ALGO ALGO / SIS Crypto vs ALGO ALGO / USD Crypto vs DRIFT DRIFT / 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 / SISALGO / USDDRIFT / USD
📈 Performance Metrics
Start Price 3.550.501.38
End Price 2.530.130.22
Price Change % -28.62%-74.14%-84.45%
Period High 4.610.511.69
Period Low 2.200.130.21
Price Range % 109.9%290.9%697.5%
🏆 All-Time Records
All-Time High 4.610.511.69
Days Since ATH 195 days338 days339 days
Distance From ATH % -45.1%-74.4%-87.3%
All-Time Low 2.200.130.21
Distance From ATL % +15.3%+0.0%+1.5%
New ATHs Hit 6 times2 times4 times
📌 Easy-to-Understand Stats
Avg Daily Change % 3.94%4.05%5.08%
Biggest Jump (1 Day) % +1.12+0.07+0.19
Biggest Drop (1 Day) % -0.71-0.08-0.43
Days Above Avg % 45.9%36.3%34.9%
Extreme Moves days 10 (2.9%)20 (5.8%)11 (3.2%)
Stability Score % 0.0%0.0%0.0%
Trend Strength % 51.6%50.1%51.3%
Recent Momentum (10-day) % +0.27%-8.04%-13.40%
📊 Statistical Measures
Average Price 3.420.250.68
Median Price 3.360.230.60
Price Std Deviation 0.550.080.30
🚀 Returns & Growth
CAGR % -30.15%-76.29%-86.20%
Annualized Return % -30.15%-76.29%-86.20%
Total Return % -28.62%-74.14%-84.45%
⚠️ Risk & Volatility
Daily Volatility % 5.87%5.21%6.91%
Annualized Volatility % 112.19%99.45%132.11%
Max Drawdown % -52.37%-74.42%-87.46%
Sharpe Ratio 0.011-0.050-0.041
Sortino Ratio 0.013-0.049-0.040
Calmar Ratio -0.576-1.025-0.986
Ulcer Index 25.3653.4662.53
📅 Daily Performance
Win Rate % 48.4%49.9%48.4%
Positive Days 166171165
Negative Days 177172176
Best Day % +51.05%+20.68%+37.36%
Worst Day % -20.25%-19.82%-51.04%
Avg Gain (Up Days) % +4.22%+3.59%+4.80%
Avg Loss (Down Days) % -3.83%-4.08%-5.05%
Profit Factor 1.030.870.89
🔥 Streaks & Patterns
Longest Win Streak days 7117
Longest Loss Streak days 777
💹 Trading Metrics
Omega Ratio 1.0330.8740.890
Expectancy % +0.07%-0.26%-0.29%
Kelly Criterion % 0.41%0.00%0.00%
📅 Weekly Performance
Best Week % +34.06%+50.20%+30.56%
Worst Week % -21.91%-22.48%-25.09%
Weekly Win Rate % 50.0%40.4%48.1%
📆 Monthly Performance
Best Month % +45.49%+42.39%+47.56%
Worst Month % -30.00%-33.78%-42.91%
Monthly Win Rate % 30.8%30.8%30.8%
🔧 Technical Indicators
RSI (14-period) 32.4023.4833.00
Price vs 50-Day MA % -11.30%-26.65%-55.21%
Price vs 200-Day MA % -26.17%-39.23%-59.79%

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 ALGO (ALGO): 0.175 (Weak)
ALGO (ALGO) vs DRIFT (DRIFT): -0.057 (Weak)
ALGO (ALGO) vs DRIFT (DRIFT): 0.892 (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
ALGO: Kraken
DRIFT: Kraken
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