ALGO ALGO / EIGEN Crypto vs ALGO ALGO / USD Crypto vs CTA CTA / 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 / EIGENALGO / USDCTA / USD
📈 Performance Metrics
Start Price 0.120.440.03
End Price 0.240.140.03
Price Change % +90.39%-67.54%-18.40%
Period High 0.260.510.08
Period Low 0.070.140.02
Price Range % 255.9%275.8%406.6%
🏆 All-Time Records
All-Time High 0.260.510.08
Days Since ATH 6 days335 days142 days
Distance From ATH % -10.5%-71.9%-67.1%
All-Time Low 0.070.140.02
Distance From ATL % +218.6%+5.7%+66.9%
New ATHs Hit 27 times5 times7 times
📌 Easy-to-Understand Stats
Avg Daily Change % 3.73%4.06%5.76%
Biggest Jump (1 Day) % +0.08+0.07+0.02
Biggest Drop (1 Day) % -0.06-0.08-0.02
Days Above Avg % 46.5%36.9%47.2%
Extreme Moves days 14 (4.1%)19 (5.5%)20 (5.8%)
Stability Score % 0.0%0.0%0.0%
Trend Strength % 55.4%49.3%45.3%
Recent Momentum (10-day) % +2.49%-13.46%+8.55%
📊 Statistical Measures
Average Price 0.170.250.03
Median Price 0.160.230.03
Price Std Deviation 0.040.080.01
🚀 Returns & Growth
CAGR % +98.42%-69.80%-19.41%
Annualized Return % +98.42%-69.80%-19.41%
Total Return % +90.39%-67.54%-18.40%
⚠️ Risk & Volatility
Daily Volatility % 6.23%5.23%7.94%
Annualized Volatility % 119.11%99.89%151.71%
Max Drawdown % -57.71%-73.39%-75.19%
Sharpe Ratio 0.059-0.0360.032
Sortino Ratio 0.067-0.0360.033
Calmar Ratio 1.705-0.951-0.258
Ulcer Index 27.6853.0146.47
📅 Daily Performance
Win Rate % 55.4%50.7%54.5%
Positive Days 190174187
Negative Days 153169156
Best Day % +66.05%+20.68%+46.88%
Worst Day % -22.66%-19.82%-33.74%
Avg Gain (Up Days) % +3.91%+3.60%+5.09%
Avg Loss (Down Days) % -4.04%-4.10%-5.55%
Profit Factor 1.200.911.10
🔥 Streaks & Patterns
Longest Win Streak days 91110
Longest Loss Streak days 677
💹 Trading Metrics
Omega Ratio 1.2030.9061.100
Expectancy % +0.37%-0.19%+0.25%
Kelly Criterion % 2.31%0.00%0.90%
📅 Weekly Performance
Best Week % +28.24%+50.20%+67.85%
Worst Week % -30.47%-22.48%-31.82%
Weekly Win Rate % 48.1%42.3%61.5%
📆 Monthly Performance
Best Month % +29.98%+42.39%+60.32%
Worst Month % -33.33%-31.62%-40.51%
Monthly Win Rate % 53.8%38.5%46.2%
🔧 Technical Indicators
RSI (14-period) 50.8331.9178.67
Price vs 50-Day MA % +27.95%-22.03%-17.79%
Price vs 200-Day MA % +31.14%-33.56%-31.94%
💰 Volume Analysis
Avg Volume 4,692,7867,586,0633,527,420
Total Volume 1,614,318,2792,609,605,5501,216,959,848

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): -0.575 (Moderate negative)
ALGO (ALGO) vs CTA (CTA): -0.149 (Weak)
ALGO (ALGO) vs CTA (CTA): -0.156 (Weak)

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
CTA: Bybit
ByBit Futures Trading Trade hundreds of crypto perpetual futures