ALGO ALGO / PYTH Crypto vs ALGO ALGO / PYTH Crypto vs ES ES / PYTH 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 / PYTHALGO / PYTHES / PYTH
📈 Performance Metrics
Start Price 0.950.952.61
End Price 1.931.931.58
Price Change % +103.11%+103.11%-39.65%
Period High 2.472.472.61
Period Low 0.840.840.67
Price Range % 194.6%194.6%292.3%
🏆 All-Time Records
All-Time High 2.472.472.61
Days Since ATH 127 days127 days128 days
Distance From ATH % -21.8%-21.8%-39.6%
All-Time Low 0.840.840.67
Distance From ATL % +130.5%+130.5%+136.8%
New ATHs Hit 28 times28 times0 times
📌 Easy-to-Understand Stats
Avg Daily Change % 2.62%2.62%4.86%
Biggest Jump (1 Day) % +0.30+0.30+0.27
Biggest Drop (1 Day) % -1.04-1.04-0.63
Days Above Avg % 41.9%41.9%48.1%
Extreme Moves days 15 (4.4%)15 (4.4%)4 (3.1%)
Stability Score % 0.0%0.0%0.0%
Trend Strength % 55.4%55.4%49.2%
Recent Momentum (10-day) % +3.43%+3.43%+13.47%
📊 Statistical Measures
Average Price 1.541.541.23
Median Price 1.441.441.20
Price Std Deviation 0.340.340.37
🚀 Returns & Growth
CAGR % +112.55%+112.55%-76.31%
Annualized Return % +112.55%+112.55%-76.31%
Total Return % +103.11%+103.11%-39.65%
⚠️ Risk & Volatility
Daily Volatility % 4.59%4.59%7.28%
Annualized Volatility % 87.63%87.63%139.00%
Max Drawdown % -55.68%-55.68%-74.51%
Sharpe Ratio 0.0720.072-0.012
Sortino Ratio 0.0620.062-0.010
Calmar Ratio 2.0212.021-1.024
Ulcer Index 20.4420.4454.94
📅 Daily Performance
Win Rate % 55.4%55.4%50.4%
Positive Days 19019064
Negative Days 15315363
Best Day % +18.91%+18.91%+22.78%
Worst Day % -48.69%-48.69%-48.42%
Avg Gain (Up Days) % +2.70%+2.70%+4.54%
Avg Loss (Down Days) % -2.61%-2.61%-4.78%
Profit Factor 1.281.280.96
🔥 Streaks & Patterns
Longest Win Streak days 10107
Longest Loss Streak days 666
💹 Trading Metrics
Omega Ratio 1.2831.2830.964
Expectancy % +0.33%+0.33%-0.09%
Kelly Criterion % 4.68%4.68%0.00%
📅 Weekly Performance
Best Week % +20.54%+20.54%+22.38%
Worst Week % -43.26%-43.26%-43.36%
Weekly Win Rate % 50.0%50.0%50.0%
📆 Monthly Performance
Best Month % +28.01%+28.01%+32.72%
Worst Month % -40.76%-40.76%-54.58%
Monthly Win Rate % 69.2%69.2%50.0%
🔧 Technical Indicators
RSI (14-period) 60.5660.5669.06
Price vs 50-Day MA % +9.05%+9.05%+37.07%
Price vs 200-Day MA % +10.51%+10.51%N/A
💰 Volume Analysis
Avg Volume 42,204,74542,204,7453,849,734
Total Volume 14,518,432,23014,518,432,230492,765,975

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 ES (ES): 0.913 (Strong positive)
ALGO (ALGO) vs ES (ES): 0.913 (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
ES: Kraken
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