ALGO ALGO / SIS Crypto vs A A / SIS Crypto vs GSWIFT GSWIFT / 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 / SISGSWIFT / SIS

📈 Performance Metrics

Start Price 3.308.550.86

End Price 2.703.820.03

Price Change % -18.19%-55.31%-96.34%

Period High 4.619.081.04

Period Low 2.203.770.03

Price Range % 109.9%141.0%3,196.2%

🏆 All-Time Records

All-Time High 4.619.081.04

Days Since ATH 192 days86 days317 days

Distance From ATH % -41.5%-57.9%-97.0%

All-Time Low 2.203.770.03

Distance From ATL % +22.8%+1.4%+0.0%

New ATHs Hit 8 times4 times3 times

📌 Easy-to-Understand Stats

Avg Daily Change % 3.94%3.14%6.07%

Biggest Jump (1 Day) % +1.12+1.09+0.22

Biggest Drop (1 Day) % -0.71-0.97-0.17

Days Above Avg % 45.3%51.9%32.2%

Extreme Moves days 10 (2.9%)7 (6.5%)14 (4.3%)

Stability Score % 0.0%18.7%0.0%

Trend Strength % 51.0%56.1%59.3%

Recent Momentum (10-day) % +1.19%-3.57%-33.30%

📊 Statistical Measures

Average Price 3.436.330.29

Median Price 3.366.420.22

Price Std Deviation 0.541.560.23

🚀 Returns & Growth

CAGR % -19.24%-93.59%-97.65%

Annualized Return % -19.24%-93.59%-97.65%

Total Return % -18.19%-55.31%-96.34%

⚠️ Risk & Volatility

Daily Volatility % 5.88%5.15%7.61%

Annualized Volatility % 112.31%98.31%145.34%

Max Drawdown % -52.37%-58.51%-96.97%

Sharpe Ratio 0.018-0.121-0.098

Sortino Ratio 0.021-0.126-0.110

Calmar Ratio -0.367-1.600-1.007

Ulcer Index 25.0434.5675.59

📅 Daily Performance

Win Rate % 49.0%43.9%40.7%

Positive Days 16847131

Negative Days 17560191

Best Day % +51.05%+27.69%+41.88%

Worst Day % -20.25%-17.79%-23.49%

Avg Gain (Up Days) % +4.21%+3.13%+5.74%

Avg Loss (Down Days) % -3.83%-3.56%-5.19%

Profit Factor 1.050.690.76

🔥 Streaks & Patterns

Longest Win Streak days 7105

Longest Loss Streak days 775

💹 Trading Metrics

Omega Ratio 1.0540.6890.759

Expectancy % +0.11%-0.62%-0.74%

Kelly Criterion % 0.66%0.00%0.00%

📅 Weekly Performance

Best Week % +34.06%+11.46%+18.94%

Worst Week % -21.91%-22.58%-29.51%

Weekly Win Rate % 51.9%35.3%28.6%

📆 Monthly Performance

Best Month % +45.49%+-10.10%+11.43%

Worst Month % -30.00%-30.45%-41.47%

Monthly Win Rate % 30.8%0.0%15.4%

🔧 Technical Indicators

RSI (14-period) 57.8851.5817.26

Price vs 50-Day MA % -6.63%-21.92%-55.94%

Price vs 200-Day MA % -21.91%N/A-78.39%

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):	0.933 (Strong positive)
ALGO (ALGO) vs GSWIFT (GSWIFT):	-0.051 (Weak)
A (A) vs GSWIFT (GSWIFT):	0.952 (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
GSWIFT: Bybit