ALGO ALGO / FTT 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 / FTTALGO / USDGLM / USD
📈 Performance Metrics
Start Price 0.140.450.44
End Price 0.220.140.22
Price Change % +54.70%-70.11%-50.09%
Period High 0.360.470.45
Period Low 0.090.130.17
Price Range % 302.0%259.2%161.5%
🏆 All-Time Records
All-Time High 0.360.470.45
Days Since ATH 125 days306 days337 days
Distance From ATH % -39.4%-71.1%-51.4%
All-Time Low 0.090.130.17
Distance From ATL % +143.6%+3.7%+26.9%
New ATHs Hit 16 times2 times2 times
📌 Easy-to-Understand Stats
Avg Daily Change % 3.62%3.94%3.64%
Biggest Jump (1 Day) % +0.05+0.07+0.14
Biggest Drop (1 Day) % -0.07-0.05-0.08
Days Above Avg % 49.7%37.5%35.6%
Extreme Moves days 17 (5.0%)18 (5.2%)12 (3.5%)
Stability Score % 0.0%0.0%0.0%
Trend Strength % 56.3%49.9%49.1%
Recent Momentum (10-day) % -4.43%-3.43%-1.21%
📊 Statistical Measures
Average Price 0.210.240.27
Median Price 0.210.230.26
Price Std Deviation 0.050.070.06
🚀 Returns & Growth
CAGR % +59.09%-72.34%-52.37%
Annualized Return % +59.09%-72.34%-52.37%
Total Return % +54.70%-70.11%-50.09%
⚠️ Risk & Volatility
Daily Volatility % 5.37%5.09%5.44%
Annualized Volatility % 102.51%97.27%103.88%
Max Drawdown % -47.69%-72.16%-61.75%
Sharpe Ratio 0.051-0.044-0.012
Sortino Ratio 0.047-0.043-0.013
Calmar Ratio 1.239-1.002-0.848
Ulcer Index 26.2951.0741.27
📅 Daily Performance
Win Rate % 56.3%50.1%50.4%
Positive Days 193172171
Negative Days 150171168
Best Day % +20.08%+20.68%+52.56%
Worst Day % -27.01%-19.82%-20.55%
Avg Gain (Up Days) % +3.57%+3.52%+3.49%
Avg Loss (Down Days) % -3.96%-3.99%-3.68%
Profit Factor 1.160.890.96
🔥 Streaks & Patterns
Longest Win Streak days 8118
Longest Loss Streak days 676
💹 Trading Metrics
Omega Ratio 1.1590.8880.964
Expectancy % +0.28%-0.22%-0.06%
Kelly Criterion % 1.95%0.00%0.00%
📅 Weekly Performance
Best Week % +39.03%+50.20%+53.15%
Worst Week % -22.21%-22.48%-21.79%
Weekly Win Rate % 50.0%42.3%42.3%
📆 Monthly Performance
Best Month % +72.01%+42.39%+32.83%
Worst Month % -35.74%-31.62%-27.38%
Monthly Win Rate % 61.5%38.5%30.8%
🔧 Technical Indicators
RSI (14-period) 43.7741.5430.04
Price vs 50-Day MA % -5.61%-17.88%-0.84%
Price vs 200-Day MA % -9.58%-35.78%-9.59%
💰 Volume Analysis
Avg Volume 5,569,5136,676,806704,341
Total Volume 1,915,912,3282,296,821,363241,588,861

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): -0.303 (Moderate negative)
ALGO (ALGO) vs GLM (GLM): -0.561 (Moderate negative)
ALGO (ALGO) vs GLM (GLM): 0.836 (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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