ALGO ALGO / SIS Crypto vs A A / SIS Crypto vs DF DF / 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 / SISA / SISDF / SIS
📈 Performance Metrics
Start Price 3.128.550.32
End Price 2.333.170.23
Price Change % -25.22%-62.85%-28.62%
Period High 4.619.081.55
Period Low 2.203.170.22
Price Range % 109.9%186.1%596.4%
🏆 All-Time Records
All-Time High 4.619.081.55
Days Since ATH 198 days92 days246 days
Distance From ATH % -49.4%-65.0%-85.3%
All-Time Low 2.203.170.22
Distance From ATL % +6.1%+0.0%+2.6%
New ATHs Hit 8 times4 times15 times
📌 Easy-to-Understand Stats
Avg Daily Change % 3.93%3.18%5.56%
Biggest Jump (1 Day) % +1.12+1.09+0.33
Biggest Drop (1 Day) % -0.71-0.97-0.39
Days Above Avg % 46.2%51.8%48.5%
Extreme Moves days 11 (3.2%)7 (6.2%)14 (4.1%)
Stability Score % 0.0%17.3%0.0%
Trend Strength % 51.3%58.4%51.0%
Recent Momentum (10-day) % -6.66%-12.72%-8.28%
📊 Statistical Measures
Average Price 3.426.180.69
Median Price 3.356.310.67
Price Std Deviation 0.561.650.34
🚀 Returns & Growth
CAGR % -26.60%-95.92%-30.14%
Annualized Return % -26.60%-95.92%-30.14%
Total Return % -25.22%-62.85%-28.62%
⚠️ Risk & Volatility
Daily Volatility % 5.87%5.11%8.56%
Annualized Volatility % 112.10%97.67%163.54%
Max Drawdown % -52.37%-65.05%-85.30%
Sharpe Ratio 0.014-0.1460.028
Sortino Ratio 0.015-0.1520.034
Calmar Ratio -0.508-1.475-0.353
Ulcer Index 25.6736.4953.84
📅 Daily Performance
Win Rate % 48.7%41.6%49.0%
Positive Days 16747168
Negative Days 17666175
Best Day % +51.05%+27.69%+71.38%
Worst Day % -20.25%-17.79%-32.32%
Avg Gain (Up Days) % +4.19%+3.22%+5.84%
Avg Loss (Down Days) % -3.82%-3.57%-5.13%
Profit Factor 1.040.641.09
🔥 Streaks & Patterns
Longest Win Streak days 7105
Longest Loss Streak days 777
💹 Trading Metrics
Omega Ratio 1.0400.6421.093
Expectancy % +0.08%-0.74%+0.24%
Kelly Criterion % 0.50%0.00%0.81%
📅 Weekly Performance
Best Week % +34.06%+11.46%+114.44%
Worst Week % -21.91%-22.58%-32.89%
Weekly Win Rate % 50.0%33.3%48.1%
📆 Monthly Performance
Best Month % +45.49%+-10.10%+131.71%
Worst Month % -30.00%-30.45%-38.77%
Monthly Win Rate % 30.8%0.0%30.8%
🔧 Technical Indicators
RSI (14-period) 33.0715.3423.12
Price vs 50-Day MA % -17.44%-30.62%-24.12%
Price vs 200-Day MA % -31.47%N/A-55.51%
💰 Volume Analysis
Avg Volume 93,645,5293,533,802773,014,740
Total Volume 32,214,061,845399,319,642265,917,070,614

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 A (A): 0.940 (Strong positive)
ALGO (ALGO) vs DF (DF): 0.419 (Moderate positive)
A (A) vs DF (DF): 0.980 (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
A: Kraken
DF: Binance
ByBit Futures Trading Trade hundreds of crypto perpetual futures