ALGO ALGO / SIS Crypto vs ALGO ALGO / SIS Crypto vs NTRN NTRN / 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 / SISNTRN / SIS
📈 Performance Metrics
Start Price 2.462.462.83
End Price 2.352.350.54
Price Change % -4.60%-4.60%-81.10%
Period High 4.614.613.46
Period Low 2.202.200.52
Price Range % 109.9%109.9%563.0%
🏆 All-Time Records
All-Time High 4.614.613.46
Days Since ATH 203 days203 days316 days
Distance From ATH % -49.0%-49.0%-84.5%
All-Time Low 2.202.200.52
Distance From ATL % +7.0%+7.0%+2.6%
New ATHs Hit 11 times11 times5 times
📌 Easy-to-Understand Stats
Avg Daily Change % 3.86%3.86%3.95%
Biggest Jump (1 Day) % +1.12+1.12+0.39
Biggest Drop (1 Day) % -0.60-0.60-0.50
Days Above Avg % 46.2%46.2%48.3%
Extreme Moves days 10 (2.9%)10 (2.9%)25 (7.3%)
Stability Score % 0.0%0.0%0.0%
Trend Strength % 51.0%51.0%51.0%
Recent Momentum (10-day) % -13.88%-13.88%-25.75%
📊 Statistical Measures
Average Price 3.413.411.94
Median Price 3.353.351.82
Price Std Deviation 0.570.570.77
🚀 Returns & Growth
CAGR % -4.89%-4.89%-83.01%
Annualized Return % -4.89%-4.89%-83.01%
Total Return % -4.60%-4.60%-81.10%
⚠️ Risk & Volatility
Daily Volatility % 5.74%5.74%5.44%
Annualized Volatility % 109.69%109.69%104.00%
Max Drawdown % -52.37%-52.37%-84.92%
Sharpe Ratio 0.0250.025-0.061
Sortino Ratio 0.0290.029-0.058
Calmar Ratio -0.093-0.093-0.978
Ulcer Index 25.3025.3049.26
📅 Daily Performance
Win Rate % 49.0%49.0%49.0%
Positive Days 168168168
Negative Days 175175175
Best Day % +51.05%+51.05%+16.06%
Worst Day % -18.37%-18.37%-17.97%
Avg Gain (Up Days) % +4.16%+4.16%+3.83%
Avg Loss (Down Days) % -3.72%-3.72%-4.33%
Profit Factor 1.081.080.85
🔥 Streaks & Patterns
Longest Win Streak days 775
Longest Loss Streak days 777
💹 Trading Metrics
Omega Ratio 1.0751.0750.849
Expectancy % +0.14%+0.14%-0.33%
Kelly Criterion % 0.92%0.92%0.00%
📅 Weekly Performance
Best Week % +34.06%+34.06%+30.44%
Worst Week % -21.91%-21.91%-25.75%
Weekly Win Rate % 51.9%51.9%42.3%
📆 Monthly Performance
Best Month % +45.49%+45.49%+29.77%
Worst Month % -30.00%-30.00%-44.87%
Monthly Win Rate % 38.5%38.5%30.8%
🔧 Technical Indicators
RSI (14-period) 32.7632.7626.21
Price vs 50-Day MA % -15.01%-15.01%-27.68%
Price vs 200-Day MA % -29.78%-29.78%-61.97%

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 NTRN (NTRN): 0.404 (Moderate positive)
ALGO (ALGO) vs NTRN (NTRN): 0.404 (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
NTRN: Kraken
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