ALGO ALGO / SIS Crypto vs SYN SYN / 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 / SISSYN / SIS
📈 Performance Metrics
Start Price 3.155.74
End Price 2.230.97
Price Change % -29.28%-83.19%
Period High 4.616.67
Period Low 2.200.96
Price Range % 109.9%594.8%
🏆 All-Time Records
All-Time High 4.616.67
Days Since ATH 199 days202 days
Distance From ATH % -51.6%-85.5%
All-Time Low 2.200.96
Distance From ATL % +1.5%+0.6%
New ATHs Hit 7 times2 times
📌 Easy-to-Understand Stats
Avg Daily Change % 3.94%5.29%
Biggest Jump (1 Day) % +1.12+1.55
Biggest Drop (1 Day) % -0.71-1.44
Days Above Avg % 46.2%40.7%
Extreme Moves days 10 (2.9%)17 (5.0%)
Stability Score % 0.0%0.0%
Trend Strength % 51.9%58.3%
Recent Momentum (10-day) % -10.20%-11.72%
📊 Statistical Measures
Average Price 3.413.09
Median Price 3.352.68
Price Std Deviation 0.561.53
🚀 Returns & Growth
CAGR % -30.84%-85.00%
Annualized Return % -30.84%-85.00%
Total Return % -29.28%-83.19%
⚠️ Risk & Volatility
Daily Volatility % 5.87%7.28%
Annualized Volatility % 112.18%139.13%
Max Drawdown % -52.37%-85.61%
Sharpe Ratio 0.011-0.036
Sortino Ratio 0.012-0.044
Calmar Ratio -0.589-0.993
Ulcer Index 25.8358.29
📅 Daily Performance
Win Rate % 48.1%41.7%
Positive Days 165143
Negative Days 178200
Best Day % +51.05%+38.89%
Worst Day % -20.25%-21.77%
Avg Gain (Up Days) % +4.23%+5.90%
Avg Loss (Down Days) % -3.80%-4.68%
Profit Factor 1.030.90
🔥 Streaks & Patterns
Longest Win Streak days 75
Longest Loss Streak days 79
💹 Trading Metrics
Omega Ratio 1.0320.903
Expectancy % +0.06%-0.26%
Kelly Criterion % 0.39%0.00%
📅 Weekly Performance
Best Week % +34.06%+43.92%
Worst Week % -21.91%-29.62%
Weekly Win Rate % 50.0%32.7%
📆 Monthly Performance
Best Month % +45.49%+115.88%
Worst Month % -30.00%-52.72%
Monthly Win Rate % 30.8%23.1%
🔧 Technical Indicators
RSI (14-period) 31.8431.97
Price vs 50-Day MA % -20.55%-24.10%
Price vs 200-Day MA % -34.23%-56.11%

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 SYN (SYN): 0.441 (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
SYN: Kraken
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