ALGO ALGO / FTT Crypto vs GLM GLM / FTT Crypto

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Detailed statistical analysis including performance metrics, risk indicators, technical analysis, and advanced ratios.

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Asset ALGO / FTTGLM / FTT
📈 Performance Metrics
Start Price 0.190.19
End Price 0.250.41
Price Change % +30.23%+116.11%
Period High 0.360.44
Period Low 0.090.09
Price Range % 302.0%386.3%
🏆 All-Time Records
All-Time High 0.360.44
Days Since ATH 117 days2 days
Distance From ATH % -30.1%-6.9%
All-Time Low 0.090.09
Distance From ATL % +181.0%+352.9%
New ATHs Hit 10 times26 times
📌 Easy-to-Understand Stats
Avg Daily Change % 3.70%3.64%
Biggest Jump (1 Day) % +0.05+0.07
Biggest Drop (1 Day) % -0.07-0.07
Days Above Avg % 48.3%55.7%
Extreme Moves days 17 (5.0%)18 (5.3%)
Stability Score % 0.0%0.0%
Trend Strength % 56.0%53.5%
Recent Momentum (10-day) % +3.24%+19.28%
📊 Statistical Measures
Average Price 0.210.24
Median Price 0.200.25
Price Std Deviation 0.050.07
🚀 Returns & Growth
CAGR % +32.46%+127.61%
Annualized Return % +32.46%+127.61%
Total Return % +30.23%+116.11%
⚠️ Risk & Volatility
Daily Volatility % 5.59%6.48%
Annualized Volatility % 106.78%123.83%
Max Drawdown % -53.65%-52.50%
Sharpe Ratio 0.0430.066
Sortino Ratio 0.0380.073
Calmar Ratio 0.6052.431
Ulcer Index 27.4121.63
📅 Daily Performance
Win Rate % 56.0%53.5%
Positive Days 192183
Negative Days 151159
Best Day % +20.08%+57.83%
Worst Day % -27.11%-24.89%
Avg Gain (Up Days) % +3.65%+4.13%
Avg Loss (Down Days) % -4.10%-3.84%
Profit Factor 1.131.24
🔥 Streaks & Patterns
Longest Win Streak days 811
Longest Loss Streak days 67
💹 Trading Metrics
Omega Ratio 1.1331.239
Expectancy % +0.24%+0.43%
Kelly Criterion % 1.60%2.68%
📅 Weekly Performance
Best Week % +39.03%+39.71%
Worst Week % -24.72%-23.43%
Weekly Win Rate % 50.0%55.8%
📆 Monthly Performance
Best Month % +72.01%+87.26%
Worst Month % -53.09%-46.31%
Monthly Win Rate % 69.2%69.2%
🔧 Technical Indicators
RSI (14-period) 62.2068.96
Price vs 50-Day MA % +8.87%+39.15%
Price vs 200-Day MA % +4.19%+49.50%
💰 Volume Analysis
Avg Volume 5,630,487594,491
Total Volume 1,936,887,359203,910,529

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 GLM (GLM): 0.787 (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
GLM: Coinbase
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