ALGO ALGO / SPK Crypto vs F F / SPK Crypto vs INIT INIT / 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 / SPKF / SPKINIT / SPK
📈 Performance Metrics
Start Price 4.140.2211.05
End Price 4.580.236.60
Price Change % +10.66%+4.42%-40.26%
Period High 9.560.3316.37
Period Low 1.520.052.78
Price Range % 530.0%508.3%488.5%
🏆 All-Time Records
All-Time High 9.560.3316.37
Days Since ATH 84 days26 days88 days
Distance From ATH % -52.1%-30.9%-59.7%
All-Time Low 1.520.052.78
Distance From ATL % +201.8%+320.6%+137.3%
New ATHs Hit 15 times7 times6 times
📌 Easy-to-Understand Stats
Avg Daily Change % 6.72%8.25%7.01%
Biggest Jump (1 Day) % +1.59+0.18+3.32
Biggest Drop (1 Day) % -2.81-0.09-5.33
Days Above Avg % 35.7%50.9%28.6%
Extreme Moves days 7 (6.3%)6 (5.4%)7 (6.3%)
Stability Score % 0.0%0.0%0.0%
Trend Strength % 65.8%53.2%38.7%
Recent Momentum (10-day) % +6.71%-12.53%+3.09%
📊 Statistical Measures
Average Price 4.150.187.28
Median Price 3.950.215.89
Price Std Deviation 1.520.083.43
🚀 Returns & Growth
CAGR % +39.54%+15.30%-81.62%
Annualized Return % +39.54%+15.30%-81.62%
Total Return % +10.66%+4.42%-40.26%
⚠️ Risk & Volatility
Daily Volatility % 11.50%16.57%10.95%
Annualized Volatility % 219.79%316.63%209.15%
Max Drawdown % -84.13%-80.86%-83.01%
Sharpe Ratio 0.0720.0710.020
Sortino Ratio 0.0590.0950.016
Calmar Ratio 0.4700.189-0.983
Ulcer Index 54.5347.9757.97
📅 Daily Performance
Win Rate % 65.8%53.2%61.3%
Positive Days 735968
Negative Days 385243
Best Day % +58.32%+122.64%+35.82%
Worst Day % -54.27%-46.96%-49.18%
Avg Gain (Up Days) % +5.73%+9.27%+5.70%
Avg Loss (Down Days) % -8.60%-8.01%-8.46%
Profit Factor 1.281.311.07
🔥 Streaks & Patterns
Longest Win Streak days 876
Longest Loss Streak days 443
💹 Trading Metrics
Omega Ratio 1.2801.3121.065
Expectancy % +0.82%+1.17%+0.21%
Kelly Criterion % 1.67%1.58%0.44%
📅 Weekly Performance
Best Week % +48.57%+221.98%+40.43%
Worst Week % -37.34%-36.10%-41.82%
Weekly Win Rate % 64.7%52.9%70.6%
📆 Monthly Performance
Best Month % +54.52%+112.87%+39.08%
Worst Month % -45.80%-64.27%-60.40%
Monthly Win Rate % 80.0%60.0%60.0%
🔧 Technical Indicators
RSI (14-period) 77.9650.7170.66
Price vs 50-Day MA % +15.35%+18.10%+12.23%

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 F (F): 0.640 (Moderate positive)
ALGO (ALGO) vs INIT (INIT): 0.880 (Strong positive)
F (F) vs INIT (INIT): 0.637 (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
F: Bybit
INIT: Kraken
ByBit Futures Trading Trade hundreds of crypto perpetual futures