ALGO ALGO / PYTH Crypto vs HFT HFT / PYTH 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 / PYTHHFT / PYTH

📈 Performance Metrics

Start Price 0.950.64

End Price 1.930.51

Price Change % +103.11%-20.48%

Period High 2.471.37

Period Low 0.840.35

Price Range % 194.6%290.1%

🏆 All-Time Records

All-Time High 2.471.37

Days Since ATH 127 days143 days

Distance From ATH % -21.8%-62.8%

All-Time Low 0.840.35

Distance From ATL % +130.5%+45.3%

New ATHs Hit 28 times3 times

📌 Easy-to-Understand Stats

Avg Daily Change % 2.62%4.06%

Biggest Jump (1 Day) % +0.30+0.61

Biggest Drop (1 Day) % -1.04-0.34

Days Above Avg % 41.9%39.0%

Extreme Moves days 15 (4.4%)8 (2.3%)

Stability Score % 0.0%0.0%

Trend Strength % 55.4%53.9%

Recent Momentum (10-day) % +3.43%+1.81%

📊 Statistical Measures

Average Price 1.540.54

Median Price 1.440.51

Price Std Deviation 0.340.13

🚀 Returns & Growth

CAGR % +112.55%-21.64%

Annualized Return % +112.55%-21.64%

Total Return % +103.11%-20.48%

⚠️ Risk & Volatility

Daily Volatility % 4.59%7.89%

Annualized Volatility % 87.63%150.67%

Max Drawdown % -55.68%-74.36%

Sharpe Ratio 0.0720.026

Sortino Ratio 0.0620.036

Calmar Ratio 2.021-0.291

Ulcer Index 20.4442.56

📅 Daily Performance

Win Rate % 55.4%45.9%

Positive Days 190157

Negative Days 153185

Best Day % +18.91%+95.76%

Worst Day % -48.69%-49.14%

Avg Gain (Up Days) % +2.70%+4.45%

Avg Loss (Down Days) % -2.61%-3.39%

Profit Factor 1.281.11

🔥 Streaks & Patterns

Longest Win Streak days 105

Longest Loss Streak days 613

💹 Trading Metrics

Omega Ratio 1.2831.113

Expectancy % +0.33%+0.21%

Kelly Criterion % 4.68%1.37%

📅 Weekly Performance

Best Week % +20.54%+40.36%

Worst Week % -43.26%-37.20%

Weekly Win Rate % 50.0%42.3%

📆 Monthly Performance

Best Month % +28.01%+146.50%

Worst Month % -40.76%-55.95%

Monthly Win Rate % 69.2%53.8%

🔧 Technical Indicators

RSI (14-period) 60.5664.92

Price vs 50-Day MA % +9.05%+8.83%

Price vs 200-Day MA % +10.51%-10.86%

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 HFT (HFT):	0.369 (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
HFT: Kraken