ALGO ALGO / MBL Crypto vs ALGO ALGO / USD Crypto vs XETHZ XETHZ / 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 / MBLALGO / USDXETHZ / USD
📈 Performance Metrics
Start Price 109.350.483,844.31
End Price 98.700.143,193.99
Price Change % -9.74%-69.92%-16.92%
Period High 136.210.514,830.00
Period Low 73.080.131,471.99
Price Range % 86.4%290.5%228.1%
🏆 All-Time Records
All-Time High 136.210.514,830.00
Days Since ATH 27 days340 days82 days
Distance From ATH % -27.5%-71.7%-33.9%
All-Time Low 73.080.131,471.99
Distance From ATL % +35.1%+10.5%+117.0%
New ATHs Hit 8 times2 times7 times
📌 Easy-to-Understand Stats
Avg Daily Change % 2.87%4.06%2.77%
Biggest Jump (1 Day) % +19.97+0.07+606.27
Biggest Drop (1 Day) % -18.48-0.08-649.19
Days Above Avg % 53.5%36.9%48.3%
Extreme Moves days 17 (5.0%)19 (5.5%)17 (5.0%)
Stability Score % 95.8%0.0%99.9%
Trend Strength % 51.0%49.6%49.6%
Recent Momentum (10-day) % -18.14%-4.90%+2.20%
📊 Statistical Measures
Average Price 101.870.253,061.38
Median Price 104.980.233,006.28
Price Std Deviation 15.160.08883.04
🚀 Returns & Growth
CAGR % -10.33%-72.15%-17.90%
Annualized Return % -10.33%-72.15%-17.90%
Total Return % -9.74%-69.92%-16.92%
⚠️ Risk & Volatility
Daily Volatility % 4.25%5.21%4.03%
Annualized Volatility % 81.23%99.61%77.06%
Max Drawdown % -44.32%-74.39%-63.26%
Sharpe Ratio 0.014-0.0410.007
Sortino Ratio 0.015-0.0400.007
Calmar Ratio -0.233-0.970-0.283
Ulcer Index 24.8153.7333.26
📅 Daily Performance
Win Rate % 49.0%50.4%50.4%
Positive Days 168173173
Negative Days 175170170
Best Day % +22.61%+20.68%+21.91%
Worst Day % -16.30%-19.82%-14.78%
Avg Gain (Up Days) % +2.99%+3.60%+2.81%
Avg Loss (Down Days) % -2.76%-4.10%-2.81%
Profit Factor 1.040.891.02
🔥 Streaks & Patterns
Longest Win Streak days 7119
Longest Loss Streak days 776
💹 Trading Metrics
Omega Ratio 1.0420.8951.019
Expectancy % +0.06%-0.21%+0.03%
Kelly Criterion % 0.72%0.00%0.34%
📅 Weekly Performance
Best Week % +38.75%+50.20%+38.23%
Worst Week % -18.78%-22.48%-17.83%
Weekly Win Rate % 42.3%44.2%55.8%
📆 Monthly Performance
Best Month % +32.28%+42.39%+53.72%
Worst Month % -26.40%-31.62%-28.24%
Monthly Win Rate % 53.8%38.5%38.5%
🔧 Technical Indicators
RSI (14-period) 39.5851.2069.08
Price vs 50-Day MA % -15.28%-17.66%-10.00%
Price vs 200-Day MA % -3.99%-32.52%-4.28%
💰 Volume Analysis
Avg Volume 2,842,360,7187,045,85426,979
Total Volume 977,772,087,1592,423,773,7319,280,931

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): 0.456 (Moderate positive)
ALGO (ALGO) vs XETHZ (XETHZ): 0.695 (Moderate positive)
ALGO (ALGO) vs XETHZ (XETHZ): 0.371 (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
XETHZ: Kraken
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