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 0.950.160.05
End Price 1.930.110.03
Price Change % +103.11%-32.67%-42.38%
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 127 days285 days136 days
Distance From ATH % -21.8%-41.7%-42.4%
All-Time Low 0.840.030.02
Distance From ATL % +130.5%+252.8%+64.3%
New ATHs Hit 28 times3 times0 times
📌 Easy-to-Understand Stats
Avg Daily Change % 2.62%5.63%5.34%
Biggest Jump (1 Day) % +0.30+0.08+0.01
Biggest Drop (1 Day) % -1.04-0.04-0.02
Days Above Avg % 41.9%47.7%56.2%
Extreme Moves days 15 (4.4%)11 (3.2%)5 (3.7%)
Stability Score % 0.0%0.0%0.0%
Trend Strength % 55.4%59.5%47.8%
Recent Momentum (10-day) % +3.43%-5.49%-7.79%
📊 Statistical Measures
Average Price 1.540.100.03
Median Price 1.440.100.03
Price Std Deviation 0.340.030.00
🚀 Returns & Growth
CAGR % +112.55%-34.35%-77.22%
Annualized Return % +112.55%-34.35%-77.22%
Total Return % +103.11%-32.67%-42.38%
⚠️ Risk & Volatility
Daily Volatility % 4.59%12.23%8.04%
Annualized Volatility % 87.63%233.61%153.69%
Max Drawdown % -55.68%-83.49%-64.92%
Sharpe Ratio 0.0720.038-0.003
Sortino Ratio 0.0620.067-0.002
Calmar Ratio 2.021-0.411-1.189
Ulcer Index 20.4447.7034.53
📅 Daily Performance
Win Rate % 55.4%40.5%51.9%
Positive Days 19013970
Negative Days 15320465
Best Day % +18.91%+133.06%+24.24%
Worst Day % -48.69%-49.02%-52.73%
Avg Gain (Up Days) % +2.70%+7.74%+5.10%
Avg Loss (Down Days) % -2.61%-4.50%-5.54%
Profit Factor 1.281.170.99
🔥 Streaks & Patterns
Longest Win Streak days 1055
Longest Loss Streak days 6137
💹 Trading Metrics
Omega Ratio 1.2831.1730.992
Expectancy % +0.33%+0.46%-0.02%
Kelly Criterion % 4.68%1.33%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 % 69.2%23.1%50.0%
🔧 Technical Indicators
RSI (14-period) 60.5635.3439.28
Price vs 50-Day MA % +9.05%-0.63%-13.21%
Price vs 200-Day MA % +10.51%+28.63%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): -0.521 (Moderate negative)
ALGO (ALGO) vs EPT (EPT): 0.429 (Moderate positive)
F (F) vs EPT (EPT): 0.182 (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