ALGO ALGO / SIS Crypto vs ALGO ALGO / USD Crypto vs FORTH FORTH / 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 / USDFORTH / USD
📈 Performance Metrics
Start Price 2.210.263.82
End Price 2.770.141.82
Price Change % +25.34%-44.52%-52.23%
Period High 4.610.515.91
Period Low 2.130.141.76
Price Range % 116.7%275.8%236.3%
🏆 All-Time Records
All-Time High 4.610.515.91
Days Since ATH 188 days331 days316 days
Distance From ATH % -39.9%-71.8%-69.1%
All-Time Low 2.130.141.76
Distance From ATL % +30.3%+6.0%+3.8%
New ATHs Hit 10 times8 times11 times
📌 Easy-to-Understand Stats
Avg Daily Change % 4.07%4.24%3.99%
Biggest Jump (1 Day) % +1.12+0.12+0.92
Biggest Drop (1 Day) % -0.71-0.08-1.33
Days Above Avg % 45.9%35.8%29.4%
Extreme Moves days 14 (4.1%)17 (5.0%)16 (4.7%)
Stability Score % 0.0%0.0%0.0%
Trend Strength % 49.0%49.0%51.0%
Recent Momentum (10-day) % -3.10%-14.87%-10.77%
📊 Statistical Measures
Average Price 3.420.253.15
Median Price 3.360.232.76
Price Std Deviation 0.550.081.03
🚀 Returns & Growth
CAGR % +27.17%-46.58%-54.44%
Annualized Return % +27.17%-46.58%-54.44%
Total Return % +25.34%-44.52%-52.23%
⚠️ Risk & Volatility
Daily Volatility % 6.29%5.68%5.73%
Annualized Volatility % 120.17%108.53%109.51%
Max Drawdown % -52.37%-73.39%-70.27%
Sharpe Ratio 0.040-0.002-0.010
Sortino Ratio 0.048-0.003-0.011
Calmar Ratio 0.519-0.635-0.775
Ulcer Index 24.6952.4549.48
📅 Daily Performance
Win Rate % 49.0%51.0%48.5%
Positive Days 168175165
Negative Days 175168175
Best Day % +51.05%+36.95%+36.97%
Worst Day % -20.25%-19.82%-23.06%
Avg Gain (Up Days) % +4.56%+3.93%+3.90%
Avg Loss (Down Days) % -3.88%-4.12%-3.79%
Profit Factor 1.130.990.97
🔥 Streaks & Patterns
Longest Win Streak days 7116
Longest Loss Streak days 7711
💹 Trading Metrics
Omega Ratio 1.1280.9930.971
Expectancy % +0.25%-0.01%-0.06%
Kelly Criterion % 1.43%0.00%0.00%
📅 Weekly Performance
Best Week % +57.84%+87.54%+40.34%
Worst Week % -21.91%-22.48%-23.66%
Weekly Win Rate % 51.9%42.3%48.1%
📆 Monthly Performance
Best Month % +45.49%+71.28%+22.04%
Worst Month % -30.00%-31.62%-25.94%
Monthly Win Rate % 38.5%38.5%53.8%
🔧 Technical Indicators
RSI (14-period) 52.8825.6128.18
Price vs 50-Day MA % -5.17%-24.94%-21.56%
Price vs 200-Day MA % -20.26%-33.68%-28.72%

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): 0.123 (Weak)
ALGO (ALGO) vs FORTH (FORTH): -0.049 (Weak)
ALGO (ALGO) vs FORTH (FORTH): 0.886 (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
FORTH: Kraken
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