ALGO ALGO / MATH Crypto vs ALGO ALGO / USD Crypto vs TRAC TRAC / 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 / USDTRAC / USD
📈 Performance Metrics
Start Price 1.550.511.02
End Price 2.850.140.50
Price Change % +83.69%-72.56%-50.88%
Period High 3.050.511.18
Period Low 1.200.130.30
Price Range % 154.9%290.5%298.6%
🏆 All-Time Records
All-Time High 3.050.511.18
Days Since ATH 23 days339 days340 days
Distance From ATH % -6.4%-72.7%-57.5%
All-Time Low 1.200.130.30
Distance From ATL % +138.5%+6.5%+69.2%
New ATHs Hit 15 times1 times3 times
📌 Easy-to-Understand Stats
Avg Daily Change % 3.58%4.07%4.34%
Biggest Jump (1 Day) % +0.43+0.07+0.12
Biggest Drop (1 Day) % -0.50-0.08-0.11
Days Above Avg % 41.3%36.0%29.9%
Extreme Moves days 11 (3.2%)19 (5.5%)17 (5.0%)
Stability Score % 0.0%0.0%0.0%
Trend Strength % 55.7%49.9%56.0%
Recent Momentum (10-day) % -1.52%-6.32%+1.86%
📊 Statistical Measures
Average Price 1.930.250.50
Median Price 1.780.230.43
Price Std Deviation 0.490.080.19
🚀 Returns & Growth
CAGR % +91.00%-74.74%-53.07%
Annualized Return % +91.00%-74.74%-53.07%
Total Return % +83.69%-72.56%-50.88%
⚠️ Risk & Volatility
Daily Volatility % 4.85%5.22%6.04%
Annualized Volatility % 92.58%99.68%115.30%
Max Drawdown % -39.24%-74.39%-74.91%
Sharpe Ratio 0.061-0.046-0.005
Sortino Ratio 0.058-0.045-0.006
Calmar Ratio 2.319-1.005-0.708
Ulcer Index 19.6453.6060.17
📅 Daily Performance
Win Rate % 55.7%50.1%43.9%
Positive Days 191172150
Negative Days 152171192
Best Day % +20.56%+20.68%+24.99%
Worst Day % -25.76%-19.82%-20.24%
Avg Gain (Up Days) % +3.54%+3.60%+4.92%
Avg Loss (Down Days) % -3.78%-4.10%-3.90%
Profit Factor 1.180.880.99
🔥 Streaks & Patterns
Longest Win Streak days 7115
Longest Loss Streak days 876
💹 Trading Metrics
Omega Ratio 1.1770.8830.986
Expectancy % +0.30%-0.24%-0.03%
Kelly Criterion % 2.21%0.00%0.00%
📅 Weekly Performance
Best Week % +42.27%+50.20%+50.91%
Worst Week % -17.84%-22.48%-33.41%
Weekly Win Rate % 57.7%42.3%48.1%
📆 Monthly Performance
Best Month % +25.15%+42.39%+55.15%
Worst Month % -15.46%-34.08%-28.84%
Monthly Win Rate % 46.2%38.5%38.5%
🔧 Technical Indicators
RSI (14-period) 52.7038.9651.92
Price vs 50-Day MA % +4.78%-21.21%-0.10%
Price vs 200-Day MA % +28.15%-35.09%+17.86%

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): -0.365 (Moderate negative)
ALGO (ALGO) vs TRAC (TRAC): -0.257 (Weak)
ALGO (ALGO) vs TRAC (TRAC): 0.792 (Strong 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
TRAC: Kraken
ByBit Futures Trading Trade hundreds of crypto perpetual futures