ALGO ALGO / MDAO Crypto vs T T / MDAO Crypto vs DATA DATA / MDAO Crypto

Stats Comprehensive Analytics for the Selected Time Period

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

Settings

Asset ALGO / MDAOT / MDAODATA / MDAO
📈 Performance Metrics
Start Price 1.590.300.46
End Price 7.770.530.48
Price Change % +387.41%+77.19%+4.29%
Period High 11.450.941.03
Period Low 1.580.280.31
Price Range % 623.8%239.6%239.0%
🏆 All-Time Records
All-Time High 11.450.941.03
Days Since ATH 57 days174 days299 days
Distance From ATH % -32.2%-43.5%-53.4%
All-Time Low 1.580.280.31
Distance From ATL % +391.1%+92.0%+57.8%
New ATHs Hit 29 times19 times21 times
📌 Easy-to-Understand Stats
Avg Daily Change % 4.75%4.59%4.57%
Biggest Jump (1 Day) % +2.12+0.26+0.18
Biggest Drop (1 Day) % -2.39-0.17-0.17
Days Above Avg % 52.9%49.7%52.6%
Extreme Moves days 20 (5.8%)17 (5.0%)18 (5.2%)
Stability Score % 0.3%0.0%0.0%
Trend Strength % 53.6%51.3%52.5%
Recent Momentum (10-day) % +7.88%+2.42%+4.54%
📊 Statistical Measures
Average Price 6.990.550.61
Median Price 7.040.550.62
Price Std Deviation 1.810.120.14
🚀 Returns & Growth
CAGR % +439.53%+83.81%+4.57%
Annualized Return % +439.53%+83.81%+4.57%
Total Return % +387.41%+77.19%+4.29%
⚠️ Risk & Volatility
Daily Volatility % 6.96%6.47%6.39%
Annualized Volatility % 133.03%123.57%122.11%
Max Drawdown % -60.28%-66.28%-70.50%
Sharpe Ratio 0.1010.0580.035
Sortino Ratio 0.1100.0600.034
Calmar Ratio 7.2921.2640.065
Ulcer Index 24.9630.6240.61
📅 Daily Performance
Win Rate % 53.6%51.3%52.5%
Positive Days 184176180
Negative Days 159167163
Best Day % +38.03%+39.12%+33.05%
Worst Day % -30.99%-30.96%-32.62%
Avg Gain (Up Days) % +5.20%+4.80%+4.64%
Avg Loss (Down Days) % -4.51%-4.28%-4.66%
Profit Factor 1.341.181.10
🔥 Streaks & Patterns
Longest Win Streak days 977
Longest Loss Streak days 888
💹 Trading Metrics
Omega Ratio 1.3361.1811.100
Expectancy % +0.70%+0.38%+0.22%
Kelly Criterion % 3.00%1.83%1.02%
📅 Weekly Performance
Best Week % +89.00%+33.15%+34.58%
Worst Week % -30.23%-23.48%-23.09%
Weekly Win Rate % 58.8%54.9%56.9%
📆 Monthly Performance
Best Month % +362.55%+98.88%+73.15%
Worst Month % -35.59%-34.96%-28.16%
Monthly Win Rate % 53.8%61.5%53.8%
🔧 Technical Indicators
RSI (14-period) 62.1358.2860.53
Price vs 50-Day MA % +27.16%+26.11%+20.70%
Price vs 200-Day MA % +1.40%-9.05%-14.27%

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 T (T): 0.807 (Strong positive)
ALGO (ALGO) vs DATA (DATA): 0.335 (Moderate positive)
T (T) vs DATA (DATA): 0.487 (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
T: Kraken
DATA: Binance
ByBit Futures Trading Trade hundreds of crypto perpetual futures