ALGO ALGO / XETHZ Crypto vs ALGO ALGO / USD Crypto vs GLM GLM / 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 / XETHZALGO / USDGLM / USD
📈 Performance Metrics
Start Price 0.000.480.51
End Price 0.000.140.23
Price Change % -63.80%-69.92%-54.79%
Period High 0.000.510.53
Period Low 0.000.130.17
Price Range % 215.5%290.5%210.8%
🏆 All-Time Records
All-Time High 0.000.510.53
Days Since ATH 300 days340 days340 days
Distance From ATH % -67.8%-71.7%-56.3%
All-Time Low 0.000.130.17
Distance From ATL % +1.6%+10.5%+35.7%
New ATHs Hit 3 times2 times1 times
📌 Easy-to-Understand Stats
Avg Daily Change % 2.52%4.06%3.74%
Biggest Jump (1 Day) % +0.00+0.07+0.14
Biggest Drop (1 Day) % 0.00-0.08-0.09
Days Above Avg % 51.7%36.9%34.1%
Extreme Moves days 20 (5.8%)19 (5.5%)12 (3.5%)
Stability Score % 0.0%0.0%0.0%
Trend Strength % 56.0%49.6%48.8%
Recent Momentum (10-day) % -6.87%-4.90%+11.66%
📊 Statistical Measures
Average Price 0.000.250.28
Median Price 0.000.230.26
Price Std Deviation 0.000.080.06
🚀 Returns & Growth
CAGR % -66.08%-72.15%-57.14%
Annualized Return % -66.08%-72.15%-57.14%
Total Return % -63.80%-69.92%-54.79%
⚠️ Risk & Volatility
Daily Volatility % 3.29%5.21%5.54%
Annualized Volatility % 62.85%99.61%105.90%
Max Drawdown % -68.31%-74.39%-67.82%
Sharpe Ratio -0.074-0.041-0.016
Sortino Ratio -0.081-0.040-0.017
Calmar Ratio -0.967-0.970-0.842
Ulcer Index 43.1453.7349.42
📅 Daily Performance
Win Rate % 44.0%50.4%50.7%
Positive Days 151173172
Negative Days 192170167
Best Day % +19.44%+20.68%+52.56%
Worst Day % -9.71%-19.82%-20.55%
Avg Gain (Up Days) % +2.45%+3.60%+3.53%
Avg Loss (Down Days) % -2.36%-4.10%-3.81%
Profit Factor 0.820.890.95
🔥 Streaks & Patterns
Longest Win Streak days 6118
Longest Loss Streak days 976
💹 Trading Metrics
Omega Ratio 0.8160.8950.953
Expectancy % -0.24%-0.21%-0.09%
Kelly Criterion % 0.00%0.00%0.00%
📅 Weekly Performance
Best Week % +28.44%+50.20%+53.15%
Worst Week % -15.91%-22.48%-21.79%
Weekly Win Rate % 34.6%44.2%46.2%
📆 Monthly Performance
Best Month % +23.61%+42.39%+32.83%
Worst Month % -35.08%-31.62%-27.38%
Monthly Win Rate % 15.4%38.5%38.5%
🔧 Technical Indicators
RSI (14-period) 29.6451.2057.26
Price vs 50-Day MA % -8.42%-17.66%+6.08%
Price vs 200-Day MA % -32.93%-32.52%-4.11%
💰 Volume Analysis
Avg Volume 2,3987,045,854743,863
Total Volume 824,9272,423,773,731255,145,045

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): 0.553 (Moderate positive)
ALGO (ALGO) vs GLM (GLM): 0.677 (Moderate positive)
ALGO (ALGO) vs GLM (GLM): 0.862 (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
GLM: Coinbase
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