ALGO ALGO / SPK Crypto vs ALGO ALGO / SPK Crypto vs TWT TWT / 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 / SPKTWT / SPK
📈 Performance Metrics
Start Price 4.144.1417.87
End Price 5.505.5040.93
Price Change % +33.04%+33.04%+128.99%
Period High 9.569.5642.80
Period Low 1.521.524.52
Price Range % 530.0%530.0%846.7%
🏆 All-Time Records
All-Time High 9.569.5642.80
Days Since ATH 123 days123 days2 days
Distance From ATH % -42.4%-42.4%-4.4%
All-Time Low 1.521.524.52
Distance From ATL % +262.8%+262.8%+805.3%
New ATHs Hit 15 times15 times25 times
📌 Easy-to-Understand Stats
Avg Daily Change % 5.74%5.74%5.40%
Biggest Jump (1 Day) % +1.59+1.59+4.72
Biggest Drop (1 Day) % -2.81-2.81-8.33
Days Above Avg % 47.0%47.0%50.3%
Extreme Moves days 10 (6.7%)10 (6.7%)6 (4.0%)
Stability Score % 0.0%0.0%50.1%
Trend Strength % 63.3%63.3%63.3%
Recent Momentum (10-day) % +10.60%+10.60%+10.25%
📊 Statistical Measures
Average Price 4.344.3421.00
Median Price 4.274.2721.26
Price Std Deviation 1.361.3610.70
🚀 Returns & Growth
CAGR % +100.29%+100.29%+650.84%
Annualized Return % +100.29%+100.29%+650.84%
Total Return % +33.04%+33.04%+128.99%
⚠️ Risk & Volatility
Daily Volatility % 10.15%10.15%10.48%
Annualized Volatility % 193.93%193.93%200.22%
Max Drawdown % -84.13%-84.13%-81.79%
Sharpe Ratio 0.0750.0750.109
Sortino Ratio 0.0630.0630.097
Calmar Ratio 1.1921.1927.958
Ulcer Index 53.2053.2038.72
📅 Daily Performance
Win Rate % 63.8%63.8%63.3%
Positive Days 959595
Negative Days 545455
Best Day % +58.32%+58.32%+60.95%
Worst Day % -54.27%-54.27%-51.20%
Avg Gain (Up Days) % +5.22%+5.22%+5.96%
Avg Loss (Down Days) % -7.07%-7.07%-7.18%
Profit Factor 1.301.301.43
🔥 Streaks & Patterns
Longest Win Streak days 998
Longest Loss Streak days 444
💹 Trading Metrics
Omega Ratio 1.2981.2981.433
Expectancy % +0.76%+0.76%+1.14%
Kelly Criterion % 2.07%2.07%2.66%
📅 Weekly Performance
Best Week % +48.57%+48.57%+64.02%
Worst Week % -37.34%-37.34%-34.11%
Weekly Win Rate % 66.7%66.7%75.0%
📆 Monthly Performance
Best Month % +54.52%+54.52%+110.63%
Worst Month % -45.80%-45.80%-58.05%
Monthly Win Rate % 71.4%71.4%57.1%
🔧 Technical Indicators
RSI (14-period) 74.2774.2770.62
Price vs 50-Day MA % +15.83%+15.83%+20.27%

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 TWT (TWT): 0.573 (Moderate positive)
ALGO (ALGO) vs TWT (TWT): 0.573 (Moderate 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
TWT: Bybit
ByBit Futures Trading Trade hundreds of crypto perpetual futures