ALGO ALGO / INV Crypto vs ALGO ALGO / USD Crypto vs SQT SQT / USD Crypto

Stats Comprehensive Analytics for the Selected Time Period

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

Settings

🤖 AI Analysis

Ask me anything about the statistics below. I can help explain metrics, identify patterns, or answer specific questions.
Asset ALGO / INVALGO / USDSQT / USD
📈 Performance Metrics
Start Price 0.010.160.01
End Price 0.010.180.00
Price Change % -2.00%+15.04%-88.38%
Period High 0.010.510.01
Period Low 0.000.150.00
Price Range % 293.4%250.0%1,739.4%
🏆 All-Time Records
All-Time High 0.010.510.01
Days Since ATH 321 days318 days335 days
Distance From ATH % -63.4%-65.0%-92.3%
All-Time Low 0.000.150.00
Distance From ATL % +43.9%+22.6%+41.2%
New ATHs Hit 10 times14 times2 times
📌 Easy-to-Understand Stats
Avg Daily Change % 5.00%4.41%5.86%
Biggest Jump (1 Day) % +0.00+0.12+0.00
Biggest Drop (1 Day) % 0.00-0.080.00
Days Above Avg % 50.3%36.0%30.0%
Extreme Moves days 18 (5.3%)18 (5.2%)10 (2.9%)
Stability Score % 0.0%0.0%0.0%
Trend Strength % 49.3%52.2%62.2%
Recent Momentum (10-day) % -8.32%-20.00%-28.26%
📊 Statistical Measures
Average Price 0.010.260.00
Median Price 0.010.230.00
Price Std Deviation 0.000.080.00
🚀 Returns & Growth
CAGR % -2.14%+16.08%-90.15%
Annualized Return % -2.14%+16.08%-90.15%
Total Return % -2.00%+15.04%-88.38%
⚠️ Risk & Volatility
Daily Volatility % 7.11%6.11%10.06%
Annualized Volatility % 135.86%116.73%192.11%
Max Drawdown % -74.58%-69.76%-94.56%
Sharpe Ratio 0.0340.036-0.022
Sortino Ratio 0.0370.041-0.039
Calmar Ratio -0.0290.231-0.953
Ulcer Index 52.2250.6376.88
📅 Daily Performance
Win Rate % 50.7%52.2%37.2%
Positive Days 173179125
Negative Days 168164211
Best Day % +37.60%+36.95%+86.26%
Worst Day % -26.48%-19.82%-17.36%
Avg Gain (Up Days) % +5.08%+4.28%+6.63%
Avg Loss (Down Days) % -4.74%-4.21%-4.29%
Profit Factor 1.101.110.92
🔥 Streaks & Patterns
Longest Win Streak days 5115
Longest Loss Streak days 677
💹 Trading Metrics
Omega Ratio 1.1031.1100.916
Expectancy % +0.24%+0.22%-0.23%
Kelly Criterion % 1.00%1.23%0.00%
📅 Weekly Performance
Best Week % +77.04%+87.54%+40.30%
Worst Week % -33.83%-22.48%-36.57%
Weekly Win Rate % 51.9%46.2%27.5%
📆 Monthly Performance
Best Month % +126.55%+186.09%+33.51%
Worst Month % -47.41%-31.62%-44.45%
Monthly Win Rate % 46.2%38.5%23.1%
🔧 Technical Indicators
RSI (14-period) 43.0039.0938.24
Price vs 50-Day MA % +10.19%-16.58%-11.74%
Price vs 200-Day MA % -16.46%-18.34%-38.53%
💰 Volume Analysis
Avg Volume 222,5078,302,30671,382,791
Total Volume 76,097,2242,855,993,33124,270,148,909

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): 0.655 (Moderate positive)
ALGO (ALGO) vs SQT (SQT): 0.599 (Moderate positive)
ALGO (ALGO) vs SQT (SQT): 0.677 (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
SQT: Bybit
ByBit Futures Trading Trade hundreds of crypto perpetual futures