ALGO ALGO / NODE Crypto vs ALGO ALGO / NODE Crypto vs GLM GLM / 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 / NODEALGO / NODEGLM / USD
📈 Performance Metrics
Start Price 3.373.370.29
End Price 2.962.960.22
Price Change % -12.27%-12.27%-24.66%
Period High 3.673.670.53
Period Low 2.132.130.21
Price Range % 72.0%72.0%159.9%
🏆 All-Time Records
All-Time High 3.673.670.53
Days Since ATH 23 days23 days306 days
Distance From ATH % -19.4%-19.4%-58.6%
All-Time Low 2.132.130.21
Distance From ATL % +38.7%+38.7%+7.7%
New ATHs Hit 1 times1 times19 times
📌 Easy-to-Understand Stats
Avg Daily Change % 6.52%6.52%3.66%
Biggest Jump (1 Day) % +0.48+0.48+0.14
Biggest Drop (1 Day) % -0.69-0.69-0.09
Days Above Avg % 52.1%52.1%34.2%
Extreme Moves days 6 (8.6%)6 (8.6%)11 (3.2%)
Stability Score % 0.0%0.0%0.0%
Trend Strength % 44.3%44.3%46.3%
Recent Momentum (10-day) % -0.54%-0.54%-0.66%
📊 Statistical Measures
Average Price 2.942.940.29
Median Price 2.972.970.27
Price Std Deviation 0.400.400.07
🚀 Returns & Growth
CAGR % -49.47%-49.47%-26.15%
Annualized Return % -49.47%-49.47%-26.15%
Total Return % -12.27%-12.27%-24.66%
⚠️ Risk & Volatility
Daily Volatility % 8.34%8.34%5.37%
Annualized Volatility % 159.27%159.27%102.65%
Max Drawdown % -36.76%-36.76%-61.52%
Sharpe Ratio 0.0200.0200.010
Sortino Ratio 0.0190.0190.011
Calmar Ratio -1.346-1.346-0.425
Ulcer Index 18.1618.1645.84
📅 Daily Performance
Win Rate % 55.7%55.7%53.3%
Positive Days 3939180
Negative Days 3131158
Best Day % +17.44%+17.44%+52.56%
Worst Day % -20.24%-20.24%-20.55%
Avg Gain (Up Days) % +5.96%+5.96%+3.37%
Avg Loss (Down Days) % -7.12%-7.12%-3.72%
Profit Factor 1.051.051.03
🔥 Streaks & Patterns
Longest Win Streak days 12128
Longest Loss Streak days 336
💹 Trading Metrics
Omega Ratio 1.0541.0541.031
Expectancy % +0.17%+0.17%+0.05%
Kelly Criterion % 0.40%0.40%0.42%
📅 Weekly Performance
Best Week % +29.25%+29.25%+53.15%
Worst Week % -17.77%-17.77%-21.79%
Weekly Win Rate % 54.5%54.5%49.0%
📆 Monthly Performance
Best Month % +42.24%+42.24%+69.58%
Worst Month % -22.08%-22.08%-27.38%
Monthly Win Rate % 25.0%25.0%33.3%
🔧 Technical Indicators
RSI (14-period) 44.2244.2248.33
Price vs 50-Day MA % +0.33%+0.33%-5.86%
Price vs 200-Day MA % N/AN/A-11.49%
💰 Volume Analysis
Avg Volume 61,854,61061,854,610780,473
Total Volume 4,391,677,3374,391,677,337266,921,805

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): 1.000 (Strong positive)
ALGO (ALGO) vs GLM (GLM): -0.107 (Weak)
ALGO (ALGO) vs GLM (GLM): -0.107 (Weak)

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
GLM: Coinbase
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