ALGO ALGO / SPK Crypto vs ALGO ALGO / SPK Crypto vs USTC USTC / SPK Crypto

Stats Comprehensive Analytics for the Selected Time Period

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

Settings

Asset ALGO / SPKALGO / SPKUSTC / SPK
📈 Performance Metrics
Start Price 4.144.140.30
End Price 4.584.580.23
Price Change % +10.66%+10.66%-25.63%
Period High 9.569.560.45
Period Low 1.521.520.08
Price Range % 530.0%530.0%440.0%
🏆 All-Time Records
All-Time High 9.569.560.45
Days Since ATH 84 days84 days87 days
Distance From ATH % -52.1%-52.1%-49.4%
All-Time Low 1.521.520.08
Distance From ATL % +201.8%+201.8%+173.3%
New ATHs Hit 15 times15 times10 times
📌 Easy-to-Understand Stats
Avg Daily Change % 6.72%6.72%5.77%
Biggest Jump (1 Day) % +1.59+1.59+0.05
Biggest Drop (1 Day) % -2.81-2.81-0.15
Days Above Avg % 35.7%35.7%28.6%
Extreme Moves days 7 (6.3%)7 (6.3%)5 (4.5%)
Stability Score % 0.0%0.0%0.0%
Trend Strength % 65.8%65.8%43.2%
Recent Momentum (10-day) % +6.71%+6.71%+0.45%
📊 Statistical Measures
Average Price 4.154.150.24
Median Price 3.953.950.22
Price Std Deviation 1.521.520.09
🚀 Returns & Growth
CAGR % +39.54%+39.54%-62.24%
Annualized Return % +39.54%+39.54%-62.24%
Total Return % +10.66%+10.66%-25.63%
⚠️ Risk & Volatility
Daily Volatility % 11.50%11.50%10.92%
Annualized Volatility % 219.79%219.79%208.66%
Max Drawdown % -84.13%-84.13%-81.48%
Sharpe Ratio 0.0720.0720.038
Sortino Ratio 0.0590.0590.034
Calmar Ratio 0.4700.470-0.764
Ulcer Index 54.5354.5349.94
📅 Daily Performance
Win Rate % 65.8%65.8%56.8%
Positive Days 737363
Negative Days 383848
Best Day % +58.32%+58.32%+57.58%
Worst Day % -54.27%-54.27%-55.60%
Avg Gain (Up Days) % +5.73%+5.73%+5.82%
Avg Loss (Down Days) % -8.60%-8.60%-6.69%
Profit Factor 1.281.281.14
🔥 Streaks & Patterns
Longest Win Streak days 886
Longest Loss Streak days 445
💹 Trading Metrics
Omega Ratio 1.2801.2801.142
Expectancy % +0.82%+0.82%+0.41%
Kelly Criterion % 1.67%1.67%1.05%
📅 Weekly Performance
Best Week % +48.57%+48.57%+38.43%
Worst Week % -37.34%-37.34%-42.96%
Weekly Win Rate % 64.7%64.7%64.7%
📆 Monthly Performance
Best Month % +54.52%+54.52%+53.79%
Worst Month % -45.80%-45.80%-60.02%
Monthly Win Rate % 80.0%80.0%60.0%
🔧 Technical Indicators
RSI (14-period) 77.9677.9668.72
Price vs 50-Day MA % +15.35%+15.35%+5.43%
💰 Volume Analysis
Avg Volume 110,767,739110,767,739410,690,044
Total Volume 12,405,986,78312,405,986,78345,997,284,889

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 USTC (USTC): 0.926 (Strong positive)
ALGO (ALGO) vs USTC (USTC): 0.926 (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
USTC: Bybit
ByBit Futures Trading Trade hundreds of crypto perpetual futures