ALGO ALGO / SIS Crypto vs A A / SIS Crypto vs TRAC TRAC / 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 / SISTRAC / SIS
📈 Performance Metrics
Start Price 2.608.556.88
End Price 2.323.139.00
Price Change % -10.55%-63.39%+30.88%
Period High 4.619.0812.90
Period Low 2.202.984.26
Price Range % 109.9%205.1%202.8%
🏆 All-Time Records
All-Time High 4.619.0812.90
Days Since ATH 202 days96 days34 days
Distance From ATH % -49.6%-65.5%-30.2%
All-Time Low 2.202.984.26
Distance From ATL % +5.8%+5.1%+111.2%
New ATHs Hit 11 times4 times10 times
📌 Easy-to-Understand Stats
Avg Daily Change % 3.87%3.24%4.91%
Biggest Jump (1 Day) % +1.12+1.09+6.11
Biggest Drop (1 Day) % -0.60-0.97-1.80
Days Above Avg % 46.2%50.0%42.4%
Extreme Moves days 10 (2.9%)7 (6.0%)8 (2.3%)
Stability Score % 0.0%14.8%0.0%
Trend Strength % 51.6%58.1%47.2%
Recent Momentum (10-day) % -13.32%-18.61%-10.37%
📊 Statistical Measures
Average Price 3.416.086.86
Median Price 3.356.136.64
Price Std Deviation 0.571.711.52
🚀 Returns & Growth
CAGR % -11.19%-95.65%+33.15%
Annualized Return % -11.19%-95.65%+33.15%
Total Return % -10.55%-63.39%+30.88%
⚠️ Risk & Volatility
Daily Volatility % 5.75%5.18%9.46%
Annualized Volatility % 109.82%98.92%180.66%
Max Drawdown % -52.37%-67.22%-48.95%
Sharpe Ratio 0.022-0.1400.044
Sortino Ratio 0.025-0.1460.072
Calmar Ratio -0.214-1.4230.677
Ulcer Index 25.2137.8723.83
📅 Daily Performance
Win Rate % 48.4%41.9%47.2%
Positive Days 16649162
Negative Days 17768181
Best Day % +51.05%+27.69%+128.48%
Worst Day % -18.37%-17.79%-21.72%
Avg Gain (Up Days) % +4.20%+3.35%+5.73%
Avg Loss (Down Days) % -3.70%-3.66%-4.34%
Profit Factor 1.060.661.18
🔥 Streaks & Patterns
Longest Win Streak days 7106
Longest Loss Streak days 778
💹 Trading Metrics
Omega Ratio 1.0650.6601.182
Expectancy % +0.12%-0.72%+0.42%
Kelly Criterion % 0.80%0.00%1.67%
📅 Weekly Performance
Best Week % +34.06%+11.46%+57.54%
Worst Week % -21.91%-22.58%-28.06%
Weekly Win Rate % 50.0%31.6%40.4%
📆 Monthly Performance
Best Month % +45.49%+-10.10%+31.75%
Worst Month % -30.00%-30.45%-28.02%
Monthly Win Rate % 38.5%0.0%30.8%
🔧 Technical Indicators
RSI (14-period) 29.1430.1239.68
Price vs 50-Day MA % -16.25%-28.32%-1.06%
Price vs 200-Day MA % -30.78%N/A+28.54%

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): 0.946 (Strong positive)
ALGO (ALGO) vs TRAC (TRAC): 0.024 (Weak)
A (A) vs TRAC (TRAC): -0.468 (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
A: Kraken
TRAC: Kraken
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