ALGO ALGO / SPK Crypto vs XMLNZ XMLNZ / SPK Crypto

Stats Comprehensive Analytics for the Selected Time Period

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

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Asset ALGO / SPKXMLNZ / SPK
📈 Performance Metrics
Start Price 4.14180.13
End Price 4.83197.11
Price Change % +16.88%+9.42%
Period High 9.56250.88
Period Low 1.5245.36
Price Range % 530.0%453.1%
🏆 All-Time Records
All-Time High 9.56250.88
Days Since ATH 116 days118 days
Distance From ATH % -49.4%-21.4%
All-Time Low 1.5245.36
Distance From ATL % +218.8%+334.6%
New ATHs Hit 15 times12 times
📌 Easy-to-Understand Stats
Avg Daily Change % 5.92%5.84%
Biggest Jump (1 Day) % +1.59+56.45
Biggest Drop (1 Day) % -2.81-83.70
Days Above Avg % 45.1%50.0%
Extreme Moves days 8 (5.6%)6 (4.2%)
Stability Score % 0.0%92.6%
Trend Strength % 62.9%58.7%
Recent Momentum (10-day) % -0.65%+6.47%
📊 Statistical Measures
Average Price 4.29150.66
Median Price 4.14150.49
Price Std Deviation 1.3746.90
🚀 Returns & Growth
CAGR % +48.89%+25.84%
Annualized Return % +48.89%+25.84%
Total Return % +16.88%+9.42%
⚠️ Risk & Volatility
Daily Volatility % 10.37%11.12%
Annualized Volatility % 198.10%212.44%
Max Drawdown % -84.13%-81.92%
Sharpe Ratio 0.0680.064
Sortino Ratio 0.0580.060
Calmar Ratio 0.5810.315
Ulcer Index 53.5943.11
📅 Daily Performance
Win Rate % 62.9%59.2%
Positive Days 9084
Negative Days 5358
Best Day % +58.32%+64.75%
Worst Day % -54.27%-52.15%
Avg Gain (Up Days) % +5.32%+6.08%
Avg Loss (Down Days) % -7.14%-7.05%
Profit Factor 1.271.25
🔥 Streaks & Patterns
Longest Win Streak days 97
Longest Loss Streak days 44
💹 Trading Metrics
Omega Ratio 1.2661.248
Expectancy % +0.70%+0.72%
Kelly Criterion % 1.85%1.67%
📅 Weekly Performance
Best Week % +48.57%+37.60%
Worst Week % -37.34%-33.22%
Weekly Win Rate % 65.2%60.9%
📆 Monthly Performance
Best Month % +54.52%+73.48%
Worst Month % -45.80%-56.84%
Monthly Win Rate % 57.1%57.1%
🔧 Technical Indicators
RSI (14-period) 54.1063.69
Price vs 50-Day MA % +5.58%+16.50%

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 XMLNZ (XMLNZ): 0.910 (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
XMLNZ: Kraken
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