COMP COMP / ALGO Crypto vs EPT EPT / 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 COMP / ALGOEPT / USD
📈 Performance Metrics
Start Price 252.530.00
End Price 208.280.00
Price Change % -17.52%-46.05%
Period High 309.220.01
Period Low 148.970.00
Price Range % 107.6%164.6%
🏆 All-Time Records
All-Time High 309.220.01
Days Since ATH 138 days23 days
Distance From ATH % -32.6%-62.2%
All-Time Low 148.970.00
Distance From ATL % +39.8%+0.0%
New ATHs Hit 5 times6 times
📌 Easy-to-Understand Stats
Avg Daily Change % 2.70%6.01%
Biggest Jump (1 Day) % +78.45+0.00
Biggest Drop (1 Day) % -65.690.00
Days Above Avg % 37.8%50.0%
Extreme Moves days 15 (4.4%)8 (7.1%)
Stability Score % 97.8%0.0%
Trend Strength % 49.0%47.8%
Recent Momentum (10-day) % +1.75%-13.87%
📊 Statistical Measures
Average Price 208.900.00
Median Price 200.720.00
Price Std Deviation 28.510.00
🚀 Returns & Growth
CAGR % -18.54%-86.38%
Annualized Return % -18.54%-86.38%
Total Return % -17.52%-46.05%
⚠️ Risk & Volatility
Daily Volatility % 4.66%8.15%
Annualized Volatility % 89.04%155.70%
Max Drawdown % -48.71%-62.21%
Sharpe Ratio 0.010-0.024
Sortino Ratio 0.011-0.022
Calmar Ratio -0.381-1.389
Ulcer Index 27.9526.34
📅 Daily Performance
Win Rate % 51.0%51.4%
Positive Days 17557
Negative Days 16854
Best Day % +45.37%+27.13%
Worst Day % -29.07%-36.39%
Avg Gain (Up Days) % +2.67%+5.47%
Avg Loss (Down Days) % -2.68%-6.17%
Profit Factor 1.040.93
🔥 Streaks & Patterns
Longest Win Streak days 65
Longest Loss Streak days 106
💹 Trading Metrics
Omega Ratio 1.0370.935
Expectancy % +0.05%-0.20%
Kelly Criterion % 0.68%0.00%
📅 Weekly Performance
Best Week % +43.55%+18.09%
Worst Week % -42.50%-20.34%
Weekly Win Rate % 55.8%61.1%
📆 Monthly Performance
Best Month % +46.96%+24.95%
Worst Month % -35.74%-26.91%
Monthly Win Rate % 53.8%60.0%
🔧 Technical Indicators
RSI (14-period) 58.4032.10
Price vs 50-Day MA % +6.77%-41.13%
Price vs 200-Day MA % +1.35%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 EPT (EPT): -0.186 (Weak)

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
EPT: Kraken
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