ALGO ALGO / SIS Crypto vs FTT FTT / 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 / SISFTT / USD
📈 Performance Metrics
Start Price 2.872.56
End Price 2.660.61
Price Change % -7.29%-76.09%
Period High 4.613.87
Period Low 2.130.60
Price Range % 116.7%540.9%
🏆 All-Time Records
All-Time High 4.613.87
Days Since ATH 186 days304 days
Distance From ATH % -42.2%-84.2%
All-Time Low 2.130.60
Distance From ATL % +25.2%+1.2%
New ATHs Hit 9 times6 times
📌 Easy-to-Understand Stats
Avg Daily Change % 4.12%4.57%
Biggest Jump (1 Day) % +1.12+0.78
Biggest Drop (1 Day) % -0.71-0.49
Days Above Avg % 46.2%30.4%
Extreme Moves days 14 (4.1%)16 (4.7%)
Stability Score % 0.0%0.0%
Trend Strength % 51.0%55.5%
Recent Momentum (10-day) % -9.15%-15.29%
📊 Statistical Measures
Average Price 3.421.41
Median Price 3.361.02
Price Std Deviation 0.550.79
🚀 Returns & Growth
CAGR % -7.73%-78.09%
Annualized Return % -7.73%-78.09%
Total Return % -7.29%-76.09%
⚠️ Risk & Volatility
Daily Volatility % 6.37%5.70%
Annualized Volatility % 121.61%108.86%
Max Drawdown % -52.37%-84.40%
Sharpe Ratio 0.027-0.045
Sortino Ratio 0.031-0.051
Calmar Ratio -0.148-0.925
Ulcer Index 24.6066.33
📅 Daily Performance
Win Rate % 49.0%44.0%
Positive Days 168150
Negative Days 175191
Best Day % +51.05%+35.00%
Worst Day % -20.25%-20.03%
Avg Gain (Up Days) % +4.52%+4.25%
Avg Loss (Down Days) % -4.01%-3.80%
Profit Factor 1.080.88
🔥 Streaks & Patterns
Longest Win Streak days 79
Longest Loss Streak days 79
💹 Trading Metrics
Omega Ratio 1.0830.878
Expectancy % +0.17%-0.26%
Kelly Criterion % 0.94%0.00%
📅 Weekly Performance
Best Week % +57.84%+36.20%
Worst Week % -21.91%-24.69%
Weekly Win Rate % 50.0%50.0%
📆 Monthly Performance
Best Month % +45.49%+46.25%
Worst Month % -30.00%-41.51%
Monthly Win Rate % 38.5%30.8%
🔧 Technical Indicators
RSI (14-period) 49.476.02
Price vs 50-Day MA % -9.53%-26.05%
Price vs 200-Day MA % -23.57%-33.19%

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 FTT (FTT): -0.161 (Weak)

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
FTT: Bybit
ByBit Futures Trading Trade hundreds of crypto perpetual futures