ALGO ALGO / PYTH Crypto vs F F / PYTH Crypto vs EPT EPT / 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 / PYTHF / PYTHEPT / PYTH
📈 Performance Metrics
Start Price 0.980.170.05
End Price 1.860.110.03
Price Change % +90.76%-35.47%-41.62%
Period High 2.470.190.05
Period Low 0.840.030.02
Price Range % 194.6%505.7%185.1%
🏆 All-Time Records
All-Time High 2.470.190.05
Days Since ATH 128 days286 days137 days
Distance From ATH % -24.4%-42.1%-41.6%
All-Time Low 0.840.030.02
Distance From ATL % +122.7%+250.9%+66.4%
New ATHs Hit 27 times2 times0 times
📌 Easy-to-Understand Stats
Avg Daily Change % 2.62%5.62%5.31%
Biggest Jump (1 Day) % +0.30+0.08+0.01
Biggest Drop (1 Day) % -1.04-0.04-0.02
Days Above Avg % 42.2%47.7%55.8%
Extreme Moves days 15 (4.4%)11 (3.2%)5 (3.6%)
Stability Score % 0.0%0.0%0.0%
Trend Strength % 54.8%60.1%47.4%
Recent Momentum (10-day) % +2.37%-5.37%-7.89%
📊 Statistical Measures
Average Price 1.540.100.03
Median Price 1.440.100.03
Price Std Deviation 0.340.030.00
🚀 Returns & Growth
CAGR % +98.82%-37.26%-76.16%
Annualized Return % +98.82%-37.26%-76.16%
Total Return % +90.76%-35.47%-41.62%
⚠️ Risk & Volatility
Daily Volatility % 4.59%12.23%8.02%
Annualized Volatility % 87.67%233.59%153.15%
Max Drawdown % -55.68%-83.49%-64.92%
Sharpe Ratio 0.0680.037-0.002
Sortino Ratio 0.0590.066-0.001
Calmar Ratio 1.775-0.446-1.173
Ulcer Index 20.4947.7534.58
📅 Daily Performance
Win Rate % 54.8%39.9%52.2%
Positive Days 18813771
Negative Days 15520665
Best Day % +18.91%+133.06%+24.24%
Worst Day % -48.69%-49.02%-52.73%
Avg Gain (Up Days) % +2.71%+7.83%+5.05%
Avg Loss (Down Days) % -2.60%-4.45%-5.54%
Profit Factor 1.271.171.00
🔥 Streaks & Patterns
Longest Win Streak days 1055
Longest Loss Streak days 6137
💹 Trading Metrics
Omega Ratio 1.2651.1680.995
Expectancy % +0.31%+0.45%-0.01%
Kelly Criterion % 4.42%1.29%0.00%
📅 Weekly Performance
Best Week % +20.54%+198.22%+15.76%
Worst Week % -43.26%-43.36%-47.80%
Weekly Win Rate % 50.0%38.5%57.1%
📆 Monthly Performance
Best Month % +28.01%+89.30%+37.35%
Worst Month % -40.76%-49.09%-35.00%
Monthly Win Rate % 61.5%23.1%50.0%
🔧 Technical Indicators
RSI (14-period) 50.3435.9637.12
Price vs 50-Day MA % +4.88%-1.72%-11.88%
Price vs 200-Day MA % +6.66%+27.71%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): -0.516 (Moderate negative)
ALGO (ALGO) vs EPT (EPT): 0.428 (Moderate positive)
F (F) vs EPT (EPT): 0.175 (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
EPT: Kraken
ByBit Futures Trading Trade hundreds of crypto perpetual futures