ALGO ALGO / MPLX Crypto vs ALGO ALGO / USD Crypto vs SQT SQT / 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 / MPLXALGO / USDSQT / USD
📈 Performance Metrics
Start Price 1.470.500.01
End Price 1.690.130.00
Price Change % +14.88%-73.50%-90.68%
Period High 1.690.510.01
Period Low 0.730.130.00
Price Range % 131.6%290.5%1,471.1%
🏆 All-Time Records
All-Time High 1.690.510.01
Days Since ATH 0 days342 days314 days
Distance From ATH % +0.0%-74.0%-91.0%
All-Time Low 0.730.130.00
Distance From ATL % +131.6%+1.4%+41.2%
New ATHs Hit 3 times1 times1 times
📌 Easy-to-Understand Stats
Avg Daily Change % 3.21%4.01%4.91%
Biggest Jump (1 Day) % +0.23+0.07+0.00
Biggest Drop (1 Day) % -0.30-0.080.00
Days Above Avg % 55.4%37.2%29.4%
Extreme Moves days 6 (5.4%)19 (5.5%)9 (2.9%)
Stability Score % 0.0%0.0%0.0%
Trend Strength % 49.5%50.1%62.2%
Recent Momentum (10-day) % +0.35%-5.24%-28.26%
📊 Statistical Measures
Average Price 1.220.250.00
Median Price 1.370.230.00
Price Std Deviation 0.320.080.00
🚀 Returns & Growth
CAGR % +57.78%-75.66%-93.60%
Annualized Return % +57.78%-75.66%-93.60%
Total Return % +14.88%-73.50%-90.68%
⚠️ Risk & Volatility
Daily Volatility % 5.23%5.18%8.77%
Annualized Volatility % 99.91%98.90%167.52%
Max Drawdown % -56.05%-74.39%-93.64%
Sharpe Ratio 0.050-0.049-0.049
Sortino Ratio 0.054-0.048-0.075
Calmar Ratio 1.031-1.017-1.000
Ulcer Index 33.0054.0376.62
📅 Daily Performance
Win Rate % 49.5%49.9%37.2%
Positive Days 55171116
Negative Days 56172196
Best Day % +20.30%+20.68%+73.41%
Worst Day % -26.21%-19.82%-17.36%
Avg Gain (Up Days) % +3.62%+3.58%+5.76%
Avg Loss (Down Days) % -3.03%-4.06%-4.09%
Profit Factor 1.170.880.83
🔥 Streaks & Patterns
Longest Win Streak days 6115
Longest Loss Streak days 777
💹 Trading Metrics
Omega Ratio 1.1720.8760.833
Expectancy % +0.26%-0.25%-0.43%
Kelly Criterion % 2.41%0.00%0.00%
📅 Weekly Performance
Best Week % +43.48%+50.20%+28.30%
Worst Week % -27.62%-22.48%-36.57%
Weekly Win Rate % 55.6%42.3%25.0%
📆 Monthly Performance
Best Month % +92.20%+42.39%+33.51%
Worst Month % -32.89%-33.16%-44.45%
Monthly Win Rate % 50.0%38.5%16.7%
🔧 Technical Indicators
RSI (14-period) 69.9247.7938.24
Price vs 50-Day MA % +39.26%-23.05%-11.74%
Price vs 200-Day MA % N/A-37.78%-38.53%
💰 Volume Analysis
Avg Volume 32,267,9926,895,72571,096,694
Total Volume 3,614,015,1452,372,129,26922,466,555,185

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): -0.178 (Weak)
ALGO (ALGO) vs SQT (SQT): 0.522 (Moderate positive)
ALGO (ALGO) vs SQT (SQT): 0.844 (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
SQT: Bybit
ByBit Futures Trading Trade hundreds of crypto perpetual futures