ALGO ALGO / SIS Crypto vs ALGO ALGO / USD Crypto vs IMX IMX / 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 / USDIMX / USD

📈 Performance Metrics

Start Price 3.220.441.98

End Price 2.770.140.31

Price Change % -13.92%-68.43%-84.43%

Period High 4.610.512.13

Period Low 2.200.140.31

Price Range % 109.9%275.8%594.7%

🏆 All-Time Records

All-Time High 4.610.512.13

Days Since ATH 193 days336 days337 days

Distance From ATH % -39.9%-72.5%-85.5%

All-Time Low 2.200.140.31

Distance From ATL % +26.1%+3.3%+0.5%

New ATHs Hit 8 times4 times4 times

📌 Easy-to-Understand Stats

Avg Daily Change % 3.94%4.07%4.41%

Biggest Jump (1 Day) % +1.12+0.07+0.15

Biggest Drop (1 Day) % -0.71-0.08-0.34

Days Above Avg % 45.3%36.6%28.2%

Extreme Moves days 10 (2.9%)19 (5.5%)18 (5.2%)

Stability Score % 0.0%0.0%0.0%

Trend Strength % 50.7%49.3%53.6%

Recent Momentum (10-day) % +0.43%-11.51%-17.82%

📊 Statistical Measures

Average Price 3.430.250.74

Median Price 3.360.230.59

Price Std Deviation 0.540.080.40

🚀 Returns & Growth

CAGR % -14.74%-70.68%-86.18%

Annualized Return % -14.74%-70.68%-86.18%

Total Return % -13.92%-68.43%-84.43%

⚠️ Risk & Volatility

Daily Volatility % 5.88%5.23%5.85%

Annualized Volatility % 112.32%99.91%111.71%

Max Drawdown % -52.37%-73.39%-85.61%

Sharpe Ratio 0.021-0.038-0.063

Sortino Ratio 0.023-0.037-0.062

Calmar Ratio -0.282-0.963-1.007

Ulcer Index 25.1253.1668.11

📅 Daily Performance

Win Rate % 49.3%50.6%46.0%

Positive Days 169173157

Negative Days 174169184

Best Day % +51.05%+20.68%+20.43%

Worst Day % -20.25%-19.82%-27.41%

Avg Gain (Up Days) % +4.20%+3.62%+4.44%

Avg Loss (Down Days) % -3.84%-4.11%-4.48%

Profit Factor 1.060.900.85

🔥 Streaks & Patterns

Longest Win Streak days 7117

Longest Loss Streak days 7712

💹 Trading Metrics

Omega Ratio 1.0620.9020.847

Expectancy % +0.12%-0.20%-0.37%

Kelly Criterion % 0.75%0.00%0.00%

📅 Weekly Performance

Best Week % +34.06%+50.20%+32.40%

Worst Week % -21.91%-22.48%-27.46%

Weekly Win Rate % 51.9%42.3%48.1%

📆 Monthly Performance

Best Month % +45.49%+42.39%+38.20%

Worst Month % -30.00%-31.62%-40.19%

Monthly Win Rate % 30.8%30.8%38.5%

🔧 Technical Indicators

RSI (14-period) 61.9532.1227.31

Price vs 50-Day MA % -3.90%-22.99%-41.16%

Price vs 200-Day MA % -19.66%-34.97%-43.75%

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):	0.158 (Weak)
ALGO (ALGO) vs IMX (IMX):	-0.122 (Weak)
ALGO (ALGO) vs IMX (IMX):	0.927 (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
IMX: Kraken