ALGO ALGO / ETHPY 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.

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Asset ALGO / ETHPYALGO / USDGLM / USD
📈 Performance Metrics
Start Price 0.000.420.41
End Price 0.000.140.22
Price Change % -63.50%-67.38%-45.12%
Period High 0.000.470.45
Period Low 0.000.130.17
Price Range % 238.1%259.2%161.5%
🏆 All-Time Records
All-Time High 0.000.470.45
Days Since ATH 306 days305 days336 days
Distance From ATH % -70.4%-70.5%-50.0%
All-Time Low 0.000.130.17
Distance From ATL % +0.1%+5.9%+30.8%
New ATHs Hit 3 times3 times3 times
📌 Easy-to-Understand Stats
Avg Daily Change % 4.66%3.96%3.66%
Biggest Jump (1 Day) % +0.00+0.07+0.14
Biggest Drop (1 Day) % 0.00-0.05-0.08
Days Above Avg % 50.6%37.8%35.6%
Extreme Moves days 20 (5.8%)18 (5.2%)12 (3.5%)
Stability Score % 0.0%0.0%0.0%
Trend Strength % 52.8%49.6%48.5%
Recent Momentum (10-day) % -8.28%-4.01%+0.96%
📊 Statistical Measures
Average Price 0.000.240.27
Median Price 0.000.230.26
Price Std Deviation 0.000.080.06
🚀 Returns & Growth
CAGR % -65.78%-69.64%-47.29%
Annualized Return % -65.78%-69.64%-47.29%
Total Return % -63.50%-67.38%-45.12%
⚠️ Risk & Volatility
Daily Volatility % 6.59%5.10%5.45%
Annualized Volatility % 125.82%97.52%104.08%
Max Drawdown % -70.43%-72.16%-61.75%
Sharpe Ratio -0.012-0.038-0.007
Sortino Ratio -0.014-0.038-0.007
Calmar Ratio -0.934-0.965-0.766
Ulcer Index 43.7550.9241.17
📅 Daily Performance
Win Rate % 47.2%50.4%51.0%
Positive Days 162173173
Negative Days 181170166
Best Day % +39.80%+20.68%+52.56%
Worst Day % -18.91%-19.82%-20.55%
Avg Gain (Up Days) % +4.82%+3.54%+3.49%
Avg Loss (Down Days) % -4.47%-4.00%-3.71%
Profit Factor 0.970.900.98
🔥 Streaks & Patterns
Longest Win Streak days 7118
Longest Loss Streak days 676
💹 Trading Metrics
Omega Ratio 0.9650.9010.980
Expectancy % -0.08%-0.20%-0.04%
Kelly Criterion % 0.00%0.00%0.00%
📅 Weekly Performance
Best Week % +36.79%+50.20%+53.15%
Worst Week % -23.90%-22.48%-21.79%
Weekly Win Rate % 44.2%44.2%44.2%
📆 Monthly Performance
Best Month % +32.66%+42.39%+32.83%
Worst Month % -34.25%-31.62%-27.38%
Monthly Win Rate % 23.1%38.5%30.8%
🔧 Technical Indicators
RSI (14-period) 16.5442.5451.86
Price vs 50-Day MA % -13.82%-16.87%+2.10%
Price vs 200-Day MA % -36.73%-34.50%-6.92%
💰 Volume Analysis
Avg Volume 2,3186,700,586704,922
Total Volume 797,3162,305,001,599241,788,314

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): 0.550 (Moderate positive)
ALGO (ALGO) vs GLM (GLM): 0.677 (Moderate positive)
ALGO (ALGO) vs GLM (GLM): 0.839 (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
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