ALGO ALGO / SIS Crypto vs T T / SIS Crypto vs ACM ACM / 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 / SIST / SISACM / SIS
📈 Performance Metrics
Start Price 1.280.2115.16
End Price 3.270.2411.41
Price Change % +156.73%+11.06%-24.76%
Period High 4.610.4319.07
Period Low 1.150.158.69
Price Range % 302.2%187.2%119.4%
🏆 All-Time Records
All-Time High 4.610.4319.07
Days Since ATH 172 days183 days64 days
Distance From ATH % -29.0%-45.3%-40.2%
All-Time Low 1.150.158.69
Distance From ATL % +185.6%+57.2%+31.3%
New ATHs Hit 17 times11 times10 times
📌 Easy-to-Understand Stats
Avg Daily Change % 4.20%4.08%3.54%
Biggest Jump (1 Day) % +1.12+0.12+3.69
Biggest Drop (1 Day) % -0.71-0.08-2.85
Days Above Avg % 47.4%48.8%53.5%
Extreme Moves days 16 (4.7%)14 (4.1%)18 (5.2%)
Stability Score % 0.0%0.0%61.5%
Trend Strength % 50.1%52.2%49.6%
Recent Momentum (10-day) % +10.44%+15.89%-1.39%
📊 Statistical Measures
Average Price 3.390.2614.03
Median Price 3.360.2614.12
Price Std Deviation 0.630.041.90
🚀 Returns & Growth
CAGR % +172.74%+11.81%-26.12%
Annualized Return % +172.74%+11.81%-26.12%
Total Return % +156.73%+11.06%-24.76%
⚠️ Risk & Volatility
Daily Volatility % 6.77%6.48%5.41%
Annualized Volatility % 129.43%123.72%103.31%
Max Drawdown % -52.37%-65.18%-54.42%
Sharpe Ratio 0.0720.0350.011
Sortino Ratio 0.0900.0400.012
Calmar Ratio 3.2990.181-0.480
Ulcer Index 23.1631.6324.44
📅 Daily Performance
Win Rate % 50.1%52.2%50.4%
Positive Days 172179173
Negative Days 171164170
Best Day % +51.05%+54.77%+33.46%
Worst Day % -20.25%-20.97%-20.05%
Avg Gain (Up Days) % +4.95%+4.17%+3.60%
Avg Loss (Down Days) % -4.00%-4.08%-3.54%
Profit Factor 1.251.121.03
🔥 Streaks & Patterns
Longest Win Streak days 776
Longest Loss Streak days 777
💹 Trading Metrics
Omega Ratio 1.2461.1161.033
Expectancy % +0.49%+0.23%+0.06%
Kelly Criterion % 2.47%1.33%0.46%
📅 Weekly Performance
Best Week % +57.84%+49.06%+32.10%
Worst Week % -21.91%-22.07%-23.42%
Weekly Win Rate % 55.8%40.4%51.9%
📆 Monthly Performance
Best Month % +152.39%+44.76%+21.46%
Worst Month % -30.00%-35.74%-27.86%
Monthly Win Rate % 38.5%46.2%30.8%
🔧 Technical Indicators
RSI (14-period) 59.7360.8450.48
Price vs 50-Day MA % +5.59%+7.39%-4.78%
Price vs 200-Day MA % -6.80%-11.15%-18.53%

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): 0.616 (Moderate positive)
ALGO (ALGO) vs ACM (ACM): 0.457 (Moderate positive)
T (T) vs ACM (ACM): 0.734 (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
T: Kraken
ACM: Binance
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