ALGO ALGO / PYTH Crypto vs F F / USD Crypto vs MAT MAT / 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 / PYTHF / USDMAT / USD
📈 Performance Metrics
Start Price 0.990.061.78
End Price 1.930.010.17
Price Change % +95.51%-87.85%-90.69%
Period High 2.470.092.01
Period Low 0.840.010.15
Price Range % 194.6%1,287.9%1,207.9%
🏆 All-Time Records
All-Time High 2.470.092.01
Days Since ATH 123 days341 days86 days
Distance From ATH % -21.6%-91.3%-91.8%
All-Time Low 0.840.010.15
Distance From ATL % +130.9%+20.4%+7.5%
New ATHs Hit 26 times3 times1 times
📌 Easy-to-Understand Stats
Avg Daily Change % 2.64%6.29%11.96%
Biggest Jump (1 Day) % +0.30+0.02+0.69
Biggest Drop (1 Day) % -1.04-0.01-0.64
Days Above Avg % 41.3%31.9%36.8%
Extreme Moves days 15 (4.4%)10 (2.9%)10 (6.6%)
Stability Score % 0.0%0.0%0.0%
Trend Strength % 54.5%56.1%64.9%
Recent Momentum (10-day) % +2.95%-12.77%-24.78%
📊 Statistical Measures
Average Price 1.530.020.57
Median Price 1.430.010.43
Price Std Deviation 0.350.020.37
🚀 Returns & Growth
CAGR % +104.10%-89.32%-99.68%
Annualized Return % +104.10%-89.32%-99.68%
Total Return % +95.51%-87.85%-90.69%
⚠️ Risk & Volatility
Daily Volatility % 4.61%11.15%16.21%
Annualized Volatility % 88.00%213.07%309.78%
Max Drawdown % -55.68%-92.79%-92.35%
Sharpe Ratio 0.069-0.011-0.027
Sortino Ratio 0.061-0.018-0.041
Calmar Ratio 1.870-0.963-1.079
Ulcer Index 20.4279.3872.65
📅 Daily Performance
Win Rate % 54.7%43.7%33.8%
Positive Days 18715050
Negative Days 15519398
Best Day % +18.91%+129.66%+89.68%
Worst Day % -48.69%-32.74%-34.67%
Avg Gain (Up Days) % +2.75%+6.45%+14.06%
Avg Loss (Down Days) % -2.61%-5.24%-7.85%
Profit Factor 1.270.960.91
🔥 Streaks & Patterns
Longest Win Streak days 1094
Longest Loss Streak days 687
💹 Trading Metrics
Omega Ratio 1.2710.9570.913
Expectancy % +0.32%-0.13%-0.45%
Kelly Criterion % 4.47%0.00%0.00%
📅 Weekly Performance
Best Week % +20.54%+208.28%+169.48%
Worst Week % -43.26%-32.50%-57.12%
Weekly Win Rate % 50.0%40.4%29.2%
📆 Monthly Performance
Best Month % +28.01%+72.21%+336.11%
Worst Month % -40.76%-46.62%-72.65%
Monthly Win Rate % 69.2%15.4%14.3%
🔧 Technical Indicators
RSI (14-period) 58.1621.0233.84
Price vs 50-Day MA % +12.06%-28.17%-52.03%
Price vs 200-Day MA % +11.36%-26.19%N/A

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 F (F): -0.713 (Strong negative)
ALGO (ALGO) vs MAT (MAT): -0.404 (Moderate negative)
F (F) vs MAT (MAT): 0.074 (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
F: Bybit
MAT: Kraken
ByBit Futures Trading Trade hundreds of crypto perpetual futures