ALGO ALGO / FTT Crypto vs A A / FTT Crypto vs XUSD XUSD / FTT 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 / FTTA / FTTXUSD / FTT
📈 Performance Metrics
Start Price 0.190.610.76
End Price 0.230.331.63
Price Change % +22.98%-46.12%+114.38%
Period High 0.360.621.66
Period Low 0.090.310.76
Price Range % 302.0%103.9%118.4%
🏆 All-Time Records
All-Time High 0.360.621.66
Days Since ATH 113 days67 days8 days
Distance From ATH % -34.9%-47.0%-1.8%
All-Time Low 0.090.310.76
Distance From ATL % +161.8%+8.1%+114.4%
New ATHs Hit 11 times1 times29 times
📌 Easy-to-Understand Stats
Avg Daily Change % 3.71%2.78%3.07%
Biggest Jump (1 Day) % +0.05+0.06+0.16
Biggest Drop (1 Day) % -0.07-0.13-0.31
Days Above Avg % 47.1%56.5%45.7%
Extreme Moves days 17 (5.0%)5 (4.7%)11 (4.7%)
Stability Score % 0.0%0.0%0.0%
Trend Strength % 55.7%48.6%54.5%
Recent Momentum (10-day) % -0.49%-5.20%+14.51%
📊 Statistical Measures
Average Price 0.210.491.11
Median Price 0.200.551.11
Price Std Deviation 0.050.100.19
🚀 Returns & Growth
CAGR % +24.62%-87.87%+230.23%
Annualized Return % +24.62%-87.87%+230.23%
Total Return % +22.98%-46.12%+114.38%
⚠️ Risk & Volatility
Daily Volatility % 5.58%5.27%4.64%
Annualized Volatility % 106.60%100.59%88.57%
Max Drawdown % -55.36%-50.97%-39.73%
Sharpe Ratio 0.040-0.0800.095
Sortino Ratio 0.036-0.0650.091
Calmar Ratio 0.445-1.7245.795
Ulcer Index 27.5626.7518.62
📅 Daily Performance
Win Rate % 55.7%51.4%54.5%
Positive Days 19155127
Negative Days 15252106
Best Day % +20.08%+16.49%+17.63%
Worst Day % -27.11%-28.71%-25.92%
Avg Gain (Up Days) % +3.66%+2.38%+3.31%
Avg Loss (Down Days) % -4.10%-3.39%-3.01%
Profit Factor 1.120.741.32
🔥 Streaks & Patterns
Longest Win Streak days 859
Longest Loss Streak days 649
💹 Trading Metrics
Omega Ratio 1.1220.7441.320
Expectancy % +0.22%-0.42%+0.44%
Kelly Criterion % 1.48%0.00%4.40%
📅 Weekly Performance
Best Week % +39.03%+19.80%+22.89%
Worst Week % -27.50%-19.01%-18.80%
Weekly Win Rate % 50.0%35.3%51.4%
📆 Monthly Performance
Best Month % +72.01%+8.44%+37.24%
Worst Month % -53.02%-31.70%-16.93%
Monthly Win Rate % 61.5%60.0%66.7%
🔧 Technical Indicators
RSI (14-period) 50.2634.0483.75
Price vs 50-Day MA % +1.34%-15.14%+26.31%
Price vs 200-Day MA % -2.88%N/A+43.70%

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 A (A): 0.918 (Strong positive)
ALGO (ALGO) vs XUSD (XUSD): 0.391 (Moderate positive)
A (A) vs XUSD (XUSD): -0.553 (Moderate negative)

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
A: Kraken
XUSD: Binance
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