ALGO ALGO / ETHPY 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.

Settings

🤖 AI Analysis

Ask me anything about the statistics below. I can help explain metrics, identify patterns, or answer specific questions.
Asset ALGO / ETHPYALGO / USDCTA / USD
📈 Performance Metrics
Start Price 0.000.320.03
End Price 0.000.140.03
Price Change % -46.78%-55.16%-23.75%
Period High 0.000.510.08
Period Low 0.000.140.02
Price Range % 226.4%275.8%406.6%
🏆 All-Time Records
All-Time High 0.000.510.08
Days Since ATH 339 days334 days141 days
Distance From ATH % -65.8%-71.6%-67.6%
All-Time Low 0.000.140.02
Distance From ATL % +11.7%+6.6%+63.9%
New ATHs Hit 3 times6 times6 times
📌 Easy-to-Understand Stats
Avg Daily Change % 4.82%4.19%5.77%
Biggest Jump (1 Day) % +0.00+0.12+0.02
Biggest Drop (1 Day) % 0.00-0.08-0.02
Days Above Avg % 52.0%36.6%47.5%
Extreme Moves days 18 (5.2%)16 (4.7%)20 (5.8%)
Stability Score % 0.0%0.0%0.0%
Trend Strength % 51.9%48.7%45.6%
Recent Momentum (10-day) % -2.61%-14.22%+1.98%
📊 Statistical Measures
Average Price 0.000.250.03
Median Price 0.000.230.03
Price Std Deviation 0.000.080.01
🚀 Returns & Growth
CAGR % -48.89%-57.41%-25.00%
Annualized Return % -48.89%-57.41%-25.00%
Total Return % -46.78%-55.16%-23.75%
⚠️ Risk & Volatility
Daily Volatility % 6.92%5.60%7.94%
Annualized Volatility % 132.15%106.96%151.79%
Max Drawdown % -69.36%-73.39%-75.19%
Sharpe Ratio 0.007-0.0140.029
Sortino Ratio 0.008-0.0150.030
Calmar Ratio -0.705-0.782-0.333
Ulcer Index 42.4952.8746.33
📅 Daily Performance
Win Rate % 48.1%51.3%54.2%
Positive Days 165176186
Negative Days 178167157
Best Day % +39.80%+36.95%+46.88%
Worst Day % -18.91%-19.82%-33.74%
Avg Gain (Up Days) % +5.07%+3.77%+5.11%
Avg Loss (Down Days) % -4.61%-4.14%-5.54%
Profit Factor 1.020.961.09
🔥 Streaks & Patterns
Longest Win Streak days 7119
Longest Loss Streak days 677
💹 Trading Metrics
Omega Ratio 1.0200.9601.092
Expectancy % +0.05%-0.08%+0.23%
Kelly Criterion % 0.20%0.00%0.83%
📅 Weekly Performance
Best Week % +45.16%+50.66%+67.85%
Worst Week % -23.90%-22.48%-31.82%
Weekly Win Rate % 46.2%44.2%61.5%
📆 Monthly Performance
Best Month % +34.47%+42.39%+60.32%
Worst Month % -34.25%-31.62%-40.51%
Monthly Win Rate % 30.8%38.5%38.5%
🔧 Technical Indicators
RSI (14-period) 39.2735.8279.05
Price vs 50-Day MA % -3.87%-22.24%-20.30%
Price vs 200-Day MA % -31.70%-33.07%-33.11%
💰 Volume Analysis
Avg Volume 2,5537,608,5403,550,027
Total Volume 878,3492,617,337,7181,224,759,467

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): 0.565 (Moderate positive)
ALGO (ALGO) vs CTA (CTA): -0.546 (Moderate negative)
ALGO (ALGO) vs CTA (CTA): -0.158 (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