ALGO ALGO / SIS Crypto vs ALGO ALGO / SIS Crypto vs CGPT CGPT / SIS 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 / SISCGPT / SIS
📈 Performance Metrics
Start Price 3.303.301.32
End Price 2.702.700.73
Price Change % -18.19%-18.19%-44.87%
Period High 4.614.614.14
Period Low 2.202.200.65
Price Range % 109.9%109.9%536.9%
🏆 All-Time Records
All-Time High 4.614.614.14
Days Since ATH 192 days192 days297 days
Distance From ATH % -41.5%-41.5%-82.5%
All-Time Low 2.202.200.65
Distance From ATL % +22.8%+22.8%+11.7%
New ATHs Hit 8 times8 times12 times
📌 Easy-to-Understand Stats
Avg Daily Change % 3.94%3.94%5.33%
Biggest Jump (1 Day) % +1.12+1.12+1.57
Biggest Drop (1 Day) % -0.71-0.71-0.66
Days Above Avg % 45.3%45.3%43.2%
Extreme Moves days 10 (2.9%)10 (2.9%)13 (3.8%)
Stability Score % 0.0%0.0%0.0%
Trend Strength % 51.0%51.0%53.2%
Recent Momentum (10-day) % +1.19%+1.19%+4.53%
📊 Statistical Measures
Average Price 3.433.431.63
Median Price 3.363.361.58
Price Std Deviation 0.540.540.55
🚀 Returns & Growth
CAGR % -19.24%-19.24%-46.84%
Annualized Return % -19.24%-19.24%-46.84%
Total Return % -18.19%-18.19%-44.87%
⚠️ Risk & Volatility
Daily Volatility % 5.88%5.88%7.98%
Annualized Volatility % 112.31%112.31%152.52%
Max Drawdown % -52.37%-52.37%-84.30%
Sharpe Ratio 0.0180.0180.014
Sortino Ratio 0.0210.0210.018
Calmar Ratio -0.367-0.367-0.556
Ulcer Index 25.0425.0458.53
📅 Daily Performance
Win Rate % 49.0%49.0%46.8%
Positive Days 168168161
Negative Days 175175183
Best Day % +51.05%+51.05%+76.14%
Worst Day % -20.25%-20.25%-22.26%
Avg Gain (Up Days) % +4.21%+4.21%+5.63%
Avg Loss (Down Days) % -3.83%-3.83%-4.74%
Profit Factor 1.051.051.04
🔥 Streaks & Patterns
Longest Win Streak days 775
Longest Loss Streak days 779
💹 Trading Metrics
Omega Ratio 1.0541.0541.045
Expectancy % +0.11%+0.11%+0.11%
Kelly Criterion % 0.66%0.66%0.42%
📅 Weekly Performance
Best Week % +34.06%+34.06%+67.09%
Worst Week % -21.91%-21.91%-24.95%
Weekly Win Rate % 51.9%51.9%40.4%
📆 Monthly Performance
Best Month % +45.49%+45.49%+83.70%
Worst Month % -30.00%-30.00%-33.78%
Monthly Win Rate % 30.8%30.8%38.5%
🔧 Technical Indicators
RSI (14-period) 57.8857.8858.58
Price vs 50-Day MA % -6.63%-6.63%-20.43%
Price vs 200-Day MA % -21.91%-21.91%-50.95%
💰 Volume Analysis
Avg Volume 97,540,85097,540,85069,318,675
Total Volume 33,554,052,31933,554,052,31923,914,942,975

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): 1.000 (Strong positive)
ALGO (ALGO) vs CGPT (CGPT): 0.596 (Moderate positive)
ALGO (ALGO) vs CGPT (CGPT): 0.596 (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
CGPT: Bybit
ByBit Futures Trading Trade hundreds of crypto perpetual futures