ALGO ALGO / SPK Crypto vs ALGO ALGO / USD Crypto vs XMLNZ XMLNZ / USD Crypto

Stats Comprehensive Analytics for the Selected Time Period

Detailed statistical analysis including performance metrics, risk indicators, technical analysis, and advanced ratios.

Settings

🤖 AI Analysis

Ask me anything about the statistics below. I can help explain metrics, identify patterns, or answer specific questions.
Asset ALGO / SPKALGO / USDXMLNZ / USD
📈 Performance Metrics
Start Price 4.140.2015.91
End Price 4.740.165.82
Price Change % +14.52%-16.98%-63.42%
Period High 9.560.5126.64
Period Low 1.520.155.68
Price Range % 530.0%230.7%369.0%
🏆 All-Time Records
All-Time High 9.560.5126.64
Days Since ATH 100 days322 days321 days
Distance From ATH % -50.4%-68.0%-78.2%
All-Time Low 1.520.155.68
Distance From ATL % +212.3%+5.9%+2.4%
New ATHs Hit 15 times12 times9 times
📌 Easy-to-Understand Stats
Avg Daily Change % 6.35%4.36%3.83%
Biggest Jump (1 Day) % +1.59+0.12+4.82
Biggest Drop (1 Day) % -2.81-0.08-2.75
Days Above Avg % 41.4%36.0%32.0%
Extreme Moves days 8 (6.3%)18 (5.2%)12 (3.5%)
Stability Score % 0.0%0.0%53.3%
Trend Strength % 64.6%48.4%52.5%
Recent Momentum (10-day) % -4.84%-8.34%-12.56%
📊 Statistical Measures
Average Price 4.240.2611.12
Median Price 4.050.238.83
Price Std Deviation 1.450.084.78
🚀 Returns & Growth
CAGR % +47.65%-17.96%-65.70%
Annualized Return % +47.65%-17.96%-65.70%
Total Return % +14.52%-16.98%-63.42%
⚠️ Risk & Volatility
Daily Volatility % 10.94%5.92%5.19%
Annualized Volatility % 208.97%113.14%99.19%
Max Drawdown % -84.13%-69.76%-78.68%
Sharpe Ratio 0.0700.020-0.031
Sortino Ratio 0.0580.021-0.035
Calmar Ratio 0.566-0.258-0.835
Ulcer Index 53.9551.1660.41
📅 Daily Performance
Win Rate % 64.6%51.6%47.4%
Positive Days 82177162
Negative Days 45166180
Best Day % +58.32%+36.95%+38.93%
Worst Day % -54.27%-19.82%-16.67%
Avg Gain (Up Days) % +5.55%+4.15%+3.62%
Avg Loss (Down Days) % -7.94%-4.19%-3.57%
Profit Factor 1.271.060.91
🔥 Streaks & Patterns
Longest Win Streak days 9117
Longest Loss Streak days 477
💹 Trading Metrics
Omega Ratio 1.2731.0570.913
Expectancy % +0.77%+0.12%-0.16%
Kelly Criterion % 1.75%0.67%0.00%
📅 Weekly Performance
Best Week % +48.57%+87.54%+21.73%
Worst Week % -37.34%-22.48%-24.86%
Weekly Win Rate % 65.0%44.2%46.2%
📆 Monthly Performance
Best Month % +54.52%+125.76%+16.00%
Worst Month % -45.80%-31.62%-20.27%
Monthly Win Rate % 66.7%38.5%46.2%
🔧 Technical Indicators
RSI (14-period) 45.7644.5836.44
Price vs 50-Day MA % +10.50%-21.71%-20.59%
Price vs 200-Day MA % N/A-25.30%-27.30%
💰 Volume Analysis
Avg Volume 117,781,5668,114,8095,057
Total Volume 15,076,040,4892,791,494,3011,734,659

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): -0.103 (Weak)
ALGO (ALGO) vs XMLNZ (XMLNZ): -0.266 (Weak)
ALGO (ALGO) vs XMLNZ (XMLNZ): 0.856 (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
ALGO: Kraken
XMLNZ: Kraken
ByBit Futures Trading Trade hundreds of crypto perpetual futures