ALGO ALGO / PYTH Crypto vs CTA CTA / PYTH Crypto

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Detailed statistical analysis including performance metrics, risk indicators, technical analysis, and advanced ratios.

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Asset ALGO / PYTHCTA / PYTH
📈 Performance Metrics
Start Price 0.950.07
End Price 1.930.29
Price Change % +103.11%+303.74%
Period High 2.470.81
Period Low 0.840.04
Price Range % 194.6%1,740.4%
🏆 All-Time Records
All-Time High 2.470.81
Days Since ATH 127 days155 days
Distance From ATH % -21.8%-64.6%
All-Time Low 0.840.04
Distance From ATL % +130.5%+552.4%
New ATHs Hit 28 times29 times
📌 Easy-to-Understand Stats
Avg Daily Change % 2.62%7.14%
Biggest Jump (1 Day) % +0.30+0.17
Biggest Drop (1 Day) % -1.04-0.17
Days Above Avg % 41.9%48.5%
Extreme Moves days 15 (4.4%)19 (5.5%)
Stability Score % 0.0%0.0%
Trend Strength % 55.4%55.4%
Recent Momentum (10-day) % +3.43%-8.14%
📊 Statistical Measures
Average Price 1.540.23
Median Price 1.440.23
Price Std Deviation 0.340.14
🚀 Returns & Growth
CAGR % +112.55%+341.54%
Annualized Return % +112.55%+341.54%
Total Return % +103.11%+303.74%
⚠️ Risk & Volatility
Daily Volatility % 4.59%9.24%
Annualized Volatility % 87.63%176.58%
Max Drawdown % -55.68%-81.06%
Sharpe Ratio 0.0720.091
Sortino Ratio 0.0620.096
Calmar Ratio 2.0214.213
Ulcer Index 20.4442.80
📅 Daily Performance
Win Rate % 55.4%55.4%
Positive Days 190190
Negative Days 153153
Best Day % +18.91%+52.71%
Worst Day % -48.69%-51.31%
Avg Gain (Up Days) % +2.70%+6.62%
Avg Loss (Down Days) % -2.61%-6.34%
Profit Factor 1.281.30
🔥 Streaks & Patterns
Longest Win Streak days 109
Longest Loss Streak days 66
💹 Trading Metrics
Omega Ratio 1.2831.297
Expectancy % +0.33%+0.84%
Kelly Criterion % 4.68%2.00%
📅 Weekly Performance
Best Week % +20.54%+104.57%
Worst Week % -43.26%-42.79%
Weekly Win Rate % 50.0%46.2%
📆 Monthly Performance
Best Month % +28.01%+98.77%
Worst Month % -40.76%-37.97%
Monthly Win Rate % 69.2%61.5%
🔧 Technical Indicators
RSI (14-period) 60.5642.06
Price vs 50-Day MA % +9.05%-0.61%
Price vs 200-Day MA % +10.51%-11.92%
💰 Volume Analysis
Avg Volume 42,204,74523,522,607
Total Volume 14,518,432,2308,091,776,888

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): 0.733 (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
CTA: Bybit
ByBit Futures Trading Trade hundreds of crypto perpetual futures