ALGO ALGO / SIS Crypto vs F F / SIS Crypto vs TREE TREE / 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 / SISTREE / SIS
📈 Performance Metrics
Start Price 3.150.659.60
End Price 2.230.132.11
Price Change % -29.28%-80.07%-77.97%
Period High 4.610.659.60
Period Low 2.200.082.11
Price Range % 109.9%686.7%354.7%
🏆 All-Time Records
All-Time High 4.610.659.60
Days Since ATH 199 days344 days108 days
Distance From ATH % -51.6%-80.1%-78.0%
All-Time Low 2.200.082.11
Distance From ATL % +1.5%+56.8%+0.2%
New ATHs Hit 7 times0 times0 times
📌 Easy-to-Understand Stats
Avg Daily Change % 3.94%6.51%5.28%
Biggest Jump (1 Day) % +1.12+0.20+0.95
Biggest Drop (1 Day) % -0.71-0.13-1.95
Days Above Avg % 46.2%36.2%47.7%
Extreme Moves days 10 (2.9%)9 (2.6%)7 (6.5%)
Stability Score % 0.0%0.0%0.0%
Trend Strength % 51.9%56.4%56.5%
Recent Momentum (10-day) % -10.20%-14.31%-11.90%
📊 Statistical Measures
Average Price 3.410.254.24
Median Price 3.350.214.13
Price Std Deviation 0.560.131.60
🚀 Returns & Growth
CAGR % -30.84%-81.94%-99.40%
Annualized Return % -30.84%-81.94%-99.40%
Total Return % -29.28%-80.07%-77.97%
⚠️ Risk & Volatility
Daily Volatility % 5.87%14.14%6.85%
Annualized Volatility % 112.18%270.11%130.86%
Max Drawdown % -52.37%-87.29%-78.01%
Sharpe Ratio 0.0110.016-0.169
Sortino Ratio 0.0120.030-0.161
Calmar Ratio -0.589-0.939-1.274
Ulcer Index 25.8364.0258.28
📅 Daily Performance
Win Rate % 48.1%43.6%43.5%
Positive Days 16515047
Negative Days 17819461
Best Day % +51.05%+157.97%+24.15%
Worst Day % -20.25%-35.51%-20.31%
Avg Gain (Up Days) % +4.23%+7.69%+4.41%
Avg Loss (Down Days) % -3.80%-5.55%-5.44%
Profit Factor 1.031.070.62
🔥 Streaks & Patterns
Longest Win Streak days 756
Longest Loss Streak days 787
💹 Trading Metrics
Omega Ratio 1.0321.0710.625
Expectancy % +0.06%+0.22%-1.15%
Kelly Criterion % 0.39%0.52%0.00%
📅 Weekly Performance
Best Week % +34.06%+236.15%+16.33%
Worst Week % -21.91%-28.91%-23.68%
Weekly Win Rate % 50.0%38.5%35.3%
📆 Monthly Performance
Best Month % +45.49%+70.84%+-9.20%
Worst Month % -30.00%-45.66%-37.58%
Monthly Win Rate % 30.8%23.1%0.0%
🔧 Technical Indicators
RSI (14-period) 31.8428.2024.38
Price vs 50-Day MA % -20.55%-27.58%-25.78%
Price vs 200-Day MA % -34.23%-21.31%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): 0.086 (Weak)
ALGO (ALGO) vs TREE (TREE): 0.828 (Strong positive)
F (F) vs TREE (TREE): -0.413 (Moderate negative)

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
TREE: Kraken
ByBit Futures Trading Trade hundreds of crypto perpetual futures