ALGO ALGO / SIS Crypto vs ALGO ALGO / USD Crypto vs GMT GMT / 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 / USDGMT / USD
📈 Performance Metrics
Start Price 2.800.500.25
End Price 2.230.130.02
Price Change % -20.30%-73.30%-93.33%
Period High 4.610.500.25
Period Low 2.200.130.02
Price Range % 109.9%281.5%1,460.5%
🏆 All-Time Records
All-Time High 4.610.500.25
Days Since ATH 201 days343 days343 days
Distance From ATH % -51.6%-73.3%-93.3%
All-Time Low 2.200.130.02
Distance From ATL % +1.7%+1.8%+4.1%
New ATHs Hit 10 times0 times0 times
📌 Easy-to-Understand Stats
Avg Daily Change % 3.88%4.02%4.78%
Biggest Jump (1 Day) % +1.12+0.07+0.06
Biggest Drop (1 Day) % -0.60-0.08-0.05
Days Above Avg % 46.2%37.8%25.0%
Extreme Moves days 10 (2.9%)19 (5.5%)14 (4.1%)
Stability Score % 0.0%0.0%0.0%
Trend Strength % 51.9%50.1%51.0%
Recent Momentum (10-day) % -12.59%-5.32%-11.80%
📊 Statistical Measures
Average Price 3.410.240.06
Median Price 3.350.230.05
Price Std Deviation 0.570.080.04
🚀 Returns & Growth
CAGR % -21.45%-75.47%-94.39%
Annualized Return % -21.45%-75.47%-94.39%
Total Return % -20.30%-73.30%-93.33%
⚠️ Risk & Volatility
Daily Volatility % 5.76%5.17%5.94%
Annualized Volatility % 110.02%98.86%113.50%
Max Drawdown % -52.37%-73.78%-93.59%
Sharpe Ratio 0.016-0.048-0.102
Sortino Ratio 0.018-0.047-0.096
Calmar Ratio -0.410-1.023-1.009
Ulcer Index 25.1953.3476.29
📅 Daily Performance
Win Rate % 48.1%49.9%46.8%
Positive Days 165171154
Negative Days 178172175
Best Day % +51.05%+20.68%+39.22%
Worst Day % -18.37%-19.82%-33.59%
Avg Gain (Up Days) % +4.21%+3.57%+3.98%
Avg Loss (Down Days) % -3.72%-4.05%-4.69%
Profit Factor 1.050.880.75
🔥 Streaks & Patterns
Longest Win Streak days 7117
Longest Loss Streak days 777
💹 Trading Metrics
Omega Ratio 1.0470.8770.746
Expectancy % +0.09%-0.25%-0.63%
Kelly Criterion % 0.58%0.00%0.00%
📅 Weekly Performance
Best Week % +34.06%+50.20%+23.45%
Worst Week % -21.91%-22.48%-27.17%
Weekly Win Rate % 49.1%41.5%35.8%
📆 Monthly Performance
Best Month % +45.49%+42.39%+17.86%
Worst Month % -30.00%-32.93%-37.55%
Monthly Win Rate % 38.5%38.5%23.1%
🔧 Technical Indicators
RSI (14-period) 30.5638.5935.00
Price vs 50-Day MA % -19.80%-21.41%-34.14%
Price vs 200-Day MA % -33.69%-37.27%-61.28%

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): 0.241 (Weak)
ALGO (ALGO) vs GMT (GMT): -0.064 (Weak)
ALGO (ALGO) vs GMT (GMT): 0.870 (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
GMT: Kraken
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