ALGO ALGO / SIS Crypto vs F F / USD Crypto vs ACM ACM / USD 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 / SISF / USDACM / USD
📈 Performance Metrics
Start Price 1.400.101.56
End Price 3.110.010.58
Price Change % +121.52%-89.41%-62.71%
Period High 4.610.102.07
Period Low 1.150.010.56
Price Range % 302.2%1,555.2%268.9%
🏆 All-Time Records
All-Time High 4.610.102.07
Days Since ATH 170 days315 days312 days
Distance From ATH % -32.6%-89.4%-72.0%
All-Time Low 1.150.010.56
Distance From ATL % +171.1%+75.3%+3.4%
New ATHs Hit 17 times0 times14 times
📌 Easy-to-Understand Stats
Avg Daily Change % 4.21%6.71%2.88%
Biggest Jump (1 Day) % +1.12+0.02+0.26
Biggest Drop (1 Day) % -0.71-0.02-0.27
Days Above Avg % 48.3%32.3%31.4%
Extreme Moves days 15 (4.4%)11 (3.5%)14 (4.1%)
Stability Score % 0.0%0.0%0.0%
Trend Strength % 50.1%56.8%51.3%
Recent Momentum (10-day) % +0.02%+0.13%-22.35%
📊 Statistical Measures
Average Price 3.370.021.08
Median Price 3.360.010.93
Price Std Deviation 0.650.020.34
🚀 Returns & Growth
CAGR % +133.11%-92.58%-64.99%
Annualized Return % +133.11%-92.58%-64.99%
Total Return % +121.52%-89.41%-62.71%
⚠️ Risk & Volatility
Daily Volatility % 6.81%11.63%4.46%
Annualized Volatility % 130.05%222.21%85.25%
Max Drawdown % -52.37%-93.96%-72.89%
Sharpe Ratio 0.066-0.016-0.042
Sortino Ratio 0.082-0.025-0.043
Calmar Ratio 2.542-0.985-0.892
Ulcer Index 23.1081.0750.36
📅 Daily Performance
Win Rate % 50.1%43.2%47.5%
Positive Days 172136159
Negative Days 171179176
Best Day % +51.05%+129.66%+27.66%
Worst Day % -20.25%-32.74%-29.15%
Avg Gain (Up Days) % +4.94%+6.69%+2.84%
Avg Loss (Down Days) % -4.07%-5.41%-2.93%
Profit Factor 1.220.940.88
🔥 Streaks & Patterns
Longest Win Streak days 794
Longest Loss Streak days 786
💹 Trading Metrics
Omega Ratio 1.2210.9400.875
Expectancy % +0.45%-0.18%-0.19%
Kelly Criterion % 2.23%0.00%0.00%
📅 Weekly Performance
Best Week % +57.84%+208.28%+27.70%
Worst Week % -21.91%-32.50%-18.97%
Weekly Win Rate % 53.8%41.7%50.0%
📆 Monthly Performance
Best Month % +129.43%+72.21%+26.44%
Worst Month % -30.00%-52.03%-18.00%
Monthly Win Rate % 38.5%16.7%38.5%
🔧 Technical Indicators
RSI (14-period) 55.1747.0313.20
Price vs 50-Day MA % -0.06%-8.82%-32.02%
Price vs 200-Day MA % -11.45%+3.03%-33.16%
💰 Volume Analysis
Avg Volume 100,476,103111,800,1961,436,155
Total Volume 34,563,779,31135,328,861,962494,037,432

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 F (F): -0.239 (Weak)
ALGO (ALGO) vs ACM (ACM): -0.370 (Moderate negative)
F (F) vs ACM (ACM): 0.916 (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
F: Bybit
ACM: Binance
ByBit Futures Trading Trade hundreds of crypto perpetual futures