ALGO ALGO / SYS Crypto vs ALGO ALGO / USD Crypto vs TRAC TRAC / 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 / USDTRAC / USD
📈 Performance Metrics
Start Price 2.430.321.03
End Price 6.400.140.56
Price Change % +163.00%-55.16%-45.93%
Period High 7.190.511.18
Period Low 2.430.140.30
Price Range % 195.3%275.8%298.6%
🏆 All-Time Records
All-Time High 7.190.511.18
Days Since ATH 112 days334 days335 days
Distance From ATH % -11.0%-71.6%-52.8%
All-Time Low 2.430.140.30
Distance From ATL % +163.0%+6.6%+88.2%
New ATHs Hit 15 times6 times4 times
📌 Easy-to-Understand Stats
Avg Daily Change % 2.72%4.19%4.30%
Biggest Jump (1 Day) % +0.94+0.12+0.12
Biggest Drop (1 Day) % -0.86-0.08-0.11
Days Above Avg % 50.3%36.6%29.4%
Extreme Moves days 18 (5.2%)16 (4.7%)17 (5.0%)
Stability Score % 13.0%0.0%0.0%
Trend Strength % 53.4%48.7%55.7%
Recent Momentum (10-day) % +1.23%-14.22%-7.84%
📊 Statistical Measures
Average Price 4.810.250.51
Median Price 4.840.230.43
Price Std Deviation 1.040.080.20
🚀 Returns & Growth
CAGR % +179.83%-57.41%-48.02%
Annualized Return % +179.83%-57.41%-48.02%
Total Return % +163.00%-55.16%-45.93%
⚠️ Risk & Volatility
Daily Volatility % 4.19%5.60%6.01%
Annualized Volatility % 80.01%106.96%114.89%
Max Drawdown % -35.71%-73.39%-74.91%
Sharpe Ratio 0.088-0.014-0.001
Sortino Ratio 0.103-0.015-0.001
Calmar Ratio 5.036-0.782-0.641
Ulcer Index 16.2952.8759.76
📅 Daily Performance
Win Rate % 53.4%51.3%44.3%
Positive Days 183176152
Negative Days 160167191
Best Day % +33.82%+36.95%+24.99%
Worst Day % -14.02%-19.82%-20.24%
Avg Gain (Up Days) % +2.99%+3.77%+4.86%
Avg Loss (Down Days) % -2.63%-4.14%-3.87%
Profit Factor 1.300.961.00
🔥 Streaks & Patterns
Longest Win Streak days 6115
Longest Loss Streak days 576
💹 Trading Metrics
Omega Ratio 1.2990.9600.998
Expectancy % +0.37%-0.08%0.00%
Kelly Criterion % 4.66%0.00%0.00%
📅 Weekly Performance
Best Week % +38.63%+50.66%+50.91%
Worst Week % -20.72%-22.48%-33.41%
Weekly Win Rate % 65.4%44.2%48.1%
📆 Monthly Performance
Best Month % +27.32%+42.39%+55.15%
Worst Month % -11.02%-31.62%-28.84%
Monthly Win Rate % 69.2%38.5%38.5%
🔧 Technical Indicators
RSI (14-period) 52.7035.8256.08
Price vs 50-Day MA % +5.02%-22.24%+14.02%
Price vs 200-Day MA % +17.64%-33.07%+31.80%
💰 Volume Analysis
Avg Volume 134,175,5587,608,540131,675
Total Volume 46,156,391,7852,617,337,71845,296,137

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 TRAC (TRAC): -0.618 (Moderate negative)
ALGO (ALGO) vs TRAC (TRAC): 0.815 (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
TRAC: Kraken
ByBit Futures Trading Trade hundreds of crypto perpetual futures