ALGO ALGO / SYS Crypto vs ALGO ALGO / USD Crypto vs ABT ABT / USD 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 / SYSALGO / USDABT / USD
📈 Performance Metrics
Start Price 2.870.511.96
End Price 6.570.140.38
Price Change % +129.26%-72.56%-80.70%
Period High 7.190.511.99
Period Low 2.640.130.27
Price Range % 172.0%290.5%639.5%
🏆 All-Time Records
All-Time High 7.190.511.99
Days Since ATH 117 days339 days336 days
Distance From ATH % -8.6%-72.7%-81.0%
All-Time Low 2.640.130.27
Distance From ATL % +148.7%+6.5%+40.4%
New ATHs Hit 22 times1 times1 times
📌 Easy-to-Understand Stats
Avg Daily Change % 2.62%4.07%4.39%
Biggest Jump (1 Day) % +0.94+0.07+0.24
Biggest Drop (1 Day) % -0.86-0.08-0.19
Days Above Avg % 51.2%36.0%36.0%
Extreme Moves days 16 (4.7%)19 (5.5%)15 (4.4%)
Stability Score % 24.2%0.0%0.0%
Trend Strength % 53.9%49.9%60.1%
Recent Momentum (10-day) % +4.34%-6.32%+3.04%
📊 Statistical Measures
Average Price 4.860.250.87
Median Price 4.910.230.78
Price Std Deviation 1.040.080.33
🚀 Returns & Growth
CAGR % +141.79%-74.74%-82.81%
Annualized Return % +141.79%-74.74%-82.81%
Total Return % +129.26%-72.56%-80.70%
⚠️ Risk & Volatility
Daily Volatility % 3.69%5.22%6.14%
Annualized Volatility % 70.42%99.68%117.34%
Max Drawdown % -35.71%-74.39%-86.48%
Sharpe Ratio 0.084-0.046-0.049
Sortino Ratio 0.090-0.045-0.059
Calmar Ratio 3.970-1.005-0.958
Ulcer Index 15.9653.6058.85
📅 Daily Performance
Win Rate % 53.9%50.1%39.9%
Positive Days 185172136
Negative Days 158171205
Best Day % +17.76%+20.68%+36.94%
Worst Day % -14.02%-19.82%-18.87%
Avg Gain (Up Days) % +2.76%+3.60%+5.17%
Avg Loss (Down Days) % -2.56%-4.10%-3.93%
Profit Factor 1.260.880.87
🔥 Streaks & Patterns
Longest Win Streak days 6114
Longest Loss Streak days 5712
💹 Trading Metrics
Omega Ratio 1.2630.8830.873
Expectancy % +0.31%-0.24%-0.30%
Kelly Criterion % 4.39%0.00%0.00%
📅 Weekly Performance
Best Week % +22.02%+50.20%+36.98%
Worst Week % -20.72%-22.48%-32.51%
Weekly Win Rate % 65.4%42.3%40.4%
📆 Monthly Performance
Best Month % +23.77%+42.39%+19.41%
Worst Month % -6.12%-34.08%-35.19%
Monthly Win Rate % 76.9%38.5%38.5%
🔧 Technical Indicators
RSI (14-period) 59.3838.9655.24
Price vs 50-Day MA % +6.39%-21.21%-21.73%
Price vs 200-Day MA % +19.94%-35.09%-47.80%
💰 Volume Analysis
Avg Volume 132,922,9697,170,925486,736
Total Volume 45,725,501,5072,466,798,139166,463,829

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): -0.615 (Moderate negative)
ALGO (ALGO) vs ABT (ABT): -0.821 (Strong negative)
ALGO (ALGO) vs ABT (ABT): 0.891 (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
ABT: Coinbase
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