ALGO ALGO / SIS Crypto vs ALGO ALGO / USD Crypto vs PERP PERP / 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 / USDPERP / USD
📈 Performance Metrics
Start Price 2.210.260.84
End Price 2.770.140.08
Price Change % +25.34%-44.52%-90.62%
Period High 4.610.511.28
Period Low 2.130.140.07
Price Range % 116.7%275.8%1,613.1%
🏆 All-Time Records
All-Time High 4.610.511.28
Days Since ATH 188 days331 days330 days
Distance From ATH % -39.9%-71.8%-93.9%
All-Time Low 2.130.140.07
Distance From ATL % +30.3%+6.0%+5.2%
New ATHs Hit 10 times8 times8 times
📌 Easy-to-Understand Stats
Avg Daily Change % 4.07%4.24%4.76%
Biggest Jump (1 Day) % +1.12+0.12+0.12
Biggest Drop (1 Day) % -0.71-0.08-0.28
Days Above Avg % 45.9%35.8%29.9%
Extreme Moves days 14 (4.1%)17 (5.0%)17 (5.0%)
Stability Score % 0.0%0.0%0.0%
Trend Strength % 49.0%49.0%52.2%
Recent Momentum (10-day) % -3.10%-14.87%-32.98%
📊 Statistical Measures
Average Price 3.420.250.39
Median Price 3.360.230.29
Price Std Deviation 0.550.080.25
🚀 Returns & Growth
CAGR % +27.17%-46.58%-91.94%
Annualized Return % +27.17%-46.58%-91.94%
Total Return % +25.34%-44.52%-90.62%
⚠️ Risk & Volatility
Daily Volatility % 6.29%5.68%7.05%
Annualized Volatility % 120.17%108.53%134.67%
Max Drawdown % -52.37%-73.39%-94.16%
Sharpe Ratio 0.040-0.002-0.062
Sortino Ratio 0.048-0.003-0.061
Calmar Ratio 0.519-0.635-0.976
Ulcer Index 24.6952.4571.63
📅 Daily Performance
Win Rate % 49.0%51.0%47.5%
Positive Days 168175162
Negative Days 175168179
Best Day % +51.05%+36.95%+48.21%
Worst Day % -20.25%-19.82%-37.28%
Avg Gain (Up Days) % +4.56%+3.93%+4.60%
Avg Loss (Down Days) % -3.88%-4.12%-5.00%
Profit Factor 1.130.990.83
🔥 Streaks & Patterns
Longest Win Streak days 7117
Longest Loss Streak days 777
💹 Trading Metrics
Omega Ratio 1.1280.9930.833
Expectancy % +0.25%-0.01%-0.44%
Kelly Criterion % 1.43%0.00%0.00%
📅 Weekly Performance
Best Week % +57.84%+87.54%+68.02%
Worst Week % -21.91%-22.48%-36.47%
Weekly Win Rate % 51.9%42.3%50.0%
📆 Monthly Performance
Best Month % +45.49%+71.28%+21.81%
Worst Month % -30.00%-31.62%-57.31%
Monthly Win Rate % 38.5%38.5%38.5%
🔧 Technical Indicators
RSI (14-period) 52.8825.6123.24
Price vs 50-Day MA % -5.17%-24.94%-61.46%
Price vs 200-Day MA % -20.26%-33.68%-68.83%

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 PERP (PERP): -0.152 (Weak)
ALGO (ALGO) vs PERP (PERP): 0.907 (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
PERP: Kraken
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