ALGO ALGO / SIS Crypto vs ALGO ALGO / USD Crypto vs TWT TWT / 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

Ask me anything about the statistics below. I can help explain metrics, identify patterns, or answer specific questions.
Asset ALGO / SISALGO / USDTWT / USD
📈 Performance Metrics
Start Price 3.490.491.19
End Price 2.690.141.00
Price Change % -23.02%-72.00%-16.04%
Period High 4.610.511.63
Period Low 2.200.140.67
Price Range % 109.9%275.8%144.1%
🏆 All-Time Records
All-Time High 4.610.511.63
Days Since ATH 194 days337 days34 days
Distance From ATH % -41.7%-73.3%-39.0%
All-Time Low 2.200.140.67
Distance From ATL % +22.4%+0.3%+49.0%
New ATHs Hit 7 times3 times7 times
📌 Easy-to-Understand Stats
Avg Daily Change % 3.93%4.04%2.95%
Biggest Jump (1 Day) % +1.12+0.07+0.26
Biggest Drop (1 Day) % -0.71-0.08-0.27
Days Above Avg % 45.3%36.3%40.9%
Extreme Moves days 11 (3.2%)20 (5.8%)12 (3.5%)
Stability Score % 0.0%0.0%0.0%
Trend Strength % 51.3%49.9%50.6%
Recent Momentum (10-day) % -0.02%-9.51%-7.52%
📊 Statistical Measures
Average Price 3.430.250.96
Median Price 3.360.230.86
Price Std Deviation 0.550.080.22
🚀 Returns & Growth
CAGR % -24.31%-74.20%-16.93%
Annualized Return % -24.31%-74.20%-16.93%
Total Return % -23.02%-72.00%-16.04%
⚠️ Risk & Volatility
Daily Volatility % 5.86%5.20%4.15%
Annualized Volatility % 112.02%99.43%79.29%
Max Drawdown % -52.37%-73.39%-57.23%
Sharpe Ratio 0.015-0.0450.008
Sortino Ratio 0.017-0.0440.009
Calmar Ratio -0.464-1.011-0.296
Ulcer Index 25.2353.3141.50
📅 Daily Performance
Win Rate % 48.7%50.1%49.4%
Positive Days 167172170
Negative Days 176171174
Best Day % +51.05%+20.68%+25.27%
Worst Day % -20.25%-19.82%-17.67%
Avg Gain (Up Days) % +4.20%+3.59%+2.85%
Avg Loss (Down Days) % -3.82%-4.08%-2.72%
Profit Factor 1.040.881.02
🔥 Streaks & Patterns
Longest Win Streak days 7115
Longest Loss Streak days 777
💹 Trading Metrics
Omega Ratio 1.0450.8851.025
Expectancy % +0.09%-0.23%+0.03%
Kelly Criterion % 0.55%0.00%0.44%
📅 Weekly Performance
Best Week % +34.06%+50.20%+56.22%
Worst Week % -21.91%-22.48%-16.53%
Weekly Win Rate % 49.1%39.6%50.9%
📆 Monthly Performance
Best Month % +45.49%+42.39%+70.40%
Worst Month % -30.00%-31.62%-20.85%
Monthly Win Rate % 30.8%30.8%38.5%
🔧 Technical Indicators
RSI (14-period) 47.7333.7532.54
Price vs 50-Day MA % -6.38%-24.38%-18.30%
Price vs 200-Day MA % -21.86%-36.74%+11.00%
💰 Volume Analysis
Avg Volume 95,813,0567,342,4721,222,569
Total Volume 32,959,691,3812,525,810,300421,786,269

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): 0.167 (Weak)
ALGO (ALGO) vs TWT (TWT): -0.408 (Moderate negative)
ALGO (ALGO) vs TWT (TWT): 0.495 (Moderate 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
TWT: Bybit
ByBit Futures Trading Trade hundreds of crypto perpetual futures