ALGO ALGO / SPK Crypto vs ALGO ALGO / USD Crypto vs CTA CTA / 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 / SPKALGO / USDCTA / USD
📈 Performance Metrics
Start Price 4.140.440.03
End Price 4.710.140.03
Price Change % +13.93%-68.43%-24.57%
Period High 9.560.510.08
Period Low 1.520.140.02
Price Range % 530.0%275.8%406.6%
🏆 All-Time Records
All-Time High 9.560.510.08
Days Since ATH 114 days336 days143 days
Distance From ATH % -50.7%-72.5%-68.1%
All-Time Low 1.520.140.02
Distance From ATL % +210.7%+3.3%+61.5%
New ATHs Hit 15 times4 times6 times
📌 Easy-to-Understand Stats
Avg Daily Change % 5.97%4.07%5.76%
Biggest Jump (1 Day) % +1.59+0.07+0.02
Biggest Drop (1 Day) % -2.81-0.08-0.02
Days Above Avg % 45.1%36.6%47.0%
Extreme Moves days 8 (5.7%)19 (5.5%)20 (5.8%)
Stability Score % 0.0%0.0%0.0%
Trend Strength % 63.1%49.3%45.9%
Recent Momentum (10-day) % -1.41%-11.51%+13.07%
📊 Statistical Measures
Average Price 4.280.250.03
Median Price 4.130.230.03
Price Std Deviation 1.380.080.01
🚀 Returns & Growth
CAGR % +40.15%-70.68%-25.86%
Annualized Return % +40.15%-70.68%-25.86%
Total Return % +13.93%-68.43%-24.57%
⚠️ Risk & Volatility
Daily Volatility % 10.44%5.23%7.94%
Annualized Volatility % 199.40%99.91%151.67%
Max Drawdown % -84.13%-73.39%-75.19%
Sharpe Ratio 0.067-0.0380.029
Sortino Ratio 0.056-0.0370.030
Calmar Ratio 0.477-0.963-0.344
Ulcer Index 53.6553.1646.62
📅 Daily Performance
Win Rate % 63.6%50.6%53.9%
Positive Days 89173185
Negative Days 51169158
Best Day % +58.32%+20.68%+46.88%
Worst Day % -54.27%-19.82%-33.74%
Avg Gain (Up Days) % +5.34%+3.62%+5.12%
Avg Loss (Down Days) % -7.39%-4.11%-5.49%
Profit Factor 1.260.901.09
🔥 Streaks & Patterns
Longest Win Streak days 9119
Longest Loss Streak days 477
💹 Trading Metrics
Omega Ratio 1.2600.9021.091
Expectancy % +0.70%-0.20%+0.23%
Kelly Criterion % 1.77%0.00%0.82%
📅 Weekly Performance
Best Week % +48.57%+50.20%+67.85%
Worst Week % -37.34%-22.48%-31.82%
Weekly Win Rate % 68.2%42.3%61.5%
📆 Monthly Performance
Best Month % +54.52%+42.39%+60.32%
Worst Month % -45.80%-31.62%-40.51%
Monthly Win Rate % 66.7%30.8%38.5%
🔧 Technical Indicators
RSI (14-period) 43.6132.1278.31
Price vs 50-Day MA % +3.63%-22.99%-19.48%
Price vs 200-Day MA % N/A-34.97%-34.20%

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 ALGO (ALGO): -0.140 (Weak)
ALGO (ALGO) vs CTA (CTA): -0.053 (Weak)
ALGO (ALGO) vs CTA (CTA): -0.155 (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
ALGO: Kraken
CTA: Bybit
ByBit Futures Trading Trade hundreds of crypto perpetual futures