ALGO ALGO / SIS Crypto vs T T / USD Crypto vs CHEX CHEX / USD 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 / SIST / USDCHEX / USD

📈 Performance Metrics

Start Price 2.030.030.23

End Price 2.950.010.03

Price Change % +45.25%-59.84%-85.24%

Period High 4.610.040.23

Period Low 2.030.010.03

Price Range % 127.0%250.4%616.1%

🏆 All-Time Records

All-Time High 4.610.040.23

Days Since ATH 182 days325 days132 days

Distance From ATH % -36.0%-70.9%-85.2%

All-Time Low 2.030.010.03

Distance From ATL % +45.2%+2.1%+5.7%

New ATHs Hit 12 times8 times0 times

📌 Easy-to-Understand Stats

Avg Daily Change % 4.18%3.59%6.72%

Biggest Jump (1 Day) % +1.12+0.01+0.04

Biggest Drop (1 Day) % -0.71-0.01-0.03

Days Above Avg % 46.5%29.7%46.6%

Extreme Moves days 15 (4.4%)15 (4.4%)5 (3.8%)

Stability Score % 0.0%0.0%0.0%

Trend Strength % 49.6%51.3%61.4%

Recent Momentum (10-day) % -10.66%-6.35%-29.11%

📊 Statistical Measures

Average Price 3.420.020.11

Median Price 3.360.020.11

Price Std Deviation 0.560.010.04

🚀 Returns & Growth

CAGR % +48.77%-62.13%-99.50%

Annualized Return % +48.77%-62.13%-99.50%

Total Return % +45.25%-59.84%-85.24%

⚠️ Risk & Volatility

Daily Volatility % 6.59%5.06%9.15%

Annualized Volatility % 125.93%96.67%174.76%

Max Drawdown % -52.37%-71.46%-86.04%

Sharpe Ratio 0.048-0.028-0.113

Sortino Ratio 0.057-0.029-0.131

Calmar Ratio 0.931-0.869-1.156

Ulcer Index 24.2053.6455.48

📅 Daily Performance

Win Rate % 49.6%48.1%37.7%

Positive Days 17016349

Negative Days 17317681

Best Day % +51.05%+41.73%+44.94%

Worst Day % -20.25%-18.52%-32.33%

Avg Gain (Up Days) % +4.72%+3.52%+7.40%

Avg Loss (Down Days) % -4.01%-3.53%-6.16%

Profit Factor 1.150.920.73

🔥 Streaks & Patterns

Longest Win Streak days 764

Longest Loss Streak days 757

💹 Trading Metrics

Omega Ratio 1.1550.9220.726

Expectancy % +0.31%-0.14%-1.05%

Kelly Criterion % 1.66%0.00%0.00%

📅 Weekly Performance

Best Week % +57.84%+27.34%+42.24%

Worst Week % -21.91%-17.87%-31.20%

Weekly Win Rate % 53.8%50.0%28.6%

📆 Monthly Performance

Best Month % +58.42%+16.90%+27.29%

Worst Month % -30.00%-22.24%-35.65%

Monthly Win Rate % 38.5%30.8%16.7%

🔧 Technical Indicators

RSI (14-period) 46.0647.1517.04

Price vs 50-Day MA % -1.12%-18.74%-54.84%

Price vs 200-Day MA % -15.62%-27.31%N/A

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 T (T):	-0.117 (Weak)
ALGO (ALGO) vs CHEX (CHEX):	0.446 (Moderate positive)
T (T) vs CHEX (CHEX):	0.651 (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
T: Kraken
CHEX: Kraken