ALGO ALGO / PYTH Crypto vs CTA CTA / 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 / PYTHCTA / USD
📈 Performance Metrics
Start Price 0.700.03
End Price 1.880.02
Price Change % +170.05%-16.78%
Period High 2.470.08
Period Low 0.620.02
Price Range % 298.1%406.6%
🏆 All-Time Records
All-Time High 2.470.08
Days Since ATH 110 days139 days
Distance From ATH % -23.8%-68.4%
All-Time Low 0.620.02
Distance From ATL % +203.3%+60.2%
New ATHs Hit 30 times8 times
📌 Easy-to-Understand Stats
Avg Daily Change % 2.77%5.79%
Biggest Jump (1 Day) % +0.30+0.02
Biggest Drop (1 Day) % -1.04-0.02
Days Above Avg % 38.4%47.8%
Extreme Moves days 13 (3.8%)20 (5.8%)
Stability Score % 0.0%0.0%
Trend Strength % 54.2%45.6%
Recent Momentum (10-day) % +6.30%-9.92%
📊 Statistical Measures
Average Price 1.490.03
Median Price 1.410.03
Price Std Deviation 0.360.01
🚀 Returns & Growth
CAGR % +187.81%-17.71%
Annualized Return % +187.81%-17.71%
Total Return % +170.05%-16.78%
⚠️ Risk & Volatility
Daily Volatility % 5.07%7.96%
Annualized Volatility % 96.85%152.06%
Max Drawdown % -55.68%-75.19%
Sharpe Ratio 0.0850.033
Sortino Ratio 0.0810.034
Calmar Ratio 3.373-0.235
Ulcer Index 19.9646.05
📅 Daily Performance
Win Rate % 54.2%54.2%
Positive Days 186186
Negative Days 157157
Best Day % +35.28%+46.88%
Worst Day % -48.69%-33.74%
Avg Gain (Up Days) % +3.05%+5.16%
Avg Loss (Down Days) % -2.67%-5.54%
Profit Factor 1.351.10
🔥 Streaks & Patterns
Longest Win Streak days 108
Longest Loss Streak days 67
💹 Trading Metrics
Omega Ratio 1.3541.103
Expectancy % +0.43%+0.26%
Kelly Criterion % 5.31%0.91%
📅 Weekly Performance
Best Week % +37.35%+67.85%
Worst Week % -43.26%-31.82%
Weekly Win Rate % 50.0%61.5%
📆 Monthly Performance
Best Month % +28.21%+60.32%
Worst Month % -40.76%-40.51%
Monthly Win Rate % 69.2%46.2%
🔧 Technical Indicators
RSI (14-period) 66.7254.71
Price vs 50-Day MA % +17.84%-24.31%
Price vs 200-Day MA % +10.35%-34.49%
💰 Volume Analysis
Avg Volume 41,912,7183,590,545
Total Volume 14,417,975,0151,238,738,058

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 CTA (CTA): 0.488 (Moderate 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
CTA: Bybit
ByBit Futures Trading Trade hundreds of crypto perpetual futures