ALGO ALGO / SYS Crypto vs ALGO ALGO / USD Crypto vs NODE NODE / USD Crypto

Stats Comprehensive Analytics for the Selected Time Period

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

Settings

🤖 AI Analysis

Ask me anything about the statistics below. I can help explain metrics, identify patterns, or answer specific questions.
Asset ALGO / SYSALGO / USDNODE / USD
📈 Performance Metrics
Start Price 2.360.300.07
End Price 6.300.150.04
Price Change % +166.72%-50.81%-45.70%
Period High 7.190.510.12
Period Low 2.160.140.03
Price Range % 233.0%275.8%261.7%
🏆 All-Time Records
All-Time High 7.190.510.12
Days Since ATH 110 days332 days69 days
Distance From ATH % -12.4%-71.3%-66.1%
All-Time Low 2.160.140.03
Distance From ATL % +191.7%+7.9%+22.5%
New ATHs Hit 16 times7 times8 times
📌 Easy-to-Understand Stats
Avg Daily Change % 2.75%4.21%6.40%
Biggest Jump (1 Day) % +0.94+0.12+0.02
Biggest Drop (1 Day) % -0.86-0.08-0.02
Days Above Avg % 50.0%35.8%53.6%
Extreme Moves days 18 (5.2%)16 (4.7%)5 (5.2%)
Stability Score % 10.9%0.0%0.0%
Trend Strength % 53.4%49.0%58.3%
Recent Momentum (10-day) % +1.60%-15.56%-7.86%
📊 Statistical Measures
Average Price 4.790.250.07
Median Price 4.790.230.07
Price Std Deviation 1.050.080.02
🚀 Returns & Growth
CAGR % +184.04%-52.99%-90.19%
Annualized Return % +184.04%-52.99%-90.19%
Total Return % +166.72%-50.81%-45.70%
⚠️ Risk & Volatility
Daily Volatility % 4.27%5.62%8.71%
Annualized Volatility % 81.49%107.46%166.42%
Max Drawdown % -35.71%-73.39%-72.35%
Sharpe Ratio 0.088-0.009-0.029
Sortino Ratio 0.103-0.010-0.034
Calmar Ratio 5.154-0.722-1.246
Ulcer Index 16.2852.5941.45
📅 Daily Performance
Win Rate % 53.4%51.0%41.1%
Positive Days 18317539
Negative Days 16016856
Best Day % +33.82%+36.95%+27.35%
Worst Day % -14.02%-19.82%-30.87%
Avg Gain (Up Days) % +3.04%+3.85%+7.45%
Avg Loss (Down Days) % -2.68%-4.12%-5.63%
Profit Factor 1.300.970.92
🔥 Streaks & Patterns
Longest Win Streak days 6113
Longest Loss Streak days 577
💹 Trading Metrics
Omega Ratio 1.2990.9740.922
Expectancy % +0.37%-0.05%-0.26%
Kelly Criterion % 4.59%0.00%0.00%
📅 Weekly Performance
Best Week % +42.90%+63.31%+20.57%
Worst Week % -20.72%-22.48%-21.50%
Weekly Win Rate % 65.4%44.2%43.8%
📆 Monthly Performance
Best Month % +31.24%+49.15%+25.68%
Worst Month % -11.02%-31.62%-35.72%
Monthly Win Rate % 61.5%38.5%40.0%
🔧 Technical Indicators
RSI (14-period) 57.3330.9351.86
Price vs 50-Day MA % +3.75%-22.89%-26.69%
Price vs 200-Day MA % +16.03%-32.41%N/A

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): -0.608 (Moderate negative)
ALGO (ALGO) vs NODE (NODE): -0.560 (Moderate negative)
ALGO (ALGO) vs NODE (NODE): 0.879 (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
NODE: Kraken
ByBit Futures Trading Trade hundreds of crypto perpetual futures