ALGO ALGO / SIS Crypto vs ALGO ALGO / SIS Crypto vs XMLNZ XMLNZ / USD 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 / SISXMLNZ / USD
📈 Performance Metrics
Start Price 1.311.3115.43
End Price 2.202.207.90
Price Change % +67.19%+67.19%-48.82%
Period High 4.614.6126.64
Period Low 1.151.156.73
Price Range % 302.2%302.2%295.8%
🏆 All-Time Records
All-Time High 4.614.6126.64
Days Since ATH 163 days163 days305 days
Distance From ATH % -52.4%-52.4%-70.4%
All-Time Low 1.151.156.73
Distance From ATL % +91.6%+91.6%+17.3%
New ATHs Hit 19 times19 times11 times
📌 Easy-to-Understand Stats
Avg Daily Change % 4.14%4.14%3.77%
Biggest Jump (1 Day) % +0.81+0.81+4.82
Biggest Drop (1 Day) % -0.71-0.71-2.75
Days Above Avg % 50.6%50.6%35.7%
Extreme Moves days 17 (5.0%)17 (5.0%)12 (3.5%)
Stability Score % 0.0%0.0%55.5%
Trend Strength % 50.1%50.1%51.9%
Recent Momentum (10-day) % -6.45%-6.45%+4.83%
📊 Statistical Measures
Average Price 3.353.3511.53
Median Price 3.363.369.08
Price Std Deviation 0.700.704.75
🚀 Returns & Growth
CAGR % +73.34%+73.34%-51.17%
Annualized Return % +73.34%+73.34%-51.17%
Total Return % +67.19%+67.19%-48.82%
⚠️ Risk & Volatility
Daily Volatility % 6.25%6.25%5.13%
Annualized Volatility % 119.33%119.33%97.94%
Max Drawdown % -52.37%-52.37%-74.73%
Sharpe Ratio 0.0540.054-0.014
Sortino Ratio 0.0620.062-0.016
Calmar Ratio 1.4011.401-0.685
Ulcer Index 22.7622.7658.30
📅 Daily Performance
Win Rate % 50.1%50.1%47.9%
Positive Days 171171163
Negative Days 170170177
Best Day % +32.67%+32.67%+38.93%
Worst Day % -20.25%-20.25%-13.05%
Avg Gain (Up Days) % +4.70%+4.70%+3.62%
Avg Loss (Down Days) % -4.04%-4.04%-3.47%
Profit Factor 1.171.170.96
🔥 Streaks & Patterns
Longest Win Streak days 777
Longest Loss Streak days 777
💹 Trading Metrics
Omega Ratio 1.1691.1690.961
Expectancy % +0.34%+0.34%-0.07%
Kelly Criterion % 1.79%1.79%0.00%
📅 Weekly Performance
Best Week % +57.84%+57.84%+21.73%
Worst Week % -21.91%-21.91%-24.86%
Weekly Win Rate % 54.9%54.9%45.1%
📆 Monthly Performance
Best Month % +144.98%+144.98%+19.56%
Worst Month % -30.00%-30.00%-20.27%
Monthly Win Rate % 41.7%41.7%50.0%
🔧 Technical Indicators
RSI (14-period) 22.3322.3368.15
Price vs 50-Day MA % -31.87%-31.87%-1.13%
Price vs 200-Day MA % -37.38%-37.38%-4.99%

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 XMLNZ (XMLNZ): -0.333 (Moderate negative)
ALGO (ALGO) vs XMLNZ (XMLNZ): -0.333 (Moderate negative)

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
XMLNZ: Kraken
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