ALGO ALGO / SIS Crypto vs A A / SIS Crypto vs STEP STEP / 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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🤖 AI Analysis

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Asset ALGO / SISA / SISSTEP / SIS

📈 Performance Metrics

Start Price 3.158.550.78

End Price 2.233.010.32

Price Change % -29.28%-64.72%-58.97%

Period High 4.619.081.85

Period Low 2.203.010.31

Price Range % 109.9%201.7%504.9%

🏆 All-Time Records

All-Time High 4.619.081.85

Days Since ATH 199 days93 days205 days

Distance From ATH % -51.6%-66.8%-82.6%

All-Time Low 2.203.010.31

Distance From ATL % +1.5%+0.2%+5.2%

New ATHs Hit 7 times4 times16 times

📌 Easy-to-Understand Stats

Avg Daily Change % 3.94%3.19%6.75%

Biggest Jump (1 Day) % +1.12+1.09+0.29

Biggest Drop (1 Day) % -0.71-0.97-0.36

Days Above Avg % 46.2%51.3%54.7%

Extreme Moves days 10 (2.9%)7 (6.1%)14 (4.1%)

Stability Score % 0.0%17.0%0.0%

Trend Strength % 51.9%57.9%51.3%

Recent Momentum (10-day) % -10.20%-15.75%-12.76%

📊 Statistical Measures

Average Price 3.416.151.10

Median Price 3.356.301.15

Price Std Deviation 0.561.670.34

🚀 Returns & Growth

CAGR % -30.84%-96.44%-61.25%

Annualized Return % -30.84%-96.44%-61.25%

Total Return % -29.28%-64.72%-58.97%

⚠️ Risk & Volatility

Daily Volatility % 5.87%5.11%8.94%

Annualized Volatility % 112.18%97.60%170.88%

Max Drawdown % -52.37%-66.85%-83.47%

Sharpe Ratio 0.011-0.1530.015

Sortino Ratio 0.012-0.1580.016

Calmar Ratio -0.589-1.443-0.734

Ulcer Index 25.8336.8940.42

📅 Daily Performance

Win Rate % 48.1%42.1%48.7%

Positive Days 16548167

Negative Days 17866176

Best Day % +51.05%+27.69%+48.83%

Worst Day % -20.25%-17.79%-27.73%

Avg Gain (Up Days) % +4.23%+3.15%+7.03%

Avg Loss (Down Days) % -3.80%-3.64%-6.41%

Profit Factor 1.030.631.04

🔥 Streaks & Patterns

Longest Win Streak days 7105

Longest Loss Streak days 778

💹 Trading Metrics

Omega Ratio 1.0320.6291.040

Expectancy % +0.06%-0.78%+0.13%

Kelly Criterion % 0.39%0.00%0.29%

📅 Weekly Performance

Best Week % +34.06%+11.46%+35.75%

Worst Week % -21.91%-22.58%-39.73%

Weekly Win Rate % 50.0%33.3%51.9%

📆 Monthly Performance

Best Month % +45.49%+-10.10%+44.08%

Worst Month % -30.00%-30.45%-50.69%

Monthly Win Rate % 30.8%0.0%38.5%

🔧 Technical Indicators

RSI (14-period) 31.8415.0740.88

Price vs 50-Day MA % -20.55%-33.21%-35.68%

Price vs 200-Day MA % -34.23%N/A-67.48%

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):	0.942 (Strong positive)
ALGO (ALGO) vs STEP (STEP):	0.623 (Moderate positive)
A (A) vs STEP (STEP):	0.959 (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
STEP: Kraken