ALGO ALGO / ETHPY Crypto vs ALGO ALGO / USD Crypto vs SPX SPX / 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 / USDSPX / USD
📈 Performance Metrics
Start Price 0.000.180.76
End Price 0.000.160.49
Price Change % -17.77%-13.65%-35.53%
Period High 0.000.512.15
Period Low 0.000.150.29
Price Range % 226.4%230.7%630.5%
🏆 All-Time Records
All-Time High 0.000.512.15
Days Since ATH 328 days323 days91 days
Distance From ATH % -65.2%-68.8%-77.1%
All-Time Low 0.000.150.29
Distance From ATL % +13.5%+3.0%+67.0%
New ATHs Hit 9 times12 times19 times
📌 Easy-to-Understand Stats
Avg Daily Change % 4.98%4.35%6.72%
Biggest Jump (1 Day) % +0.00+0.12+0.51
Biggest Drop (1 Day) % 0.00-0.08-0.66
Days Above Avg % 51.7%36.0%49.1%
Extreme Moves days 20 (5.8%)19 (5.5%)12 (3.8%)
Stability Score % 0.0%0.0%0.0%
Trend Strength % 51.6%48.4%48.9%
Recent Momentum (10-day) % +6.82%-7.34%-38.16%
📊 Statistical Measures
Average Price 0.000.261.01
Median Price 0.000.231.00
Price Std Deviation 0.000.080.44
🚀 Returns & Growth
CAGR % -18.79%-14.46%-39.49%
Annualized Return % -18.79%-14.46%-39.49%
Total Return % -17.77%-13.65%-35.53%
⚠️ Risk & Volatility
Daily Volatility % 7.19%5.91%9.48%
Annualized Volatility % 137.39%112.97%181.17%
Max Drawdown % -69.36%-69.76%-81.05%
Sharpe Ratio 0.0270.0220.033
Sortino Ratio 0.0310.0240.035
Calmar Ratio -0.271-0.207-0.487
Ulcer Index 40.8851.3046.26
📅 Daily Performance
Win Rate % 48.4%51.6%50.9%
Positive Days 166177162
Negative Days 177166156
Best Day % +39.80%+36.95%+50.65%
Worst Day % -18.91%-19.82%-42.12%
Avg Gain (Up Days) % +5.42%+4.15%+7.23%
Avg Loss (Down Days) % -4.71%-4.16%-6.87%
Profit Factor 1.081.061.09
🔥 Streaks & Patterns
Longest Win Streak days 7117
Longest Loss Streak days 676
💹 Trading Metrics
Omega Ratio 1.0791.0631.093
Expectancy % +0.19%+0.13%+0.31%
Kelly Criterion % 0.75%0.74%0.63%
📅 Weekly Performance
Best Week % +71.41%+87.54%+59.05%
Worst Week % -23.90%-22.48%-36.02%
Weekly Win Rate % 45.3%43.4%51.0%
📆 Monthly Performance
Best Month % +104.39%+141.35%+83.09%
Worst Month % -34.25%-31.62%-49.47%
Monthly Win Rate % 30.8%38.5%58.3%
🔧 Technical Indicators
RSI (14-period) 61.8150.9731.49
Price vs 50-Day MA % -4.16%-23.30%-54.28%
Price vs 200-Day MA % -33.83%-27.28%-57.32%
💰 Volume Analysis
Avg Volume 2,6647,994,2953,483,435
Total Volume 916,3522,750,037,3231,114,699,342

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): 0.539 (Moderate positive)
ALGO (ALGO) vs SPX (SPX): -0.442 (Moderate negative)
ALGO (ALGO) vs SPX (SPX): 0.229 (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
SPX: Kraken
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