COMP COMP / ALGO Crypto vs BLUE BLUE / 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

Model:

Ask me anything about the statistics below. I can help explain metrics, identify patterns, or answer specific questions.

Asset COMP / ALGOBLUE / USD

📈 Performance Metrics

Start Price 252.900.05

End Price 240.370.04

Price Change % -4.96%-13.69%

Period High 309.220.05

Period Low 158.590.04

Price Range % 95.0%25.6%

🏆 All-Time Records

All-Time High 309.220.05

Days Since ATH 161 days17 days

Distance From ATH % -22.3%-20.4%

All-Time Low 158.590.04

Distance From ATL % +51.6%+0.0%

New ATHs Hit 6 times2 times

📌 Easy-to-Understand Stats

Avg Daily Change % 2.29%4.22%

Biggest Jump (1 Day) % +34.31+0.00

Biggest Drop (1 Day) % -35.37-0.01

Days Above Avg % 37.5%41.7%

Extreme Moves days 18 (5.2%)1 (4.3%)

Stability Score % 98.4%0.0%

Trend Strength % 48.7%47.8%

Recent Momentum (10-day) % +1.66%-9.10%

📊 Statistical Measures

Average Price 209.320.04

Median Price 200.960.04

Price Std Deviation 27.710.00

🚀 Returns & Growth

CAGR % -5.26%-90.33%

Annualized Return % -5.26%-90.33%

Total Return % -4.96%-13.69%

⚠️ Risk & Volatility

Daily Volatility % 3.25%5.48%

Annualized Volatility % 62.01%104.63%

Max Drawdown % -48.71%-20.37%

Sharpe Ratio 0.012-0.089

Sortino Ratio 0.012-0.082

Calmar Ratio -0.108-4.434

Ulcer Index 27.6513.57

📅 Daily Performance

Win Rate % 51.3%35.3%

Positive Days 1766

Negative Days 16711

Best Day % +13.35%+9.78%

Worst Day % -16.69%-14.32%

Avg Gain (Up Days) % +2.24%+6.91%

Avg Loss (Down Days) % -2.28%-4.79%

Profit Factor 1.030.79

🔥 Streaks & Patterns

Longest Win Streak days 62

Longest Loss Streak days 103

💹 Trading Metrics

Omega Ratio 1.0340.788

Expectancy % +0.04%-0.66%

Kelly Criterion % 0.74%0.00%

📅 Weekly Performance

Best Week % +24.24%+6.04%

Worst Week % -23.65%-4.88%

Weekly Win Rate % 55.8%25.0%

📆 Monthly Performance

Best Month % +29.34%+3.20%

Worst Month % -23.77%-2.39%

Monthly Win Rate % 46.2%50.0%

🔧 Technical Indicators

RSI (14-period) 58.6038.55

Price vs 50-Day MA % +13.14%N/A

Price vs 200-Day MA % +15.07%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).

COMP (COMP) vs BLUE (BLUE):	-0.544 (Moderate negative)

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

COMP: Kraken
BLUE: Kraken