ALGO ALGO / FORTH Crypto vs ALGO ALGO / FORTH Crypto vs GLM GLM / FORTH 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 / FORTHALGO / FORTHGLM / FORTH
📈 Performance Metrics
Start Price 0.100.100.11
End Price 0.080.080.13
Price Change % -19.26%-19.26%+21.35%
Period High 0.120.120.15
Period Low 0.050.050.05
Price Range % 129.5%129.5%183.2%
🏆 All-Time Records
All-Time High 0.120.120.15
Days Since ATH 118 days118 days5 days
Distance From ATH % -28.4%-28.4%-12.9%
All-Time Low 0.050.050.05
Distance From ATL % +64.3%+64.3%+146.6%
New ATHs Hit 3 times3 times11 times
📌 Easy-to-Understand Stats
Avg Daily Change % 3.51%3.51%3.62%
Biggest Jump (1 Day) % +0.02+0.02+0.04
Biggest Drop (1 Day) % -0.03-0.03-0.04
Days Above Avg % 50.3%50.3%51.6%
Extreme Moves days 17 (5.0%)17 (5.0%)10 (2.9%)
Stability Score % 0.0%0.0%0.0%
Trend Strength % 52.5%52.5%49.4%
Recent Momentum (10-day) % +4.91%+4.91%+23.39%
📊 Statistical Measures
Average Price 0.080.080.09
Median Price 0.080.080.09
Price Std Deviation 0.010.010.02
🚀 Returns & Growth
CAGR % -20.36%-20.36%+22.94%
Annualized Return % -20.36%-20.36%+22.94%
Total Return % -19.26%-19.26%+21.35%
⚠️ Risk & Volatility
Daily Volatility % 5.46%5.46%6.49%
Annualized Volatility % 104.25%104.25%124.03%
Max Drawdown % -50.85%-50.85%-50.79%
Sharpe Ratio 0.0180.0180.040
Sortino Ratio 0.0170.0170.045
Calmar Ratio -0.400-0.4000.452
Ulcer Index 25.4725.4725.94
📅 Daily Performance
Win Rate % 47.5%47.5%49.4%
Positive Days 163163169
Negative Days 180180173
Best Day % +19.23%+19.23%+67.07%
Worst Day % -34.63%-34.63%-34.41%
Avg Gain (Up Days) % +3.84%+3.84%+3.97%
Avg Loss (Down Days) % -3.30%-3.30%-3.37%
Profit Factor 1.061.061.15
🔥 Streaks & Patterns
Longest Win Streak days 667
Longest Loss Streak days 776
💹 Trading Metrics
Omega Ratio 1.0561.0561.151
Expectancy % +0.10%+0.10%+0.26%
Kelly Criterion % 0.76%0.76%1.92%
📅 Weekly Performance
Best Week % +30.66%+30.66%+72.45%
Worst Week % -23.74%-23.74%-29.16%
Weekly Win Rate % 44.2%44.2%53.8%
📆 Monthly Performance
Best Month % +27.54%+27.54%+79.18%
Worst Month % -33.87%-33.87%-30.14%
Monthly Win Rate % 30.8%30.8%38.5%
🔧 Technical Indicators
RSI (14-period) 64.4364.4365.98
Price vs 50-Day MA % +1.25%+1.25%+26.32%
Price vs 200-Day MA % -2.56%-2.56%+36.30%
💰 Volume Analysis
Avg Volume 2,219,8632,219,863248,870
Total Volume 763,632,768763,632,76885,362,449

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): 1.000 (Strong positive)
ALGO (ALGO) vs GLM (GLM): 0.303 (Moderate positive)
ALGO (ALGO) vs GLM (GLM): 0.303 (Moderate 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