ALGO ALGO / SIS Crypto vs ALGO ALGO / SIS Crypto vs OMNI OMNI / 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 / SISOMNI / SIS
📈 Performance Metrics
Start Price 1.271.2799.05
End Price 2.202.2026.90
Price Change % +72.76%+72.76%-72.84%
Period High 4.614.61108.67
Period Low 1.151.1519.85
Price Range % 302.2%302.2%447.5%
🏆 All-Time Records
All-Time High 4.614.61108.67
Days Since ATH 163 days163 days307 days
Distance From ATH % -52.4%-52.4%-75.2%
All-Time Low 1.151.1519.85
Distance From ATL % +91.6%+91.6%+35.6%
New ATHs Hit 20 times20 times1 times
📌 Easy-to-Understand Stats
Avg Daily Change % 4.14%4.14%7.67%
Biggest Jump (1 Day) % +0.81+0.81+35.83
Biggest Drop (1 Day) % -0.71-0.71-26.69
Days Above Avg % 51.0%51.0%44.8%
Extreme Moves days 17 (5.0%)17 (5.0%)13 (4.2%)
Stability Score % 0.0%0.0%74.5%
Trend Strength % 50.3%50.3%51.8%
Recent Momentum (10-day) % -6.45%-6.45%-26.51%
📊 Statistical Measures
Average Price 3.343.3452.38
Median Price 3.363.3649.02
Price Std Deviation 0.700.7019.00
🚀 Returns & Growth
CAGR % +79.23%+79.23%-78.55%
Annualized Return % +79.23%+79.23%-78.55%
Total Return % +72.76%+72.76%-72.84%
⚠️ Risk & Volatility
Daily Volatility % 6.24%6.24%13.36%
Annualized Volatility % 119.20%119.20%255.24%
Max Drawdown % -52.37%-52.37%-81.74%
Sharpe Ratio 0.0560.0560.030
Sortino Ratio 0.0640.0640.038
Calmar Ratio 1.5131.513-0.961
Ulcer Index 22.7322.7354.66
📅 Daily Performance
Win Rate % 50.3%50.3%48.1%
Positive Days 172172148
Negative Days 170170160
Best Day % +32.67%+32.67%+98.44%
Worst Day % -20.25%-20.25%-56.97%
Avg Gain (Up Days) % +4.69%+4.69%+8.38%
Avg Loss (Down Days) % -4.04%-4.04%-6.98%
Profit Factor 1.171.171.11
🔥 Streaks & Patterns
Longest Win Streak days 775
Longest Loss Streak days 777
💹 Trading Metrics
Omega Ratio 1.1741.1741.110
Expectancy % +0.35%+0.35%+0.40%
Kelly Criterion % 1.84%1.84%0.68%
📅 Weekly Performance
Best Week % +57.84%+57.84%+80.19%
Worst Week % -21.91%-21.91%-58.01%
Weekly Win Rate % 54.9%54.9%37.0%
📆 Monthly Performance
Best Month % +153.14%+153.14%+116.02%
Worst Month % -30.00%-30.00%-52.08%
Monthly Win Rate % 41.7%41.7%45.5%
🔧 Technical Indicators
RSI (14-period) 22.3322.3323.38
Price vs 50-Day MA % -31.87%-31.87%-45.56%
Price vs 200-Day MA % -37.38%-37.38%-38.08%
💰 Volume Analysis
Avg Volume 99,487,37699,487,37663,042
Total Volume 34,124,170,11634,124,170,11614,625,728

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 OMNI (OMNI): 0.246 (Weak)
ALGO (ALGO) vs OMNI (OMNI): 0.246 (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
OMNI: Kraken
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