ALGO ALGO / SIS Crypto vs T T / 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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🤖 AI Analysis

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Asset ALGO / SIST / USD

📈 Performance Metrics

Start Price 3.510.04

End Price 2.380.01

Price Change % -32.27%-72.55%

Period High 4.610.04

Period Low 2.200.01

Price Range % 109.9%274.7%

🏆 All-Time Records

All-Time High 4.610.04

Days Since ATH 200 days343 days

Distance From ATH % -48.4%-72.5%

All-Time Low 2.200.01

Distance From ATL % +8.3%+2.9%

New ATHs Hit 6 times0 times

📌 Easy-to-Understand Stats

Avg Daily Change % 3.92%3.48%

Biggest Jump (1 Day) % +1.12+0.01

Biggest Drop (1 Day) % -0.71-0.01

Days Above Avg % 46.2%29.4%

Extreme Moves days 11 (3.2%)14 (4.1%)

Stability Score % 0.0%0.0%

Trend Strength % 51.9%52.5%

Recent Momentum (10-day) % -11.34%-3.59%

📊 Statistical Measures

Average Price 3.410.02

Median Price 3.350.02

Price Std Deviation 0.560.01

🚀 Returns & Growth

CAGR % -33.94%-74.73%

Annualized Return % -33.94%-74.73%

Total Return % -32.27%-72.55%

⚠️ Risk & Volatility

Daily Volatility % 5.85%4.93%

Annualized Volatility % 111.80%94.27%

Max Drawdown % -52.37%-73.31%

Sharpe Ratio 0.008-0.052

Sortino Ratio 0.010-0.054

Calmar Ratio -0.648-1.019

Ulcer Index 25.9456.11

📅 Daily Performance

Win Rate % 48.1%46.9%

Positive Days 165159

Negative Days 178180

Best Day % +51.05%+41.73%

Worst Day % -20.25%-18.52%

Avg Gain (Up Days) % +4.21%+3.33%

Avg Loss (Down Days) % -3.80%-3.43%

Profit Factor 1.030.86

🔥 Streaks & Patterns

Longest Win Streak days 76

Longest Loss Streak days 75

💹 Trading Metrics

Omega Ratio 1.0250.857

Expectancy % +0.05%-0.26%

Kelly Criterion % 0.31%0.00%

📅 Weekly Performance

Best Week % +34.06%+27.34%

Worst Week % -21.91%-17.87%

Weekly Win Rate % 50.0%44.2%

📆 Monthly Performance

Best Month % +45.49%+15.81%

Worst Month % -30.00%-33.94%

Monthly Win Rate % 30.8%30.8%

🔧 Technical Indicators

RSI (14-period) 33.6644.75

Price vs 50-Day MA % -15.00%-12.45%

Price vs 200-Day MA % -29.59%-29.26%

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):	0.102 (Weak)

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