ALGO ALGO / SIS Crypto vs F F / SIS Crypto vs MULTI MULTI / SIS Crypto

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Detailed statistical analysis including performance metrics, risk indicators, technical analysis, and advanced ratios.

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Asset ALGO / SISF / SISMULTI / SIS
📈 Performance Metrics
Start Price 3.080.653.63
End Price 2.560.156.50
Price Change % -16.92%-77.58%+78.93%
Period High 4.610.6530.47
Period Low 2.200.082.51
Price Range % 109.9%686.7%1,112.0%
🏆 All-Time Records
All-Time High 4.610.6530.47
Days Since ATH 197 days342 days288 days
Distance From ATH % -44.5%-77.6%-78.7%
All-Time Low 2.200.082.51
Distance From ATL % +16.6%+76.4%+158.6%
New ATHs Hit 9 times0 times5 times
📌 Easy-to-Understand Stats
Avg Daily Change % 3.91%6.52%6.87%
Biggest Jump (1 Day) % +1.12+0.20+19.57
Biggest Drop (1 Day) % -0.71-0.13-6.23
Days Above Avg % 45.9%36.4%43.6%
Extreme Moves days 11 (3.2%)9 (2.6%)6 (1.7%)
Stability Score % 0.0%0.0%0.0%
Trend Strength % 51.0%56.1%44.9%
Recent Momentum (10-day) % -2.39%-6.28%-1.09%
📊 Statistical Measures
Average Price 3.420.258.80
Median Price 3.350.218.50
Price Std Deviation 0.550.134.00
🚀 Returns & Growth
CAGR % -17.90%-79.73%+85.73%
Annualized Return % -17.90%-79.73%+85.73%
Total Return % -16.92%-77.58%+78.93%
⚠️ Risk & Volatility
Daily Volatility % 5.85%14.17%16.79%
Annualized Volatility % 111.74%270.75%320.81%
Max Drawdown % -52.37%-87.29%-83.44%
Sharpe Ratio 0.0190.0180.060
Sortino Ratio 0.0210.0340.146
Calmar Ratio -0.342-0.9131.028
Ulcer Index 25.5063.9163.88
📅 Daily Performance
Win Rate % 49.0%43.9%44.9%
Positive Days 168150154
Negative Days 175192189
Best Day % +51.05%+157.97%+222.64%
Worst Day % -20.25%-35.51%-29.71%
Avg Gain (Up Days) % +4.17%+7.69%+8.23%
Avg Loss (Down Days) % -3.79%-5.55%-4.88%
Profit Factor 1.061.081.37
🔥 Streaks & Patterns
Longest Win Streak days 756
Longest Loss Streak days 788
💹 Trading Metrics
Omega Ratio 1.0561.0831.375
Expectancy % +0.11%+0.26%+1.01%
Kelly Criterion % 0.69%0.60%2.51%
📅 Weekly Performance
Best Week % +34.06%+236.15%+741.52%
Worst Week % -21.91%-28.91%-38.06%
Weekly Win Rate % 51.9%38.5%36.5%
📆 Monthly Performance
Best Month % +45.49%+70.84%+509.67%
Worst Month % -30.00%-45.66%-39.29%
Monthly Win Rate % 38.5%23.1%23.1%
🔧 Technical Indicators
RSI (14-period) 36.2636.0431.70
Price vs 50-Day MA % -9.84%-19.68%-6.73%
Price vs 200-Day MA % -24.93%-12.14%-22.02%

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): 0.074 (Weak)
ALGO (ALGO) vs MULTI (MULTI): 0.433 (Moderate positive)
F (F) vs MULTI (MULTI): 0.157 (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
F: Bybit
MULTI: Kraken
ByBit Futures Trading Trade hundreds of crypto perpetual futures