ALGO ALGO / MATH Crypto vs ALGO ALGO / USD Crypto vs MULTI MULTI / 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 / MATHALGO / USDMULTI / USD
📈 Performance Metrics
Start Price 1.370.440.55
End Price 2.800.140.36
Price Change % +104.82%-67.54%-34.00%
Period High 3.050.512.81
Period Low 1.200.140.32
Price Range % 154.9%275.8%783.3%
🏆 All-Time Records
All-Time High 3.050.512.81
Days Since ATH 18 days335 days285 days
Distance From ATH % -8.3%-71.9%-87.1%
All-Time Low 1.200.140.32
Distance From ATL % +133.7%+5.7%+14.2%
New ATHs Hit 17 times5 times5 times
📌 Easy-to-Understand Stats
Avg Daily Change % 3.63%4.06%6.82%
Biggest Jump (1 Day) % +0.43+0.07+1.96
Biggest Drop (1 Day) % -0.50-0.08-0.80
Days Above Avg % 40.5%36.9%20.6%
Extreme Moves days 12 (3.5%)19 (5.5%)4 (1.2%)
Stability Score % 0.0%0.0%0.0%
Trend Strength % 55.6%49.3%57.4%
Recent Momentum (10-day) % -1.58%-13.46%-6.89%
📊 Statistical Measures
Average Price 1.910.250.60
Median Price 1.770.230.53
Price Std Deviation 0.480.080.30
🚀 Returns & Growth
CAGR % +114.94%-69.80%-35.74%
Annualized Return % +114.94%-69.80%-35.74%
Total Return % +104.82%-67.54%-34.00%
⚠️ Risk & Volatility
Daily Volatility % 4.88%5.23%16.49%
Annualized Volatility % 93.27%99.89%315.06%
Max Drawdown % -39.24%-73.39%-87.18%
Sharpe Ratio 0.068-0.0360.039
Sortino Ratio 0.065-0.0360.100
Calmar Ratio 2.929-0.951-0.410
Ulcer Index 19.7153.0172.41
📅 Daily Performance
Win Rate % 55.6%50.7%40.7%
Positive Days 190174135
Negative Days 152169197
Best Day % +20.56%+20.68%+230.86%
Worst Day % -25.76%-19.82%-29.80%
Avg Gain (Up Days) % +3.61%+3.60%+7.65%
Avg Loss (Down Days) % -3.77%-4.10%-4.12%
Profit Factor 1.200.911.27
🔥 Streaks & Patterns
Longest Win Streak days 7115
Longest Loss Streak days 877
💹 Trading Metrics
Omega Ratio 1.1970.9061.273
Expectancy % +0.33%-0.19%+0.67%
Kelly Criterion % 2.43%0.00%2.12%
📅 Weekly Performance
Best Week % +42.27%+50.20%+733.53%
Worst Week % -18.68%-22.48%-40.53%
Weekly Win Rate % 57.7%42.3%30.8%
📆 Monthly Performance
Best Month % +25.15%+42.39%+386.91%
Worst Month % -14.74%-31.62%-40.36%
Monthly Win Rate % 53.8%38.5%38.5%
🔧 Technical Indicators
RSI (14-period) 49.5131.9141.43
Price vs 50-Day MA % +4.11%-22.03%-17.98%
Price vs 200-Day MA % +27.15%-33.56%-30.40%

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): -0.353 (Moderate negative)
ALGO (ALGO) vs MULTI (MULTI): -0.286 (Weak)
ALGO (ALGO) vs MULTI (MULTI): 0.152 (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
MULTI: Kraken
ByBit Futures Trading Trade hundreds of crypto perpetual futures