ALGO ALGO / SIS Crypto vs K K / USD Crypto vs FTT FTT / USD 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 / SISK / USDFTT / USD
📈 Performance Metrics
Start Price 2.460.252.95
End Price 2.350.010.64
Price Change % -4.60%-97.31%-78.13%
Period High 4.610.293.87
Period Low 2.200.010.53
Price Range % 109.9%4,676.1%637.5%
🏆 All-Time Records
All-Time High 4.610.293.87
Days Since ATH 203 days87 days321 days
Distance From ATH % -49.0%-97.7%-83.4%
All-Time Low 2.200.010.53
Distance From ATL % +7.0%+11.8%+22.7%
New ATHs Hit 11 times4 times5 times
📌 Easy-to-Understand Stats
Avg Daily Change % 3.86%7.53%4.43%
Biggest Jump (1 Day) % +1.12+0.08+0.58
Biggest Drop (1 Day) % -0.60-0.08-0.49
Days Above Avg % 46.2%52.9%27.5%
Extreme Moves days 10 (2.9%)5 (4.9%)19 (5.5%)
Stability Score % 0.0%0.0%0.0%
Trend Strength % 51.0%61.2%54.9%
Recent Momentum (10-day) % -13.88%-31.98%-1.21%
📊 Statistical Measures
Average Price 3.410.111.31
Median Price 3.350.130.96
Price Std Deviation 0.570.090.74
🚀 Returns & Growth
CAGR % -4.89%-100.00%-80.07%
Annualized Return % -4.89%-100.00%-80.07%
Total Return % -4.60%-97.31%-78.13%
⚠️ Risk & Volatility
Daily Volatility % 5.74%10.54%5.50%
Annualized Volatility % 109.69%201.35%105.15%
Max Drawdown % -52.37%-97.91%-86.44%
Sharpe Ratio 0.025-0.264-0.053
Sortino Ratio 0.029-0.226-0.058
Calmar Ratio -0.093-1.021-0.926
Ulcer Index 25.3069.0168.86
📅 Daily Performance
Win Rate % 49.0%38.2%44.6%
Positive Days 16839152
Negative Days 17563189
Best Day % +51.05%+35.72%+35.00%
Worst Day % -18.37%-53.44%-20.03%
Avg Gain (Up Days) % +4.16%+5.61%+4.05%
Avg Loss (Down Days) % -3.72%-8.02%-3.79%
Profit Factor 1.080.430.86
🔥 Streaks & Patterns
Longest Win Streak days 739
Longest Loss Streak days 799
💹 Trading Metrics
Omega Ratio 1.0750.4330.859
Expectancy % +0.14%-2.81%-0.30%
Kelly Criterion % 0.92%0.00%0.00%
📅 Weekly Performance
Best Week % +34.06%+37.14%+23.16%
Worst Week % -21.91%-43.87%-24.69%
Weekly Win Rate % 51.9%35.3%50.0%
📆 Monthly Performance
Best Month % +45.49%+0.15%+25.76%
Worst Month % -30.00%-76.54%-41.51%
Monthly Win Rate % 38.5%20.0%38.5%
🔧 Technical Indicators
RSI (14-period) 32.7631.0456.56
Price vs 50-Day MA % -15.01%-73.57%-10.77%
Price vs 200-Day MA % -29.78%N/A-27.45%

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 K (K): 0.830 (Strong positive)
ALGO (ALGO) vs FTT (FTT): -0.025 (Weak)
K (K) vs FTT (FTT): 0.719 (Strong 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
K: Bybit
FTT: Bybit
ByBit Futures Trading Trade hundreds of crypto perpetual futures