ALGO ALGO / MPLX Crypto vs ALGO ALGO / USD Crypto vs TREE TREE / 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 / MPLXALGO / USDTREE / USD
📈 Performance Metrics
Start Price 1.470.110.68
End Price 0.950.150.15
Price Change % -35.07%+34.59%-78.54%
Period High 1.660.510.68
Period Low 0.730.110.15
Price Range % 127.5%346.0%366.6%
🏆 All-Time Records
All-Time High 1.660.510.68
Days Since ATH 79 days311 days77 days
Distance From ATH % -42.5%-69.8%-78.5%
All-Time Low 0.730.110.15
Distance From ATL % +30.9%+34.6%+0.1%
New ATHs Hit 2 times20 times0 times
📌 Easy-to-Understand Stats
Avg Daily Change % 3.26%4.41%5.95%
Biggest Jump (1 Day) % +0.17+0.12+0.08
Biggest Drop (1 Day) % -0.30-0.08-0.15
Days Above Avg % 50.0%36.0%41.0%
Extreme Moves days 4 (4.9%)17 (5.0%)4 (5.2%)
Stability Score % 0.0%0.0%0.0%
Trend Strength % 55.6%52.5%55.8%
Recent Momentum (10-day) % +5.53%-8.93%-21.84%
📊 Statistical Measures
Average Price 1.120.260.33
Median Price 1.120.230.32
Price Std Deviation 0.300.080.09
🚀 Returns & Growth
CAGR % -85.72%+37.17%-99.93%
Annualized Return % -85.72%+37.17%-99.93%
Total Return % -35.07%+34.59%-78.54%
⚠️ Risk & Volatility
Daily Volatility % 5.19%6.09%7.99%
Annualized Volatility % 99.16%116.43%152.61%
Max Drawdown % -56.05%-69.82%-78.57%
Sharpe Ratio -0.0750.044-0.205
Sortino Ratio -0.0740.049-0.181
Calmar Ratio -1.5290.532-1.272
Ulcer Index 37.3549.7852.87
📅 Daily Performance
Win Rate % 44.4%52.5%43.4%
Positive Days 3618033
Negative Days 4516343
Best Day % +19.89%+36.95%+27.55%
Worst Day % -26.21%-19.82%-34.10%
Avg Gain (Up Days) % +3.25%+4.31%+4.58%
Avg Loss (Down Days) % -3.31%-4.19%-6.45%
Profit Factor 0.791.130.54
🔥 Streaks & Patterns
Longest Win Streak days 4113
Longest Loss Streak days 774
💹 Trading Metrics
Omega Ratio 0.7871.1340.545
Expectancy % -0.39%+0.27%-1.66%
Kelly Criterion % 0.00%1.47%0.00%
📅 Weekly Performance
Best Week % +18.52%+87.54%+15.86%
Worst Week % -27.62%-22.48%-32.28%
Weekly Win Rate % 50.0%46.2%38.5%
📆 Monthly Performance
Best Month % +18.51%+288.38%+-3.99%
Worst Month % -32.89%-31.62%-32.42%
Monthly Win Rate % 40.0%38.5%0.0%
🔧 Technical Indicators
RSI (14-period) 78.5326.5016.64
Price vs 50-Day MA % +5.81%-30.94%-49.51%
Price vs 200-Day MA % N/A-29.68%N/A

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): 0.693 (Moderate positive)
ALGO (ALGO) vs TREE (TREE): 0.668 (Moderate positive)
ALGO (ALGO) vs TREE (TREE): 0.719 (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
TREE: Kraken
ByBit Futures Trading Trade hundreds of crypto perpetual futures