ALGO ALGO / SIS Crypto vs A A / SIS Crypto vs FTT FTT / 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 / SISFTT / SIS
📈 Performance Metrics
Start Price 3.128.5524.01
End Price 2.333.179.44
Price Change % -25.22%-62.85%-60.69%
Period High 4.619.0834.37
Period Low 2.203.178.72
Price Range % 109.9%186.1%294.2%
🏆 All-Time Records
All-Time High 4.619.0834.37
Days Since ATH 198 days92 days316 days
Distance From ATH % -49.4%-65.0%-72.5%
All-Time Low 2.203.178.72
Distance From ATL % +6.1%+0.0%+8.3%
New ATHs Hit 8 times4 times5 times
📌 Easy-to-Understand Stats
Avg Daily Change % 3.93%3.18%4.62%
Biggest Jump (1 Day) % +1.12+1.09+8.69
Biggest Drop (1 Day) % -0.71-0.97-4.95
Days Above Avg % 46.2%51.8%42.9%
Extreme Moves days 11 (3.2%)7 (6.2%)9 (2.6%)
Stability Score % 0.0%17.3%56.2%
Trend Strength % 51.3%58.4%52.6%
Recent Momentum (10-day) % -6.66%-12.72%-9.72%
📊 Statistical Measures
Average Price 3.426.1817.65
Median Price 3.356.3116.22
Price Std Deviation 0.561.655.27
🚀 Returns & Growth
CAGR % -26.60%-95.92%-62.87%
Annualized Return % -26.60%-95.92%-62.87%
Total Return % -25.22%-62.85%-60.69%
⚠️ Risk & Volatility
Daily Volatility % 5.87%5.11%7.73%
Annualized Volatility % 112.10%97.67%147.64%
Max Drawdown % -52.37%-65.05%-74.63%
Sharpe Ratio 0.014-0.146-0.002
Sortino Ratio 0.015-0.152-0.002
Calmar Ratio -0.508-1.475-0.842
Ulcer Index 25.6736.4950.07
📅 Daily Performance
Win Rate % 48.7%41.6%47.4%
Positive Days 16747163
Negative Days 17666181
Best Day % +51.05%+27.69%+83.41%
Worst Day % -20.25%-17.79%-20.53%
Avg Gain (Up Days) % +4.19%+3.22%+4.87%
Avg Loss (Down Days) % -3.82%-3.57%-4.41%
Profit Factor 1.040.640.99
🔥 Streaks & Patterns
Longest Win Streak days 7106
Longest Loss Streak days 777
💹 Trading Metrics
Omega Ratio 1.0400.6420.994
Expectancy % +0.08%-0.74%-0.01%
Kelly Criterion % 0.50%0.00%0.00%
📅 Weekly Performance
Best Week % +34.06%+11.46%+51.59%
Worst Week % -21.91%-22.58%-25.94%
Weekly Win Rate % 50.0%33.3%46.2%
📆 Monthly Performance
Best Month % +45.49%+-10.10%+30.61%
Worst Month % -30.00%-30.45%-30.87%
Monthly Win Rate % 30.8%0.0%38.5%
🔧 Technical Indicators
RSI (14-period) 33.0715.3423.74
Price vs 50-Day MA % -17.44%-30.62%-23.56%
Price vs 200-Day MA % -31.47%N/A-34.69%
💰 Volume Analysis
Avg Volume 93,645,5293,533,8023,753,497
Total Volume 32,214,061,845399,319,6421,294,956,299

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 FTT (FTT): 0.310 (Moderate positive)
A (A) vs FTT (FTT): 0.575 (Moderate 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
FTT: Bybit
ByBit Futures Trading Trade hundreds of crypto perpetual futures