ALGO ALGO / JST 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.

Settings

🤖 AI Analysis

Ask me anything about the statistics below. I can help explain metrics, identify patterns, or answer specific questions.
Asset ALGO / JSTALGO / USDTWT / USD
📈 Performance Metrics
Start Price 6.070.121.05
End Price 4.480.161.21
Price Change % -26.18%+28.52%+15.31%
Period High 8.490.511.63
Period Low 4.470.120.67
Price Range % 89.9%315.4%144.1%
🏆 All-Time Records
All-Time High 8.490.511.63
Days Since ATH 91 days313 days10 days
Distance From ATH % -47.2%-69.1%-25.8%
All-Time Low 4.470.120.67
Distance From ATL % +0.2%+28.5%+81.2%
New ATHs Hit 9 times18 times13 times
📌 Easy-to-Understand Stats
Avg Daily Change % 3.56%4.41%2.97%
Biggest Jump (1 Day) % +1.15+0.12+0.26
Biggest Drop (1 Day) % -1.58-0.08-0.27
Days Above Avg % 48.7%36.0%40.3%
Extreme Moves days 10 (5.1%)17 (5.0%)12 (3.5%)
Stability Score % 19.4%0.0%0.0%
Trend Strength % 46.5%52.5%52.0%
Recent Momentum (10-day) % -19.67%-16.25%-8.83%
📊 Statistical Measures
Average Price 6.390.260.95
Median Price 6.350.230.86
Price Std Deviation 0.880.080.21
🚀 Returns & Growth
CAGR % -42.85%+30.60%+16.32%
Annualized Return % -42.85%+30.60%+16.32%
Total Return % -26.18%+28.52%+15.31%
⚠️ Risk & Volatility
Daily Volatility % 5.15%6.09%4.16%
Annualized Volatility % 98.37%116.38%79.53%
Max Drawdown % -47.35%-69.76%-57.23%
Sharpe Ratio -0.0030.0410.030
Sortino Ratio -0.0030.0460.032
Calmar Ratio -0.9050.4390.285
Ulcer Index 19.5750.0540.71
📅 Daily Performance
Win Rate % 53.5%52.5%52.0%
Positive Days 106180179
Negative Days 92163165
Best Day % +19.84%+36.95%+25.27%
Worst Day % -23.43%-19.82%-17.67%
Avg Gain (Up Days) % +3.26%+4.29%+2.82%
Avg Loss (Down Days) % -3.79%-4.21%-2.80%
Profit Factor 0.991.131.09
🔥 Streaks & Patterns
Longest Win Streak days 8115
Longest Loss Streak days 477
💹 Trading Metrics
Omega Ratio 0.9901.1261.095
Expectancy % -0.02%+0.25%+0.13%
Kelly Criterion % 0.00%1.40%1.61%
📅 Weekly Performance
Best Week % +42.28%+87.54%+56.22%
Worst Week % -12.54%-22.48%-16.53%
Weekly Win Rate % 50.0%46.2%57.7%
📆 Monthly Performance
Best Month % +39.55%+261.72%+70.40%
Worst Month % -13.45%-31.62%-17.95%
Monthly Win Rate % 25.0%38.5%46.2%
🔧 Technical Indicators
RSI (14-period) 19.5421.6643.77
Price vs 50-Day MA % -30.88%-28.03%+12.44%
Price vs 200-Day MA % N/A-27.84%+41.49%
💰 Volume Analysis
Avg Volume 146,477,0518,247,1901,309,045
Total Volume 29,148,933,0862,837,033,248451,620,535

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): 0.912 (Strong positive)
ALGO (ALGO) vs TWT (TWT): 0.024 (Weak)
ALGO (ALGO) vs TWT (TWT): 0.579 (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