A A / ALGO Crypto vs SYS SYS / ALGO Crypto

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

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Asset A / ALGOSYS / ALGO
📈 Performance Metrics
Start Price 2.240.56
End Price 1.520.16
Price Change % -32.41%-71.33%
Period High 2.240.56
Period Low 1.510.14
Price Range % 48.3%305.4%
🏆 All-Time Records
All-Time High 2.240.56
Days Since ATH 95 days343 days
Distance From ATH % -32.4%-71.3%
All-Time Low 1.510.14
Distance From ATL % +0.2%+16.2%
New ATHs Hit 0 times0 times
📌 Easy-to-Understand Stats
Avg Daily Change % 1.79%3.33%
Biggest Jump (1 Day) % +0.10+0.06
Biggest Drop (1 Day) % -0.28-0.10
Days Above Avg % 70.8%42.4%
Extreme Moves days 2 (2.1%)18 (5.2%)
Stability Score % 0.0%0.0%
Trend Strength % 56.8%53.9%
Recent Momentum (10-day) % -6.33%+1.69%
📊 Statistical Measures
Average Price 1.920.23
Median Price 1.980.22
Price Std Deviation 0.180.07
🚀 Returns & Growth
CAGR % -77.80%-73.54%
Annualized Return % -77.80%-73.54%
Total Return % -32.41%-71.33%
⚠️ Risk & Volatility
Daily Volatility % 2.62%4.34%
Annualized Volatility % 50.01%82.91%
Max Drawdown % -32.55%-75.33%
Sharpe Ratio -0.144-0.062
Sortino Ratio -0.128-0.059
Calmar Ratio -2.390-0.976
Ulcer Index 16.4460.64
📅 Daily Performance
Win Rate % 43.2%46.1%
Positive Days 41158
Negative Days 54185
Best Day % +5.94%+16.31%
Worst Day % -15.47%-25.27%
Avg Gain (Up Days) % +1.65%+2.95%
Avg Loss (Down Days) % -1.92%-3.02%
Profit Factor 0.660.84
🔥 Streaks & Patterns
Longest Win Streak days 45
Longest Loss Streak days 66
💹 Trading Metrics
Omega Ratio 0.6550.836
Expectancy % -0.38%-0.27%
Kelly Criterion % 0.00%0.00%
📅 Weekly Performance
Best Week % +7.11%+26.14%
Worst Week % -9.99%-39.06%
Weekly Win Rate % 25.0%34.0%
📆 Monthly Performance
Best Month % +0.05%+12.38%
Worst Month % -10.10%-42.78%
Monthly Win Rate % 20.0%38.5%
🔧 Technical Indicators
RSI (14-period) 44.9361.08
Price vs 50-Day MA % -16.48%-2.94%
Price vs 200-Day MA % N/A-14.26%
💰 Volume Analysis
Avg Volume 957,74991,476,997
Total Volume 90,986,16231,468,086,908

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).

A (A) vs SYS (SYS): 0.723 (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

A: Kraken
SYS: Binance
ByBit Futures Trading Trade hundreds of crypto perpetual futures