ALGO ALGO / PHA Crypto vs ALGO ALGO / USD Crypto vs M M / 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 / PHAALGO / USDM / USD
📈 Performance Metrics
Start Price 1.530.180.05
End Price 3.130.162.14
Price Change % +105.05%-13.65%+3,809.31%
Period High 3.180.512.80
Period Low 0.670.150.05
Price Range % 377.1%230.7%5,165.1%
🏆 All-Time Records
All-Time High 3.180.512.80
Days Since ATH 12 days323 days39 days
Distance From ATH % -1.6%-68.8%-23.7%
All-Time Low 0.670.150.05
Distance From ATL % +369.4%+3.0%+3,918.8%
New ATHs Hit 12 times12 times18 times
📌 Easy-to-Understand Stats
Avg Daily Change % 3.75%4.35%7.38%
Biggest Jump (1 Day) % +0.84+0.12+0.70
Biggest Drop (1 Day) % -0.96-0.08-0.64
Days Above Avg % 43.3%36.0%45.7%
Extreme Moves days 14 (4.1%)19 (5.5%)8 (7.0%)
Stability Score % 0.0%0.0%0.0%
Trend Strength % 53.9%48.4%49.6%
Recent Momentum (10-day) % +7.31%-7.34%-0.32%
📊 Statistical Measures
Average Price 1.980.261.27
Median Price 1.900.230.65
Price Std Deviation 0.470.080.93
🚀 Returns & Growth
CAGR % +114.72%-14.46%+11,302,736.64%
Annualized Return % +114.72%-14.46%+11,302,736.64%
Total Return % +105.05%-13.65%+3,809.31%
⚠️ Risk & Volatility
Daily Volatility % 6.75%5.91%16.83%
Annualized Volatility % 128.88%112.97%321.56%
Max Drawdown % -77.61%-69.76%-56.07%
Sharpe Ratio 0.0680.0220.262
Sortino Ratio 0.0660.0240.512
Calmar Ratio 1.478-0.207201,597.224
Ulcer Index 36.3351.3029.16
📅 Daily Performance
Win Rate % 53.9%51.6%49.6%
Positive Days 18517757
Negative Days 15816658
Best Day % +37.67%+36.95%+84.64%
Worst Day % -53.31%-19.82%-30.64%
Avg Gain (Up Days) % +4.04%+4.15%+15.09%
Avg Loss (Down Days) % -3.73%-4.16%-6.07%
Profit Factor 1.271.062.44
🔥 Streaks & Patterns
Longest Win Streak days 8117
Longest Loss Streak days 676
💹 Trading Metrics
Omega Ratio 1.2681.0632.442
Expectancy % +0.46%+0.13%+4.42%
Kelly Criterion % 3.06%0.74%4.82%
📅 Weekly Performance
Best Week % +54.27%+87.54%+288.00%
Worst Week % -77.20%-22.48%-20.84%
Weekly Win Rate % 49.1%43.4%52.6%
📆 Monthly Performance
Best Month % +79.76%+141.35%+630.49%
Worst Month % -70.65%-31.62%-11.37%
Monthly Win Rate % 69.2%38.5%60.0%
🔧 Technical Indicators
RSI (14-period) 51.2950.9736.56
Price vs 50-Day MA % +25.66%-23.30%-6.89%
Price vs 200-Day MA % +48.05%-27.28%N/A
💰 Volume Analysis
Avg Volume 58,180,9307,994,2951,449,669
Total Volume 20,014,239,8472,750,037,323168,161,581

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): -0.017 (Weak)
ALGO (ALGO) vs M (M): 0.368 (Moderate positive)
ALGO (ALGO) vs M (M): -0.543 (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
ALGO: Kraken
M: Kraken
ByBit Futures Trading Trade hundreds of crypto perpetual futures