ALGO ALGO / SIS Crypto vs T T / SIS Crypto vs FORTH FORTH / 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 / SISFORTH / SIS
📈 Performance Metrics
Start Price 3.510.2835.64
End Price 2.380.2031.17
Price Change % -32.27%-29.09%-12.54%
Period High 4.610.4362.59
Period Low 2.200.1526.52
Price Range % 109.9%187.2%136.1%
🏆 All-Time Records
All-Time High 4.610.4362.59
Days Since ATH 200 days211 days284 days
Distance From ATH % -48.4%-54.1%-50.2%
All-Time Low 2.200.1526.52
Distance From ATL % +8.3%+31.9%+17.5%
New ATHs Hit 6 times7 times7 times
📌 Easy-to-Understand Stats
Avg Daily Change % 3.92%3.91%4.15%
Biggest Jump (1 Day) % +1.12+0.12+17.55
Biggest Drop (1 Day) % -0.71-0.08-12.56
Days Above Avg % 46.2%48.5%50.9%
Extreme Moves days 11 (3.2%)13 (3.8%)11 (3.2%)
Stability Score % 0.0%0.0%83.5%
Trend Strength % 51.9%49.0%52.5%
Recent Momentum (10-day) % -11.34%-9.65%-13.63%
📊 Statistical Measures
Average Price 3.410.2642.57
Median Price 3.350.2642.86
Price Std Deviation 0.560.047.12
🚀 Returns & Growth
CAGR % -33.94%-30.64%-13.29%
Annualized Return % -33.94%-30.64%-13.29%
Total Return % -32.27%-29.09%-12.54%
⚠️ Risk & Volatility
Daily Volatility % 5.85%6.26%7.02%
Annualized Volatility % 111.80%119.68%134.10%
Max Drawdown % -52.37%-65.18%-57.57%
Sharpe Ratio 0.0080.0130.026
Sortino Ratio 0.0100.0150.035
Calmar Ratio -0.648-0.470-0.231
Ulcer Index 25.9434.4031.28
📅 Daily Performance
Win Rate % 48.1%51.0%47.5%
Positive Days 165175163
Negative Days 178168180
Best Day % +51.05%+54.77%+56.70%
Worst Day % -20.25%-20.97%-25.57%
Avg Gain (Up Days) % +4.21%+3.96%+4.69%
Avg Loss (Down Days) % -3.80%-3.95%-3.90%
Profit Factor 1.031.041.09
🔥 Streaks & Patterns
Longest Win Streak days 777
Longest Loss Streak days 777
💹 Trading Metrics
Omega Ratio 1.0251.0431.090
Expectancy % +0.05%+0.08%+0.18%
Kelly Criterion % 0.31%0.53%1.01%
📅 Weekly Performance
Best Week % +34.06%+49.06%+63.85%
Worst Week % -21.91%-22.07%-21.30%
Weekly Win Rate % 50.0%38.5%42.3%
📆 Monthly Performance
Best Month % +45.49%+44.76%+52.55%
Worst Month % -30.00%-35.74%-34.27%
Monthly Win Rate % 30.8%30.8%53.8%
🔧 Technical Indicators
RSI (14-period) 33.6637.1341.58
Price vs 50-Day MA % -15.00%-5.87%-10.08%
Price vs 200-Day MA % -29.59%-21.73%-22.44%

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): 0.737 (Strong positive)
ALGO (ALGO) vs FORTH (FORTH): 0.697 (Moderate positive)
T (T) vs FORTH (FORTH): 0.781 (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
FORTH: Kraken
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