ALGO ALGO / SIS Crypto vs ALGO ALGO / SIS Crypto vs MX MX / 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 / SISMX / SIS
📈 Performance Metrics
Start Price 1.491.4928.88
End Price 3.013.0136.80
Price Change % +101.49%+101.49%+27.44%
Period High 4.614.6159.43
Period Low 1.491.4918.84
Price Range % 209.0%209.0%215.4%
🏆 All-Time Records
All-Time High 4.614.6159.43
Days Since ATH 176 days176 days183 days
Distance From ATH % -34.8%-34.8%-38.1%
All-Time Low 1.491.4918.84
Distance From ATL % +101.5%+101.5%+95.3%
New ATHs Hit 15 times15 times28 times
📌 Easy-to-Understand Stats
Avg Daily Change % 4.20%4.20%3.09%
Biggest Jump (1 Day) % +1.12+1.12+15.30
Biggest Drop (1 Day) % -0.71-0.71-8.92
Days Above Avg % 47.1%47.1%53.9%
Extreme Moves days 16 (4.7%)16 (4.7%)13 (3.8%)
Stability Score % 0.0%0.0%85.9%
Trend Strength % 50.1%50.1%54.1%
Recent Momentum (10-day) % +5.89%+5.89%+7.19%
📊 Statistical Measures
Average Price 3.403.4039.69
Median Price 3.363.3641.64
Price Std Deviation 0.600.608.72
🚀 Returns & Growth
CAGR % +110.75%+110.75%+29.34%
Annualized Return % +110.75%+110.75%+29.34%
Total Return % +101.49%+101.49%+27.44%
⚠️ Risk & Volatility
Daily Volatility % 6.72%6.72%5.58%
Annualized Volatility % 128.47%128.47%106.58%
Max Drawdown % -52.37%-52.37%-55.52%
Sharpe Ratio 0.0620.0620.039
Sortino Ratio 0.0760.0760.043
Calmar Ratio 2.1152.1150.528
Ulcer Index 23.5623.5626.17
📅 Daily Performance
Win Rate % 50.1%50.1%54.1%
Positive Days 172172186
Negative Days 171171158
Best Day % +51.05%+51.05%+57.86%
Worst Day % -20.25%-20.25%-23.89%
Avg Gain (Up Days) % +4.83%+4.83%+3.28%
Avg Loss (Down Days) % -4.02%-4.02%-3.40%
Profit Factor 1.211.211.14
🔥 Streaks & Patterns
Longest Win Streak days 778
Longest Loss Streak days 778
💹 Trading Metrics
Omega Ratio 1.2081.2081.138
Expectancy % +0.42%+0.42%+0.22%
Kelly Criterion % 2.15%2.15%1.93%
📅 Weekly Performance
Best Week % +57.84%+57.84%+41.01%
Worst Week % -21.91%-21.91%-33.19%
Weekly Win Rate % 55.8%55.8%44.2%
📆 Monthly Performance
Best Month % +115.66%+115.66%+31.86%
Worst Month % -30.00%-30.00%-28.12%
Monthly Win Rate % 38.5%38.5%53.8%
🔧 Technical Indicators
RSI (14-period) 68.4768.4770.29
Price vs 50-Day MA % -1.56%-1.56%+0.69%
Price vs 200-Day MA % -14.25%-14.25%-11.04%
💰 Volume Analysis
Avg Volume 101,992,406101,992,406430,805
Total Volume 35,085,387,73935,085,387,739148,627,782

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 MX (MX): 0.543 (Moderate positive)
ALGO (ALGO) vs MX (MX): 0.543 (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
MX: Bybit
ByBit Futures Trading Trade hundreds of crypto perpetual futures