ALGO ALGO / SIS Crypto vs PYTH PYTH / SIS Crypto

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

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Asset ALGO / SISPYTH / SIS
📈 Performance Metrics
Start Price 3.223.61
End Price 2.771.49
Price Change % -13.92%-58.63%
Period High 4.613.65
Period Low 2.201.38
Price Range % 109.9%164.6%
🏆 All-Time Records
All-Time High 4.613.65
Days Since ATH 193 days342 days
Distance From ATH % -39.9%-59.1%
All-Time Low 2.201.38
Distance From ATL % +26.1%+8.1%
New ATHs Hit 8 times1 times
📌 Easy-to-Understand Stats
Avg Daily Change % 3.94%4.52%
Biggest Jump (1 Day) % +1.12+1.54
Biggest Drop (1 Day) % -0.71-0.71
Days Above Avg % 45.3%45.3%
Extreme Moves days 10 (2.9%)8 (2.3%)
Stability Score % 0.0%0.0%
Trend Strength % 50.7%52.5%
Recent Momentum (10-day) % +0.43%-4.87%
📊 Statistical Measures
Average Price 3.432.38
Median Price 3.362.29
Price Std Deviation 0.540.57
🚀 Returns & Growth
CAGR % -14.74%-60.91%
Annualized Return % -14.74%-60.91%
Total Return % -13.92%-58.63%
⚠️ Risk & Volatility
Daily Volatility % 5.88%7.51%
Annualized Volatility % 112.32%143.53%
Max Drawdown % -52.37%-62.20%
Sharpe Ratio 0.021-0.002
Sortino Ratio 0.023-0.003
Calmar Ratio -0.282-0.979
Ulcer Index 25.1238.09
📅 Daily Performance
Win Rate % 49.3%47.5%
Positive Days 169163
Negative Days 174180
Best Day % +51.05%+88.45%
Worst Day % -20.25%-19.58%
Avg Gain (Up Days) % +4.20%+4.83%
Avg Loss (Down Days) % -3.84%-4.40%
Profit Factor 1.060.99
🔥 Streaks & Patterns
Longest Win Streak days 79
Longest Loss Streak days 77
💹 Trading Metrics
Omega Ratio 1.0620.993
Expectancy % +0.12%-0.02%
Kelly Criterion % 0.75%0.00%
📅 Weekly Performance
Best Week % +34.06%+47.45%
Worst Week % -21.91%-21.19%
Weekly Win Rate % 51.9%46.2%
📆 Monthly Performance
Best Month % +45.49%+52.70%
Worst Month % -30.00%-38.78%
Monthly Win Rate % 30.8%30.8%
🔧 Technical Indicators
RSI (14-period) 61.9558.40
Price vs 50-Day MA % -3.90%-16.95%
Price vs 200-Day MA % -19.66%-27.61%

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 PYTH (PYTH): 0.374 (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
PYTH: Kraken
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