ALGO ALGO / SIS Crypto vs F F / USD Crypto vs XMLNZ XMLNZ / 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 / USDXMLNZ / USD
📈 Performance Metrics
Start Price 1.710.1015.87
End Price 2.480.015.71
Price Change % +44.66%-89.82%-64.06%
Period High 4.610.1026.64
Period Low 1.710.015.68
Price Range % 169.3%1,555.2%369.0%
🏆 All-Time Records
All-Time High 4.610.1026.64
Days Since ATH 180 days325 days322 days
Distance From ATH % -46.3%-89.8%-78.6%
All-Time Low 1.710.015.68
Distance From ATL % +44.7%+68.5%+0.4%
New ATHs Hit 14 times0 times9 times
📌 Easy-to-Understand Stats
Avg Daily Change % 4.17%6.71%3.84%
Biggest Jump (1 Day) % +1.12+0.02+4.82
Biggest Drop (1 Day) % -0.71-0.02-2.75
Days Above Avg % 47.1%31.6%31.7%
Extreme Moves days 15 (4.4%)11 (3.4%)12 (3.5%)
Stability Score % 0.0%0.0%53.1%
Trend Strength % 49.6%56.9%52.2%
Recent Momentum (10-day) % -7.37%-8.65%-11.68%
📊 Statistical Measures
Average Price 3.410.0211.09
Median Price 3.360.018.81
Price Std Deviation 0.580.024.78
🚀 Returns & Growth
CAGR % +48.13%-92.31%-66.34%
Annualized Return % +48.13%-92.31%-66.34%
Total Return % +44.66%-89.82%-64.06%
⚠️ Risk & Volatility
Daily Volatility % 6.59%11.53%5.19%
Annualized Volatility % 125.86%220.37%99.22%
Max Drawdown % -52.37%-93.96%-78.68%
Sharpe Ratio 0.047-0.016-0.032
Sortino Ratio 0.057-0.024-0.036
Calmar Ratio 0.919-0.982-0.843
Ulcer Index 24.0881.3260.56
📅 Daily Performance
Win Rate % 49.6%43.1%47.5%
Positive Days 170140162
Negative Days 173185179
Best Day % +51.05%+129.66%+38.93%
Worst Day % -20.25%-32.74%-16.67%
Avg Gain (Up Days) % +4.71%+6.73%+3.62%
Avg Loss (Down Days) % -4.01%-5.41%-3.60%
Profit Factor 1.150.940.91
🔥 Streaks & Patterns
Longest Win Streak days 797
Longest Loss Streak days 787
💹 Trading Metrics
Omega Ratio 1.1540.9410.910
Expectancy % +0.31%-0.18%-0.17%
Kelly Criterion % 1.65%0.00%0.00%
📅 Weekly Performance
Best Week % +57.84%+208.28%+21.73%
Worst Week % -21.91%-32.50%-24.86%
Weekly Win Rate % 50.9%42.0%45.3%
📆 Monthly Performance
Best Month % +88.00%+72.21%+16.24%
Worst Month % -30.00%-52.03%-20.27%
Monthly Win Rate % 38.5%16.7%46.2%
🔧 Technical Indicators
RSI (14-period) 32.3346.9439.98
Price vs 50-Day MA % -17.08%-18.98%-21.67%
Price vs 200-Day MA % -29.20%-0.56%-28.55%

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): -0.207 (Weak)
ALGO (ALGO) vs XMLNZ (XMLNZ): -0.220 (Weak)
F (F) vs XMLNZ (XMLNZ): 0.949 (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
XMLNZ: Kraken
ByBit Futures Trading Trade hundreds of crypto perpetual futures