ALGO ALGO / SIS Crypto vs F F / SIS Crypto vs XMLNZ XMLNZ / 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 / SISXMLNZ / SIS
📈 Performance Metrics
Start Price 2.460.43126.14
End Price 2.350.1391.82
Price Change % -4.60%-69.53%-27.21%
Period High 4.610.55211.44
Period Low 2.200.0877.56
Price Range % 109.9%568.7%172.6%
🏆 All-Time Records
All-Time High 4.610.55211.44
Days Since ATH 203 days306 days232 days
Distance From ATH % -49.0%-76.4%-56.6%
All-Time Low 2.200.0877.56
Distance From ATL % +7.0%+58.0%+18.4%
New ATHs Hit 11 times2 times7 times
📌 Easy-to-Understand Stats
Avg Daily Change % 3.86%6.31%3.99%
Biggest Jump (1 Day) % +1.12+0.20+64.24
Biggest Drop (1 Day) % -0.60-0.11-33.60
Days Above Avg % 46.2%35.7%45.9%
Extreme Moves days 10 (2.9%)9 (2.6%)13 (3.8%)
Stability Score % 0.0%0.0%95.2%
Trend Strength % 51.0%56.1%52.2%
Recent Momentum (10-day) % -13.88%-22.31%-11.22%
📊 Statistical Measures
Average Price 3.410.25140.09
Median Price 3.350.21137.02
Price Std Deviation 0.570.1228.34
🚀 Returns & Growth
CAGR % -4.89%-71.66%-28.68%
Annualized Return % -4.89%-71.66%-28.68%
Total Return % -4.60%-69.53%-27.21%
⚠️ Risk & Volatility
Daily Volatility % 5.74%14.05%6.74%
Annualized Volatility % 109.69%268.48%128.68%
Max Drawdown % -52.37%-85.05%-63.32%
Sharpe Ratio 0.0250.0240.017
Sortino Ratio 0.0290.0460.022
Calmar Ratio -0.093-0.843-0.453
Ulcer Index 25.3058.8834.52
📅 Daily Performance
Win Rate % 49.0%43.9%47.8%
Positive Days 168151164
Negative Days 175193179
Best Day % +51.05%+157.97%+56.97%
Worst Day % -18.37%-35.51%-20.65%
Avg Gain (Up Days) % +4.16%+7.64%+4.37%
Avg Loss (Down Days) % -3.72%-5.39%-3.79%
Profit Factor 1.081.111.06
🔥 Streaks & Patterns
Longest Win Streak days 755
Longest Loss Streak days 787
💹 Trading Metrics
Omega Ratio 1.0751.1101.057
Expectancy % +0.14%+0.33%+0.11%
Kelly Criterion % 0.92%0.81%0.68%
📅 Weekly Performance
Best Week % +34.06%+236.15%+29.97%
Worst Week % -21.91%-28.91%-24.02%
Weekly Win Rate % 51.9%38.5%44.2%
📆 Monthly Performance
Best Month % +45.49%+70.84%+24.44%
Worst Month % -30.00%-45.66%-33.22%
Monthly Win Rate % 38.5%23.1%46.2%
🔧 Technical Indicators
RSI (14-period) 32.7627.3046.45
Price vs 50-Day MA % -15.01%-25.74%-11.40%
Price vs 200-Day MA % -29.78%-19.61%-24.62%

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): 0.121 (Weak)
ALGO (ALGO) vs XMLNZ (XMLNZ): 0.526 (Moderate positive)
F (F) vs XMLNZ (XMLNZ): 0.687 (Moderate 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