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 2.490.321.89

End Price 2.820.140.31

Price Change % +13.49%-55.16%-83.33%

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 191 days334 days335 days

Distance From ATH % -38.8%-71.6%-85.2%

All-Time Low 2.200.140.31

Distance From ATL % +28.4%+6.6%+2.6%

New ATHs Hit 9 times6 times6 times

📌 Easy-to-Understand Stats

Avg Daily Change % 4.00%4.19%4.39%

Biggest Jump (1 Day) % +1.12+0.12+0.15

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

Days Above Avg % 45.3%36.6%27.9%

Extreme Moves days 11 (3.2%)16 (4.7%)18 (5.2%)

Stability Score % 0.0%0.0%0.0%

Trend Strength % 49.3%48.7%53.1%

Recent Momentum (10-day) % +3.29%-14.22%-19.27%

📊 Statistical Measures

Average Price 3.430.250.74

Median Price 3.360.230.59

Price Std Deviation 0.540.080.41

🚀 Returns & Growth

CAGR % +14.41%-57.41%-85.14%

Annualized Return % +14.41%-57.41%-85.14%

Total Return % +13.49%-55.16%-83.33%

⚠️ Risk & Volatility

Daily Volatility % 6.13%5.60%5.85%

Annualized Volatility % 117.11%106.96%111.77%

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

Sharpe Ratio 0.035-0.014-0.059

Sortino Ratio 0.041-0.015-0.059

Calmar Ratio 0.275-0.782-0.995

Ulcer Index 24.9252.8767.79

📅 Daily Performance

Win Rate % 49.3%51.3%46.6%

Positive Days 169176159

Negative Days 174167182

Best Day % +51.05%+36.95%+20.43%

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

Avg Gain (Up Days) % +4.38%+3.77%+4.42%

Avg Loss (Down Days) % -3.83%-4.14%-4.51%

Profit Factor 1.110.960.85

🔥 Streaks & Patterns

Longest Win Streak days 7117

Longest Loss Streak days 7712

💹 Trading Metrics

Omega Ratio 1.1100.9600.855

Expectancy % +0.21%-0.08%-0.35%

Kelly Criterion % 1.28%0.00%0.00%

📅 Weekly Performance

Best Week % +40.46%+50.66%+32.40%

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

Weekly Win Rate % 53.8%44.2%48.1%

📆 Monthly Performance

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

Worst Month % -30.00%-31.62%-38.92%

Monthly Win Rate % 38.5%38.5%46.2%

🔧 Technical Indicators

RSI (14-period) 61.2235.8229.36

Price vs 50-Day MA % -2.89%-22.24%-42.29%

Price vs 200-Day MA % -18.54%-33.07%-42.78%

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):	0.141 (Weak)
ALGO (ALGO) vs IMX (IMX):	-0.144 (Weak)
ALGO (ALGO) vs IMX (IMX):	0.923 (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