ALGO ALGO / MPLX Crypto vs FTT FTT / 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 / MPLXFTT / USD
📈 Performance Metrics
Start Price 1.473.44
End Price 1.700.62
Price Change % +15.52%-82.10%
Period High 1.703.87
Period Low 0.730.53
Price Range % 132.9%637.5%
🏆 All-Time Records
All-Time High 1.703.87
Days Since ATH 0 days319 days
Distance From ATH % +0.0%-84.1%
All-Time Low 0.730.53
Distance From ATL % +132.9%+17.3%
New ATHs Hit 4 times3 times
📌 Easy-to-Understand Stats
Avg Daily Change % 3.16%4.48%
Biggest Jump (1 Day) % +0.23+0.58
Biggest Drop (1 Day) % -0.30-0.49
Days Above Avg % 56.1%27.0%
Extreme Moves days 6 (5.3%)19 (5.5%)
Stability Score % 0.0%0.0%
Trend Strength % 49.6%55.5%
Recent Momentum (10-day) % +3.44%-3.93%
📊 Statistical Measures
Average Price 1.221.32
Median Price 1.370.96
Price Std Deviation 0.330.76
🚀 Returns & Growth
CAGR % +59.34%-83.88%
Annualized Return % +59.34%-83.88%
Total Return % +15.52%-82.10%
⚠️ Risk & Volatility
Daily Volatility % 5.18%5.54%
Annualized Volatility % 99.06%105.84%
Max Drawdown % -56.05%-86.44%
Sharpe Ratio 0.051-0.063
Sortino Ratio 0.055-0.068
Calmar Ratio 1.059-0.970
Ulcer Index 32.7168.61
📅 Daily Performance
Win Rate % 49.6%44.0%
Positive Days 56150
Negative Days 57191
Best Day % +20.30%+35.00%
Worst Day % -26.21%-20.03%
Avg Gain (Up Days) % +3.58%+4.07%
Avg Loss (Down Days) % -2.99%-3.83%
Profit Factor 1.180.84
🔥 Streaks & Patterns
Longest Win Streak days 69
Longest Loss Streak days 79
💹 Trading Metrics
Omega Ratio 1.1750.836
Expectancy % +0.26%-0.35%
Kelly Criterion % 2.47%0.00%
📅 Weekly Performance
Best Week % +43.48%+23.16%
Worst Week % -27.62%-24.69%
Weekly Win Rate % 55.6%47.2%
📆 Monthly Performance
Best Month % +92.20%+20.35%
Worst Month % -32.89%-41.51%
Monthly Win Rate % 50.0%38.5%
🔧 Technical Indicators
RSI (14-period) 67.2553.13
Price vs 50-Day MA % +36.11%-16.05%
Price vs 200-Day MA % N/A-30.93%

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 FTT (FTT): -0.414 (Moderate negative)

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
FTT: Bybit
ByBit Futures Trading Trade hundreds of crypto perpetual futures