ALGO ALGO / SIS Crypto vs ALGO ALGO / SIS Crypto vs TWT TWT / 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 / SISTWT / SIS
📈 Performance Metrics
Start Price 2.462.467.45
End Price 2.352.3517.36
Price Change % -4.60%-4.60%+133.07%
Period High 4.614.6124.17
Period Low 2.202.207.03
Price Range % 109.9%109.9%243.9%
🏆 All-Time Records
All-Time High 4.614.6124.17
Days Since ATH 203 days203 days35 days
Distance From ATH % -49.0%-49.0%-28.2%
All-Time Low 2.202.207.03
Distance From ATL % +7.0%+7.0%+147.0%
New ATHs Hit 11 times11 times28 times
📌 Easy-to-Understand Stats
Avg Daily Change % 3.86%3.86%3.52%
Biggest Jump (1 Day) % +1.12+1.12+8.37
Biggest Drop (1 Day) % -0.60-0.60-3.91
Days Above Avg % 46.2%46.2%39.1%
Extreme Moves days 10 (2.9%)10 (2.9%)13 (3.8%)
Stability Score % 0.0%0.0%58.4%
Trend Strength % 51.0%51.0%52.0%
Recent Momentum (10-day) % -13.88%-13.88%-14.13%
📊 Statistical Measures
Average Price 3.413.4113.82
Median Price 3.353.3513.31
Price Std Deviation 0.570.573.38
🚀 Returns & Growth
CAGR % -4.89%-4.89%+145.43%
Annualized Return % -4.89%-4.89%+145.43%
Total Return % -4.60%-4.60%+133.07%
⚠️ Risk & Volatility
Daily Volatility % 5.74%5.74%5.75%
Annualized Volatility % 109.69%109.69%109.82%
Max Drawdown % -52.37%-52.37%-45.24%
Sharpe Ratio 0.0250.0250.069
Sortino Ratio 0.0290.0290.085
Calmar Ratio -0.093-0.0933.214
Ulcer Index 25.3025.3020.01
📅 Daily Performance
Win Rate % 49.0%49.0%52.0%
Positive Days 168168179
Negative Days 175175165
Best Day % +51.05%+51.05%+56.14%
Worst Day % -18.37%-18.37%-18.50%
Avg Gain (Up Days) % +4.16%+4.16%+3.75%
Avg Loss (Down Days) % -3.72%-3.72%-3.24%
Profit Factor 1.081.081.26
🔥 Streaks & Patterns
Longest Win Streak days 775
Longest Loss Streak days 774
💹 Trading Metrics
Omega Ratio 1.0751.0751.257
Expectancy % +0.14%+0.14%+0.40%
Kelly Criterion % 0.92%0.92%3.29%
📅 Weekly Performance
Best Week % +34.06%+34.06%+61.34%
Worst Week % -21.91%-21.91%-23.45%
Weekly Win Rate % 51.9%51.9%51.9%
📆 Monthly Performance
Best Month % +45.49%+45.49%+69.05%
Worst Month % -30.00%-30.00%-25.24%
Monthly Win Rate % 38.5%38.5%53.8%
🔧 Technical Indicators
RSI (14-period) 32.7632.7633.43
Price vs 50-Day MA % -15.01%-15.01%-12.72%
Price vs 200-Day MA % -29.78%-29.78%+19.07%
💰 Volume Analysis
Avg Volume 92,639,45892,639,45815,678,153
Total Volume 31,867,973,70631,867,973,7065,408,962,832

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 TWT (TWT): -0.121 (Weak)
ALGO (ALGO) vs TWT (TWT): -0.121 (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
TWT: Bybit
ByBit Futures Trading Trade hundreds of crypto perpetual futures