ALGO ALGO / SIS Crypto vs ALGO ALGO / USD Crypto vs XAUT XAUT / 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 / USDXAUT / USD
📈 Performance Metrics
Start Price 2.460.423,264.20
End Price 2.350.144,205.00
Price Change % -4.60%-67.38%+28.82%
Period High 4.610.474,223.20
Period Low 2.200.133,190.30
Price Range % 109.9%259.2%32.4%
🏆 All-Time Records
All-Time High 4.610.474,223.20
Days Since ATH 203 days305 days9 days
Distance From ATH % -49.0%-70.5%-0.4%
All-Time Low 2.200.133,190.30
Distance From ATL % +7.0%+5.9%+31.8%
New ATHs Hit 11 times3 times33 times
📌 Easy-to-Understand Stats
Avg Daily Change % 3.86%3.96%0.61%
Biggest Jump (1 Day) % +1.12+0.07+108.40
Biggest Drop (1 Day) % -0.60-0.05-106.40
Days Above Avg % 46.2%37.8%35.0%
Extreme Moves days 10 (2.9%)18 (5.2%)14 (6.3%)
Stability Score % 0.0%0.0%100.0%
Trend Strength % 51.0%49.6%54.5%
Recent Momentum (10-day) % -13.88%-4.01%+1.65%
📊 Statistical Measures
Average Price 3.410.243,546.71
Median Price 3.350.233,372.30
Price Std Deviation 0.570.08312.93
🚀 Returns & Growth
CAGR % -4.89%-69.64%+51.65%
Annualized Return % -4.89%-69.64%+51.65%
Total Return % -4.60%-67.38%+28.82%
⚠️ Risk & Volatility
Daily Volatility % 5.74%5.10%0.87%
Annualized Volatility % 109.69%97.52%16.55%
Max Drawdown % -52.37%-72.16%-7.69%
Sharpe Ratio 0.025-0.0380.136
Sortino Ratio 0.029-0.0380.152
Calmar Ratio -0.093-0.9656.720
Ulcer Index 25.3050.923.14
📅 Daily Performance
Win Rate % 49.0%50.4%54.5%
Positive Days 168173121
Negative Days 175170101
Best Day % +51.05%+20.68%+3.32%
Worst Day % -18.37%-19.82%-3.08%
Avg Gain (Up Days) % +4.16%+3.54%+0.68%
Avg Loss (Down Days) % -3.72%-4.00%-0.55%
Profit Factor 1.080.901.47
🔥 Streaks & Patterns
Longest Win Streak days 7118
Longest Loss Streak days 775
💹 Trading Metrics
Omega Ratio 1.0750.9011.469
Expectancy % +0.14%-0.20%+0.12%
Kelly Criterion % 0.92%0.00%31.49%
📅 Weekly Performance
Best Week % +34.06%+50.20%+4.17%
Worst Week % -21.91%-22.48%-4.33%
Weekly Win Rate % 51.9%44.2%58.8%
📆 Monthly Performance
Best Month % +45.49%+42.39%+10.81%
Worst Month % -30.00%-31.62%-1.18%
Monthly Win Rate % 38.5%38.5%77.8%
🔧 Technical Indicators
RSI (14-period) 32.7642.5473.14
Price vs 50-Day MA % -15.01%-16.87%+3.23%
Price vs 200-Day MA % -29.78%-34.50%+17.66%
💰 Volume Analysis
Avg Volume 92,639,4586,700,5862,659
Total Volume 31,867,973,7062,305,001,599593,016

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): 0.278 (Weak)
ALGO (ALGO) vs XAUT (XAUT): -0.709 (Strong negative)
ALGO (ALGO) vs XAUT (XAUT): -0.553 (Moderate 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
XAUT: Bybit
ByBit Futures Trading Trade hundreds of crypto perpetual futures