ALGO ALGO / SIS Crypto vs IMX IMX / SIS Crypto

Stats Comprehensive Analytics for the Selected Time Period

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

Settings

🤖 AI Analysis

Ask me anything about the statistics below. I can help explain metrics, identify patterns, or answer specific questions.
Asset ALGO / SISIMX / SIS
📈 Performance Metrics
Start Price 2.8011.67
End Price 2.234.78
Price Change % -20.30%-59.03%
Period High 4.6113.25
Period Low 2.204.78
Price Range % 109.9%177.1%
🏆 All-Time Records
All-Time High 4.6113.25
Days Since ATH 201 days190 days
Distance From ATH % -51.6%-63.9%
All-Time Low 2.204.78
Distance From ATL % +1.7%+0.0%
New ATHs Hit 10 times8 times
📌 Easy-to-Understand Stats
Avg Daily Change % 3.88%4.38%
Biggest Jump (1 Day) % +1.12+2.56
Biggest Drop (1 Day) % -0.60-1.60
Days Above Avg % 46.2%48.8%
Extreme Moves days 10 (2.9%)15 (4.4%)
Stability Score % 0.0%36.1%
Trend Strength % 51.9%52.8%
Recent Momentum (10-day) % -12.59%-15.58%
📊 Statistical Measures
Average Price 3.419.27
Median Price 3.359.21
Price Std Deviation 0.571.86
🚀 Returns & Growth
CAGR % -21.45%-61.31%
Annualized Return % -21.45%-61.31%
Total Return % -20.30%-59.03%
⚠️ Risk & Volatility
Daily Volatility % 5.76%5.92%
Annualized Volatility % 110.02%113.15%
Max Drawdown % -52.37%-63.91%
Sharpe Ratio 0.016-0.015
Sortino Ratio 0.018-0.016
Calmar Ratio -0.410-0.959
Ulcer Index 25.1932.61
📅 Daily Performance
Win Rate % 48.1%47.2%
Positive Days 165162
Negative Days 178181
Best Day % +51.05%+36.75%
Worst Day % -18.37%-19.19%
Avg Gain (Up Days) % +4.21%+4.57%
Avg Loss (Down Days) % -3.72%-4.25%
Profit Factor 1.050.96
🔥 Streaks & Patterns
Longest Win Streak days 79
Longest Loss Streak days 76
💹 Trading Metrics
Omega Ratio 1.0470.961
Expectancy % +0.09%-0.09%
Kelly Criterion % 0.58%0.00%
📅 Weekly Performance
Best Week % +34.06%+34.27%
Worst Week % -21.91%-25.52%
Weekly Win Rate % 49.1%41.5%
📆 Monthly Performance
Best Month % +45.49%+37.10%
Worst Month % -30.00%-36.84%
Monthly Win Rate % 38.5%23.1%
🔧 Technical Indicators
RSI (14-period) 30.5629.86
Price vs 50-Day MA % -19.80%-34.35%
Price vs 200-Day MA % -33.69%-43.67%
💰 Volume Analysis
Avg Volume 92,673,0945,326,045
Total Volume 31,879,544,4351,832,159,432

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 IMX (IMX): 0.525 (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
IMX: Kraken
ByBit Futures Trading Trade hundreds of crypto perpetual futures