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.

Settings

🤖 AI Analysis

Model:

Ask me anything about the statistics below. I can help explain metrics, identify patterns, or answer specific questions.

Asset ALGO / SISALGO / USDGMT / USD

📈 Performance Metrics

Start Price 3.150.500.25

End Price 2.230.130.02

Price Change % -29.28%-73.50%-93.20%

Period High 4.610.510.25

Period Low 2.200.130.02

Price Range % 109.9%290.5%1,479.6%

🏆 All-Time Records

All-Time High 4.610.510.25

Days Since ATH 199 days342 days343 days

Distance From ATH % -51.6%-74.0%-93.2%

All-Time Low 2.200.130.02

Distance From ATL % +1.5%+1.4%+7.4%

New ATHs Hit 7 times1 times0 times

📌 Easy-to-Understand Stats

Avg Daily Change % 3.94%4.01%4.69%

Biggest Jump (1 Day) % +1.12+0.07+0.06

Biggest Drop (1 Day) % -0.71-0.08-0.05

Days Above Avg % 46.2%37.2%24.4%

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) % -10.20%-5.24%-11.22%

📊 Statistical Measures

Average Price 3.410.250.06

Median Price 3.350.230.05

Price Std Deviation 0.560.080.04

🚀 Returns & Growth

CAGR % -30.84%-75.66%-94.28%

Annualized Return % -30.84%-75.66%-94.28%

Total Return % -29.28%-73.50%-93.20%

⚠️ Risk & Volatility

Daily Volatility % 5.87%5.18%5.94%

Annualized Volatility % 112.18%98.90%113.41%

Max Drawdown % -52.37%-74.39%-93.67%

Sharpe Ratio 0.011-0.049-0.101

Sortino Ratio 0.012-0.048-0.095

Calmar Ratio -0.589-1.017-1.007

Ulcer Index 25.8354.0376.22

📅 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 % -20.25%-19.82%-33.59%

Avg Gain (Up Days) % +4.23%+3.58%+3.97%

Avg Loss (Down Days) % -3.80%-4.06%-4.67%

Profit Factor 1.030.880.75

🔥 Streaks & Patterns

Longest Win Streak days 7117

Longest Loss Streak days 777

💹 Trading Metrics

Omega Ratio 1.0320.8760.747

Expectancy % +0.06%-0.25%-0.63%

Kelly Criterion % 0.39%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 % 50.0%42.3%36.5%

📆 Monthly Performance

Best Month % +45.49%+42.39%+17.86%

Worst Month % -30.00%-33.16%-38.31%

Monthly Win Rate % 30.8%38.5%23.1%

🔧 Technical Indicators

RSI (14-period) 31.8447.7939.76

Price vs 50-Day MA % -20.55%-23.05%-34.38%

Price vs 200-Day MA % -34.23%-37.78%-60.44%

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):	0.218 (Weak)
ALGO (ALGO) vs GMT (GMT):	-0.077 (Weak)
ALGO (ALGO) vs GMT (GMT):	0.877 (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