ALGO ALGO / INDEX Crypto vs ALGO ALGO / USD Crypto vs CTA CTA / 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 / INDEXALGO / USDCTA / USD
📈 Performance Metrics
Start Price 0.090.290.03
End Price 0.230.150.03
Price Change % +161.24%-50.23%-23.05%
Period High 0.260.510.08
Period Low 0.090.140.02
Price Range % 193.0%275.8%406.6%
🏆 All-Time Records
All-Time High 0.260.510.08
Days Since ATH 109 days333 days140 days
Distance From ATH % -10.8%-71.3%-68.2%
All-Time Low 0.090.140.02
Distance From ATL % +161.2%+7.7%+61.3%
New ATHs Hit 17 times7 times7 times
📌 Easy-to-Understand Stats
Avg Daily Change % 4.09%4.21%5.77%
Biggest Jump (1 Day) % +0.04+0.12+0.02
Biggest Drop (1 Day) % -0.08-0.08-0.02
Days Above Avg % 43.0%35.8%47.8%
Extreme Moves days 15 (4.4%)16 (4.7%)20 (5.8%)
Stability Score % 0.0%0.0%0.0%
Trend Strength % 56.0%48.7%45.9%
Recent Momentum (10-day) % +1.92%-14.48%-3.98%
📊 Statistical Measures
Average Price 0.160.250.03
Median Price 0.160.230.03
Price Std Deviation 0.040.080.01
🚀 Returns & Growth
CAGR % +179.50%-52.40%-24.27%
Annualized Return % +179.50%-52.40%-24.27%
Total Return % +161.24%-50.23%-23.05%
⚠️ Risk & Volatility
Daily Volatility % 5.82%5.62%7.95%
Annualized Volatility % 111.13%107.45%151.80%
Max Drawdown % -35.63%-73.39%-75.19%
Sharpe Ratio 0.078-0.0090.030
Sortino Ratio 0.076-0.0090.031
Calmar Ratio 5.038-0.714-0.323
Ulcer Index 18.9552.7346.19
📅 Daily Performance
Win Rate % 56.0%51.3%53.9%
Positive Days 191176185
Negative Days 150167158
Best Day % +27.44%+36.95%+46.88%
Worst Day % -31.24%-19.82%-33.74%
Avg Gain (Up Days) % +4.07%+3.83%+5.14%
Avg Loss (Down Days) % -4.15%-4.14%-5.51%
Profit Factor 1.250.981.09
🔥 Streaks & Patterns
Longest Win Streak days 6118
Longest Loss Streak days 577
💹 Trading Metrics
Omega Ratio 1.2490.9761.093
Expectancy % +0.46%-0.05%+0.24%
Kelly Criterion % 2.69%0.00%0.84%
📅 Weekly Performance
Best Week % +63.67%+65.62%+67.85%
Worst Week % -32.50%-22.48%-31.82%
Weekly Win Rate % 50.0%44.2%61.5%
📆 Monthly Performance
Best Month % +43.55%+51.26%+60.32%
Worst Month % -28.55%-31.62%-40.51%
Monthly Win Rate % 84.6%38.5%46.2%
🔧 Technical Indicators
RSI (14-period) 56.0132.8855.44
Price vs 50-Day MA % +10.36%-22.32%-22.64%
Price vs 200-Day MA % +23.57%-32.49%-34.13%
💰 Volume Analysis
Avg Volume 4,537,7267,651,4313,573,571
Total Volume 1,551,902,3802,632,092,1161,232,881,834

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): -0.411 (Moderate negative)
ALGO (ALGO) vs CTA (CTA): 0.467 (Moderate positive)
ALGO (ALGO) vs CTA (CTA): -0.160 (Weak)

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
CTA: Bybit
ByBit Futures Trading Trade hundreds of crypto perpetual futures