ALGO ALGO / SIS Crypto vs ALGO ALGO / USD Crypto vs MERL MERL / 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 / USDMERL / USD

📈 Performance Metrics

Start Price 2.210.260.10

End Price 2.770.140.35

Price Change % +25.34%-44.52%+254.72%

Period High 4.610.510.41

Period Low 2.130.140.10

Price Range % 116.7%275.8%318.3%

🏆 All-Time Records

All-Time High 4.610.510.41

Days Since ATH 188 days331 days17 days

Distance From ATH % -39.9%-71.8%-15.0%

All-Time Low 2.130.140.10

Distance From ATL % +30.3%+6.0%+255.4%

New ATHs Hit 10 times8 times21 times

📌 Easy-to-Understand Stats

Avg Daily Change % 4.07%4.24%5.23%

Biggest Jump (1 Day) % +1.12+0.12+0.09

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

Days Above Avg % 45.9%35.8%35.5%

Extreme Moves days 14 (4.1%)17 (5.0%)3 (2.4%)

Stability Score % 0.0%0.0%0.0%

Trend Strength % 49.0%49.0%50.4%

Recent Momentum (10-day) % -3.10%-14.87%-0.39%

📊 Statistical Measures

Average Price 3.420.250.20

Median Price 3.360.230.14

Price Std Deviation 0.550.080.11

🚀 Returns & Growth

CAGR % +27.17%-46.58%+4,183.20%

Annualized Return % +27.17%-46.58%+4,183.20%

Total Return % +25.34%-44.52%+254.72%

⚠️ Risk & Volatility

Daily Volatility % 6.29%5.68%7.89%

Annualized Volatility % 120.17%108.53%150.65%

Max Drawdown % -52.37%-73.39%-25.18%

Sharpe Ratio 0.040-0.0020.167

Sortino Ratio 0.048-0.0030.259

Calmar Ratio 0.519-0.635166.163

Ulcer Index 24.6952.4511.03

📅 Daily Performance

Win Rate % 49.0%51.0%51.2%

Positive Days 16817562

Negative Days 17516859

Best Day % +51.05%+36.95%+47.40%

Worst Day % -20.25%-19.82%-13.57%

Avg Gain (Up Days) % +4.56%+3.93%+6.50%

Avg Loss (Down Days) % -3.88%-4.12%-4.09%

Profit Factor 1.130.991.67

🔥 Streaks & Patterns

Longest Win Streak days 7114

Longest Loss Streak days 777

💹 Trading Metrics

Omega Ratio 1.1280.9931.670

Expectancy % +0.25%-0.01%+1.34%

Kelly Criterion % 1.43%0.00%5.03%

📅 Weekly Performance

Best Week % +57.84%+87.54%+72.10%

Worst Week % -21.91%-22.48%-12.74%

Weekly Win Rate % 51.9%42.3%75.0%

📆 Monthly Performance

Best Month % +45.49%+71.28%+147.46%

Worst Month % -30.00%-31.62%2.22%

Monthly Win Rate % 38.5%38.5%100.0%

🔧 Technical Indicators

RSI (14-period) 52.8825.6144.84

Price vs 50-Day MA % -5.17%-24.94%+7.93%

Price vs 200-Day MA % -20.26%-33.68%N/A

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 MERL (MERL):	-0.714 (Strong negative)
ALGO (ALGO) vs MERL (MERL):	-0.719 (Strong negative)

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
MERL: Kraken