ALGO ALGO / SIS Crypto vs F F / SIS Crypto vs SPK SPK / 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 / SISF / SISSPK / SIS

📈 Performance Metrics

Start Price 1.400.650.76

End Price 3.110.220.60

Price Change % +121.52%-66.93%-20.72%

Period High 4.610.652.51

Period Low 1.150.080.41

Price Range % 302.2%686.7%513.3%

🏆 All-Time Records

All-Time High 4.610.652.51

Days Since ATH 170 days315 days85 days

Distance From ATH % -32.6%-66.9%-76.1%

All-Time Low 1.150.080.41

Distance From ATL % +171.1%+160.2%+46.6%

New ATHs Hit 17 times0 times5 times

📌 Easy-to-Understand Stats

Avg Daily Change % 4.21%6.56%8.43%

Biggest Jump (1 Day) % +1.12+0.20+1.25

Biggest Drop (1 Day) % -0.71-0.13-0.94

Days Above Avg % 48.3%38.0%31.9%

Extreme Moves days 15 (4.4%)7 (2.2%)5 (4.2%)

Stability Score % 0.0%0.0%0.0%

Trend Strength % 50.1%55.9%57.6%

Recent Momentum (10-day) % +0.02%+32.86%-14.80%

📊 Statistical Measures

Average Price 3.370.260.94

Median Price 3.360.220.82

Price Std Deviation 0.650.130.41

🚀 Returns & Growth

CAGR % +133.11%-72.26%-51.24%

Annualized Return % +133.11%-72.26%-51.24%

Total Return % +121.52%-66.93%-20.72%

⚠️ Risk & Volatility

Daily Volatility % 6.81%14.64%14.71%

Annualized Volatility % 130.05%279.75%281.06%

Max Drawdown % -52.37%-87.29%-80.91%

Sharpe Ratio 0.0660.0260.046

Sortino Ratio 0.0820.0500.076

Calmar Ratio 2.542-0.828-0.633

Ulcer Index 23.1063.0655.11

📅 Daily Performance

Win Rate % 50.1%44.1%42.4%

Positive Days 17213950

Negative Days 17117668

Best Day % +51.05%+157.97%+98.59%

Worst Day % -20.25%-35.51%-37.49%

Avg Gain (Up Days) % +4.94%+7.87%+10.20%

Avg Loss (Down Days) % -4.07%-5.53%-6.33%

Profit Factor 1.221.121.18

🔥 Streaks & Patterns

Longest Win Streak days 754

Longest Loss Streak days 787

💹 Trading Metrics

Omega Ratio 1.2211.1251.184

Expectancy % +0.45%+0.39%+0.67%

Kelly Criterion % 2.23%0.89%1.04%

📅 Weekly Performance

Best Week % +57.84%+236.15%+51.61%

Worst Week % -21.91%-28.91%-31.91%

Weekly Win Rate % 53.8%41.7%31.6%

📆 Monthly Performance

Best Month % +129.43%+70.84%+99.49%

Worst Month % -30.00%-45.66%-41.46%

Monthly Win Rate % 38.5%25.0%33.3%

🔧 Technical Indicators

RSI (14-period) 55.1769.4145.05

Price vs 50-Day MA % -0.06%+24.14%-20.57%

Price vs 200-Day MA % -11.45%+24.66%N/A

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):	0.008 (Weak)
ALGO (ALGO) vs SPK (SPK):	0.623 (Moderate positive)
F (F) vs SPK (SPK):	-0.253 (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
SPK: Kraken