ALGO ALGO / SPK Crypto vs ALGO ALGO / SPK Crypto vs PURSE PURSE / SPK Crypto

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

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Asset ALGO / SPKALGO / SPKPURSE / SPK
📈 Performance Metrics
Start Price 4.144.140.00
End Price 4.774.770.00
Price Change % +15.33%+15.33%-48.91%
Period High 9.569.560.00
Period Low 1.521.520.00
Price Range % 530.0%530.0%653.2%
🏆 All-Time Records
All-Time High 9.569.560.00
Days Since ATH 102 days102 days113 days
Distance From ATH % -50.1%-50.1%-65.8%
All-Time Low 1.521.520.00
Distance From ATL % +214.5%+214.5%+157.4%
New ATHs Hit 15 times15 times5 times
📌 Easy-to-Understand Stats
Avg Daily Change % 6.31%6.31%9.59%
Biggest Jump (1 Day) % +1.59+1.59+0.00
Biggest Drop (1 Day) % -2.81-2.810.00
Days Above Avg % 42.3%42.3%27.7%
Extreme Moves days 8 (6.2%)8 (6.2%)8 (6.2%)
Stability Score % 0.0%0.0%0.0%
Trend Strength % 65.1%65.1%41.1%
Recent Momentum (10-day) % -3.48%-3.48%-5.37%
📊 Statistical Measures
Average Price 4.254.250.00
Median Price 4.074.070.00
Price Std Deviation 1.441.440.00
🚀 Returns & Growth
CAGR % +49.71%+49.71%-85.05%
Annualized Return % +49.71%+49.71%-85.05%
Total Return % +15.33%+15.33%-48.91%
⚠️ Risk & Volatility
Daily Volatility % 10.87%10.87%13.44%
Annualized Volatility % 207.60%207.60%256.76%
Max Drawdown % -84.13%-84.13%-86.72%
Sharpe Ratio 0.0700.0700.033
Sortino Ratio 0.0580.0580.029
Calmar Ratio 0.5910.591-0.981
Ulcer Index 53.8753.8766.55
📅 Daily Performance
Win Rate % 65.1%65.1%58.6%
Positive Days 848475
Negative Days 454553
Best Day % +58.32%+58.32%+57.27%
Worst Day % -54.27%-54.27%-49.49%
Avg Gain (Up Days) % +5.47%+5.47%+8.53%
Avg Loss (Down Days) % -8.02%-8.02%-10.99%
Profit Factor 1.271.271.10
🔥 Streaks & Patterns
Longest Win Streak days 997
Longest Loss Streak days 443
💹 Trading Metrics
Omega Ratio 1.2731.2731.098
Expectancy % +0.76%+0.76%+0.45%
Kelly Criterion % 1.74%1.74%0.47%
📅 Weekly Performance
Best Week % +48.57%+48.57%+100.14%
Worst Week % -37.34%-37.34%-41.67%
Weekly Win Rate % 66.7%66.7%47.6%
📆 Monthly Performance
Best Month % +54.52%+54.52%+21.61%
Worst Month % -45.80%-45.80%-67.93%
Monthly Win Rate % 66.7%66.7%50.0%
🔧 Technical Indicators
RSI (14-period) 45.0945.0943.83
Price vs 50-Day MA % +10.10%+10.10%+24.47%

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): 1.000 (Strong positive)
ALGO (ALGO) vs PURSE (PURSE): 0.779 (Strong positive)
ALGO (ALGO) vs PURSE (PURSE): 0.779 (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
PURSE: Bybit
ByBit Futures Trading Trade hundreds of crypto perpetual futures