ALGO ALGO / GLM Crypto vs ALGO ALGO / USD Crypto vs TWT TWT / 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 / GLMALGO / USDTWT / USD
📈 Performance Metrics
Start Price 0.980.491.19
End Price 0.550.141.00
Price Change % -43.66%-72.00%-16.04%
Period High 1.240.511.63
Period Low 0.550.140.67
Price Range % 126.5%275.8%144.1%
🏆 All-Time Records
All-Time High 1.240.511.63
Days Since ATH 291 days337 days34 days
Distance From ATH % -55.5%-73.3%-39.0%
All-Time Low 0.550.140.67
Distance From ATL % +0.7%+0.3%+49.0%
New ATHs Hit 5 times3 times7 times
📌 Easy-to-Understand Stats
Avg Daily Change % 2.85%4.04%2.95%
Biggest Jump (1 Day) % +0.16+0.07+0.26
Biggest Drop (1 Day) % -0.40-0.08-0.27
Days Above Avg % 48.8%36.3%40.9%
Extreme Moves days 14 (4.1%)20 (5.8%)12 (3.5%)
Stability Score % 0.0%0.0%0.0%
Trend Strength % 49.9%49.9%50.6%
Recent Momentum (10-day) % -10.40%-9.51%-7.52%
📊 Statistical Measures
Average Price 0.890.250.96
Median Price 0.880.230.86
Price Std Deviation 0.150.080.22
🚀 Returns & Growth
CAGR % -45.89%-74.20%-16.93%
Annualized Return % -45.89%-74.20%-16.93%
Total Return % -43.66%-72.00%-16.04%
⚠️ Risk & Volatility
Daily Volatility % 4.62%5.20%4.15%
Annualized Volatility % 88.25%99.43%79.29%
Max Drawdown % -55.85%-73.39%-57.23%
Sharpe Ratio -0.012-0.0450.008
Sortino Ratio -0.012-0.0440.009
Calmar Ratio -0.822-1.011-0.296
Ulcer Index 29.5853.3141.50
📅 Daily Performance
Win Rate % 50.1%50.1%49.4%
Positive Days 171172170
Negative Days 170171174
Best Day % +23.48%+20.68%+25.27%
Worst Day % -36.60%-19.82%-17.67%
Avg Gain (Up Days) % +2.83%+3.59%+2.85%
Avg Loss (Down Days) % -2.96%-4.08%-2.72%
Profit Factor 0.960.881.02
🔥 Streaks & Patterns
Longest Win Streak days 5115
Longest Loss Streak days 777
💹 Trading Metrics
Omega Ratio 0.9620.8851.025
Expectancy % -0.06%-0.23%+0.03%
Kelly Criterion % 0.00%0.00%0.44%
📅 Weekly Performance
Best Week % +31.27%+50.20%+56.22%
Worst Week % -38.14%-22.48%-16.53%
Weekly Win Rate % 40.4%39.6%50.9%
📆 Monthly Performance
Best Month % +17.41%+42.39%+70.40%
Worst Month % -42.63%-31.62%-20.85%
Monthly Win Rate % 50.0%30.8%38.5%
🔧 Technical Indicators
RSI (14-period) 28.2433.7532.54
Price vs 50-Day MA % -33.86%-24.38%-18.30%
Price vs 200-Day MA % -37.60%-36.74%+11.00%
💰 Volume Analysis
Avg Volume 24,878,0937,342,4721,222,569
Total Volume 8,508,307,8102,525,810,300421,786,269

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): 0.681 (Moderate positive)
ALGO (ALGO) vs TWT (TWT): 0.205 (Weak)
ALGO (ALGO) vs TWT (TWT): 0.495 (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
TWT: Bybit
ByBit Futures Trading Trade hundreds of crypto perpetual futures