALGO ALGO / USD Crypto vs GLM GLM / 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 / DUCKALGO / USDGLM / USD
📈 Performance Metrics
Start Price 42.770.200.37
End Price 119.880.160.23
Price Change % +180.28%-16.98%-37.07%
Period High 120.930.510.53
Period Low 26.130.150.17
Price Range % 362.9%230.7%210.8%
🏆 All-Time Records
All-Time High 120.930.510.53
Days Since ATH 6 days322 days322 days
Distance From ATH % -0.9%-68.0%-56.9%
All-Time Low 26.130.150.17
Distance From ATL % +358.9%+5.9%+33.9%
New ATHs Hit 20 times12 times11 times
📌 Easy-to-Understand Stats
Avg Daily Change % 5.91%4.36%3.73%
Biggest Jump (1 Day) % +23.21+0.12+0.14
Biggest Drop (1 Day) % -26.24-0.08-0.09
Days Above Avg % 47.1%36.0%32.9%
Extreme Moves days 6 (2.7%)18 (5.2%)12 (3.5%)
Stability Score % 84.6%0.0%0.0%
Trend Strength % 52.7%48.4%47.1%
Recent Momentum (10-day) % +8.98%-8.34%+14.50%
📊 Statistical Measures
Average Price 68.460.260.29
Median Price 64.360.230.26
Price Std Deviation 20.270.080.07
🚀 Returns & Growth
CAGR % +452.84%-17.96%-39.00%
Annualized Return % +452.84%-17.96%-39.00%
Total Return % +180.28%-16.98%-37.07%
⚠️ Risk & Volatility
Daily Volatility % 10.55%5.92%5.51%
Annualized Volatility % 201.61%113.14%105.25%
Max Drawdown % -73.23%-69.76%-67.82%
Sharpe Ratio 0.0940.0200.001
Sortino Ratio 0.1100.0210.002
Calmar Ratio 6.184-0.258-0.575
Ulcer Index 33.2951.1647.60
📅 Daily Performance
Win Rate % 52.7%51.6%52.5%
Positive Days 116177178
Negative Days 104166161
Best Day % +88.84%+36.95%+52.56%
Worst Day % -50.11%-19.82%-20.55%
Avg Gain (Up Days) % +7.05%+4.15%+3.48%
Avg Loss (Down Days) % -5.76%-4.19%-3.83%
Profit Factor 1.371.061.00
🔥 Streaks & Patterns
Longest Win Streak days 6118
Longest Loss Streak days 1176
💹 Trading Metrics
Omega Ratio 1.3651.0571.004
Expectancy % +0.99%+0.12%+0.01%
Kelly Criterion % 2.45%0.67%0.06%
📅 Weekly Performance
Best Week % +47.92%+87.54%+53.15%
Worst Week % -21.79%-22.48%-21.79%
Weekly Win Rate % 48.5%44.2%48.1%
📆 Monthly Performance
Best Month % +88.72%+125.76%+36.22%
Worst Month % -28.12%-31.62%-27.38%
Monthly Win Rate % 55.6%38.5%38.5%
🔧 Technical Indicators
RSI (14-period) 51.9244.5864.53
Price vs 50-Day MA % +41.75%-21.71%+1.93%
Price vs 200-Day MA % +72.09%-25.30%-6.57%
💰 Volume Analysis
Avg Volume 1,576,390,5498,114,809820,871
Total Volume 348,382,311,3372,791,494,301281,558,865

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): -0.348 (Moderate negative)
ALGO (ALGO) vs GLM (GLM): -0.176 (Weak)
ALGO (ALGO) vs GLM (GLM): 0.824 (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
GLM: Coinbase
ByBit Futures Trading Trade hundreds of crypto perpetual futures