COMP COMP / ALGO Crypto vs CORE CORE / ALGO 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 COMP / ALGOCORE / ALGO
📈 Performance Metrics
Start Price 262.823.12
End Price 232.660.93
Price Change % -11.47%-70.33%
Period High 309.223.80
Period Low 158.590.77
Price Range % 95.0%396.4%
🏆 All-Time Records
All-Time High 309.223.80
Days Since ATH 160 days175 days
Distance From ATH % -24.8%-75.6%
All-Time Low 158.590.77
Distance From ATL % +46.7%+20.9%
New ATHs Hit 3 times10 times
📌 Easy-to-Understand Stats
Avg Daily Change % 2.29%3.16%
Biggest Jump (1 Day) % +34.31+0.58
Biggest Drop (1 Day) % -35.37-0.46
Days Above Avg % 37.5%41.9%
Extreme Moves days 18 (5.2%)14 (4.1%)
Stability Score % 98.4%0.0%
Trend Strength % 49.0%52.5%
Recent Momentum (10-day) % +3.82%-3.15%
📊 Statistical Measures
Average Price 209.372.34
Median Price 200.962.06
Price Std Deviation 27.790.78
🚀 Returns & Growth
CAGR % -12.16%-72.56%
Annualized Return % -12.16%-72.56%
Total Return % -11.47%-70.33%
⚠️ Risk & Volatility
Daily Volatility % 3.25%4.55%
Annualized Volatility % 62.05%86.85%
Max Drawdown % -48.71%-79.86%
Sharpe Ratio 0.005-0.055
Sortino Ratio 0.005-0.054
Calmar Ratio -0.250-0.909
Ulcer Index 28.3241.90
📅 Daily Performance
Win Rate % 51.0%47.5%
Positive Days 175163
Negative Days 168180
Best Day % +13.35%+23.18%
Worst Day % -16.69%-26.48%
Avg Gain (Up Days) % +2.24%+3.02%
Avg Loss (Down Days) % -2.29%-3.20%
Profit Factor 1.020.85
🔥 Streaks & Patterns
Longest Win Streak days 67
Longest Loss Streak days 1011
💹 Trading Metrics
Omega Ratio 1.0150.852
Expectancy % +0.02%-0.25%
Kelly Criterion % 0.34%0.00%
📅 Weekly Performance
Best Week % +24.24%+30.17%
Worst Week % -23.65%-24.72%
Weekly Win Rate % 51.9%48.1%
📆 Monthly Performance
Best Month % +29.34%+45.39%
Worst Month % -23.77%-33.49%
Monthly Win Rate % 46.2%46.2%
🔧 Technical Indicators
RSI (14-period) 51.0347.98
Price vs 50-Day MA % +10.05%-20.25%
Price vs 200-Day MA % +11.52%-57.87%

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 CORE (CORE): 0.304 (Moderate 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

COMP: Kraken
CORE: Bybit
ByBit Futures Trading Trade hundreds of crypto perpetual futures