ALGO ALGO / SIS Crypto vs ALGO ALGO / SIS Crypto vs WIN WIN / SIS Crypto

Stats Comprehensive Analytics for the Selected Time Period

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

Settings

🤖 AI Analysis

Ask me anything about the statistics below. I can help explain metrics, identify patterns, or answer specific questions.
Asset ALGO / SISALGO / SISWIN / SIS
📈 Performance Metrics
Start Price 2.492.490.00
End Price 2.822.820.00
Price Change % +13.49%+13.49%-19.37%
Period High 4.614.610.00
Period Low 2.202.200.00
Price Range % 109.9%109.9%113.5%
🏆 All-Time Records
All-Time High 4.614.610.00
Days Since ATH 191 days191 days189 days
Distance From ATH % -38.8%-38.8%-42.6%
All-Time Low 2.202.200.00
Distance From ATL % +28.4%+28.4%+22.6%
New ATHs Hit 9 times9 times10 times
📌 Easy-to-Understand Stats
Avg Daily Change % 4.00%4.00%3.47%
Biggest Jump (1 Day) % +1.12+1.12+0.00
Biggest Drop (1 Day) % -0.71-0.710.00
Days Above Avg % 45.3%45.3%51.6%
Extreme Moves days 11 (3.2%)11 (3.2%)11 (5.2%)
Stability Score % 0.0%0.0%0.0%
Trend Strength % 49.3%49.3%48.6%
Recent Momentum (10-day) % +3.29%+3.29%+12.46%
📊 Statistical Measures
Average Price 3.433.430.00
Median Price 3.363.360.00
Price Std Deviation 0.540.540.00
🚀 Returns & Growth
CAGR % +14.41%+14.41%-30.97%
Annualized Return % +14.41%+14.41%-30.97%
Total Return % +13.49%+13.49%-19.37%
⚠️ Risk & Volatility
Daily Volatility % 6.13%6.13%5.12%
Annualized Volatility % 117.11%117.11%97.85%
Max Drawdown % -52.37%-52.37%-53.17%
Sharpe Ratio 0.0350.0350.005
Sortino Ratio 0.0410.0410.006
Calmar Ratio 0.2750.275-0.583
Ulcer Index 24.9224.9227.42
📅 Daily Performance
Win Rate % 49.3%49.3%51.2%
Positive Days 169169108
Negative Days 174174103
Best Day % +51.05%+51.05%+31.83%
Worst Day % -20.25%-20.25%-18.01%
Avg Gain (Up Days) % +4.38%+4.38%+3.52%
Avg Loss (Down Days) % -3.83%-3.83%-3.63%
Profit Factor 1.111.111.02
🔥 Streaks & Patterns
Longest Win Streak days 779
Longest Loss Streak days 777
💹 Trading Metrics
Omega Ratio 1.1101.1101.015
Expectancy % +0.21%+0.21%+0.03%
Kelly Criterion % 1.28%1.28%0.21%
📅 Weekly Performance
Best Week % +40.46%+40.46%+21.95%
Worst Week % -21.91%-21.91%-23.20%
Weekly Win Rate % 53.8%53.8%50.0%
📆 Monthly Performance
Best Month % +45.49%+45.49%+37.38%
Worst Month % -30.00%-30.00%-26.48%
Monthly Win Rate % 38.5%38.5%37.5%
🔧 Technical Indicators
RSI (14-period) 61.2261.2270.07
Price vs 50-Day MA % -2.89%-2.89%-1.97%
Price vs 200-Day MA % -18.54%-18.54%-23.41%

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 WIN (WIN): 0.812 (Strong positive)
ALGO (ALGO) vs WIN (WIN): 0.812 (Strong 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
WIN: Kraken
ByBit Futures Trading Trade hundreds of crypto perpetual futures