ALGO ALGO / SIS Crypto vs ALGO ALGO / SIS Crypto vs ORDER ORDER / SIS Crypto

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Detailed statistical analysis including performance metrics, risk indicators, technical analysis, and advanced ratios.

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Asset ALGO / SISALGO / SISORDER / SIS
📈 Performance Metrics
Start Price 1.541.542.50
End Price 2.752.752.49
Price Change % +78.20%+78.20%-0.66%
Period High 4.614.615.48
Period Low 1.491.490.98
Price Range % 209.0%209.0%460.2%
🏆 All-Time Records
All-Time High 4.614.615.48
Days Since ATH 175 days175 days16 days
Distance From ATH % -40.4%-40.4%-54.6%
All-Time Low 1.491.490.98
Distance From ATL % +84.2%+84.2%+154.1%
New ATHs Hit 15 times15 times11 times
📌 Easy-to-Understand Stats
Avg Daily Change % 4.18%4.18%7.27%
Biggest Jump (1 Day) % +1.12+1.12+1.97
Biggest Drop (1 Day) % -0.71-0.71-1.21
Days Above Avg % 47.1%47.1%32.2%
Extreme Moves days 16 (4.7%)16 (4.7%)8 (4.5%)
Stability Score % 0.0%0.0%0.0%
Trend Strength % 50.1%50.1%55.3%
Recent Momentum (10-day) % +5.96%+5.96%-32.44%
📊 Statistical Measures
Average Price 3.403.402.10
Median Price 3.363.361.81
Price Std Deviation 0.610.610.97
🚀 Returns & Growth
CAGR % +84.93%+84.93%-1.33%
Annualized Return % +84.93%+84.93%-1.33%
Total Return % +78.20%+78.20%-0.66%
⚠️ Risk & Volatility
Daily Volatility % 6.70%6.70%11.17%
Annualized Volatility % 128.09%128.09%213.32%
Max Drawdown % -52.37%-52.37%-62.42%
Sharpe Ratio 0.0570.0570.048
Sortino Ratio 0.0690.0690.070
Calmar Ratio 1.6221.622-0.021
Ulcer Index 23.5123.5136.54
📅 Daily Performance
Win Rate % 50.1%50.1%44.7%
Positive Days 17217280
Negative Days 17117199
Best Day % +51.05%+51.05%+74.76%
Worst Day % -20.25%-20.25%-25.16%
Avg Gain (Up Days) % +4.77%+4.77%+7.68%
Avg Loss (Down Days) % -4.04%-4.04%-5.24%
Profit Factor 1.191.191.18
🔥 Streaks & Patterns
Longest Win Streak days 775
Longest Loss Streak days 776
💹 Trading Metrics
Omega Ratio 1.1891.1891.183
Expectancy % +0.38%+0.38%+0.53%
Kelly Criterion % 1.97%1.97%1.32%
📅 Weekly Performance
Best Week % +57.84%+57.84%+129.90%
Worst Week % -21.91%-21.91%-38.99%
Weekly Win Rate % 55.8%55.8%50.0%
📆 Monthly Performance
Best Month % +108.68%+108.68%+160.85%
Worst Month % -30.00%-30.00%-38.67%
Monthly Win Rate % 38.5%38.5%50.0%
🔧 Technical Indicators
RSI (14-period) 61.8961.8928.11
Price vs 50-Day MA % -10.08%-10.08%-21.00%
Price vs 200-Day MA % -21.61%-21.61%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 ORDER (ORDER): -0.245 (Weak)
ALGO (ALGO) vs ORDER (ORDER): -0.245 (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
ORDER: Kraken
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