ALGO ALGO / SIS Crypto vs ALGO ALGO / SIS Crypto vs MAT MAT / SIS 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 / SISMAT / SIS
📈 Performance Metrics
Start Price 1.491.4932.82
End Price 3.013.015.18
Price Change % +101.49%+101.49%-84.21%
Period High 4.614.6132.82
Period Low 1.491.493.85
Price Range % 209.0%209.0%751.8%
🏆 All-Time Records
All-Time High 4.614.6132.82
Days Since ATH 176 days176 days125 days
Distance From ATH % -34.8%-34.8%-84.2%
All-Time Low 1.491.493.85
Distance From ATL % +101.5%+101.5%+34.5%
New ATHs Hit 15 times15 times0 times
📌 Easy-to-Understand Stats
Avg Daily Change % 4.20%4.20%12.57%
Biggest Jump (1 Day) % +1.12+1.12+10.26
Biggest Drop (1 Day) % -0.71-0.71-11.05
Days Above Avg % 47.1%47.1%37.3%
Extreme Moves days 16 (4.7%)16 (4.7%)8 (6.4%)
Stability Score % 0.0%0.0%0.0%
Trend Strength % 50.1%50.1%64.8%
Recent Momentum (10-day) % +5.89%+5.89%-28.21%
📊 Statistical Measures
Average Price 3.403.409.79
Median Price 3.363.368.21
Price Std Deviation 0.600.605.67
🚀 Returns & Growth
CAGR % +110.75%+110.75%-99.54%
Annualized Return % +110.75%+110.75%-99.54%
Total Return % +101.49%+101.49%-84.21%
⚠️ Risk & Volatility
Daily Volatility % 6.72%6.72%17.15%
Annualized Volatility % 128.47%128.47%327.71%
Max Drawdown % -52.37%-52.37%-88.26%
Sharpe Ratio 0.0620.062-0.012
Sortino Ratio 0.0760.076-0.018
Calmar Ratio 2.1152.115-1.128
Ulcer Index 23.5623.5672.27
📅 Daily Performance
Win Rate % 50.1%50.1%35.2%
Positive Days 17217244
Negative Days 17117181
Best Day % +51.05%+51.05%+78.12%
Worst Day % -20.25%-20.25%-33.69%
Avg Gain (Up Days) % +4.83%+4.83%+15.00%
Avg Loss (Down Days) % -4.02%-4.02%-8.47%
Profit Factor 1.211.210.96
🔥 Streaks & Patterns
Longest Win Streak days 775
Longest Loss Streak days 778
💹 Trading Metrics
Omega Ratio 1.2081.2080.962
Expectancy % +0.42%+0.42%-0.21%
Kelly Criterion % 2.15%2.15%0.00%
📅 Weekly Performance
Best Week % +57.84%+57.84%+158.87%
Worst Week % -21.91%-21.91%-57.63%
Weekly Win Rate % 55.8%55.8%30.0%
📆 Monthly Performance
Best Month % +115.66%+115.66%+302.81%
Worst Month % -30.00%-30.00%-72.12%
Monthly Win Rate % 38.5%38.5%16.7%
🔧 Technical Indicators
RSI (14-period) 68.4768.4750.06
Price vs 50-Day MA % -1.56%-1.56%-46.92%
Price vs 200-Day MA % -14.25%-14.25%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): 1.000 (Strong positive)
ALGO (ALGO) vs MAT (MAT): -0.030 (Weak)
ALGO (ALGO) vs MAT (MAT): -0.030 (Weak)

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
MAT: Kraken
ByBit Futures Trading Trade hundreds of crypto perpetual futures