ALGO ALGO / SYS Crypto vs ALGO ALGO / USD Crypto vs MDT MDT / 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 / USDMDT / USD
📈 Performance Metrics
Start Price 2.430.320.06
End Price 6.400.140.01
Price Change % +163.00%-55.16%-76.17%
Period High 7.190.510.08
Period Low 2.430.140.01
Price Range % 195.3%275.8%525.0%
🏆 All-Time Records
All-Time High 7.190.510.08
Days Since ATH 112 days334 days326 days
Distance From ATH % -11.0%-71.6%-82.1%
All-Time Low 2.430.140.01
Distance From ATL % +163.0%+6.6%+12.0%
New ATHs Hit 15 times6 times6 times
📌 Easy-to-Understand Stats
Avg Daily Change % 2.72%4.19%4.34%
Biggest Jump (1 Day) % +0.94+0.12+0.01
Biggest Drop (1 Day) % -0.86-0.08-0.01
Days Above Avg % 50.3%36.6%30.0%
Extreme Moves days 18 (5.2%)16 (4.7%)8 (2.3%)
Stability Score % 13.0%0.0%0.0%
Trend Strength % 53.4%48.7%53.2%
Recent Momentum (10-day) % +1.23%-14.22%-12.80%
📊 Statistical Measures
Average Price 4.810.250.03
Median Price 4.840.230.03
Price Std Deviation 1.040.080.01
🚀 Returns & Growth
CAGR % +179.83%-57.41%-78.36%
Annualized Return % +179.83%-57.41%-78.36%
Total Return % +163.00%-55.16%-76.17%
⚠️ Risk & Volatility
Daily Volatility % 4.19%5.60%7.69%
Annualized Volatility % 80.01%106.96%146.96%
Max Drawdown % -35.71%-73.39%-84.00%
Sharpe Ratio 0.088-0.014-0.022
Sortino Ratio 0.103-0.015-0.032
Calmar Ratio 5.036-0.782-0.933
Ulcer Index 16.2952.8762.83
📅 Daily Performance
Win Rate % 53.4%51.3%46.5%
Positive Days 183176158
Negative Days 160167182
Best Day % +33.82%+36.95%+89.54%
Worst Day % -14.02%-19.82%-17.95%
Avg Gain (Up Days) % +2.99%+3.77%+4.39%
Avg Loss (Down Days) % -2.63%-4.14%-4.14%
Profit Factor 1.300.960.92
🔥 Streaks & Patterns
Longest Win Streak days 6115
Longest Loss Streak days 578
💹 Trading Metrics
Omega Ratio 1.2990.9600.921
Expectancy % +0.37%-0.08%-0.17%
Kelly Criterion % 4.66%0.00%0.00%
📅 Weekly Performance
Best Week % +38.63%+50.66%+80.85%
Worst Week % -20.72%-22.48%-24.73%
Weekly Win Rate % 65.4%44.2%40.4%
📆 Monthly Performance
Best Month % +27.32%+42.39%+119.84%
Worst Month % -11.02%-31.62%-47.17%
Monthly Win Rate % 69.2%38.5%30.8%
🔧 Technical Indicators
RSI (14-period) 52.7035.8231.78
Price vs 50-Day MA % +5.02%-22.24%-25.26%
Price vs 200-Day MA % +17.64%-33.07%-39.04%
💰 Volume Analysis
Avg Volume 134,175,5587,608,54019,300,773
Total Volume 46,156,391,7852,617,337,7186,620,164,972

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): -0.616 (Moderate negative)
ALGO (ALGO) vs MDT (MDT): -0.808 (Strong negative)
ALGO (ALGO) vs MDT (MDT): 0.881 (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
MDT: Coinbase
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