COMP COMP / ALGO Crypto vs EPT EPT / 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 / ALGOEPT / ALGO
📈 Performance Metrics
Start Price 264.690.03
End Price 201.340.02
Price Change % -23.94%-30.97%
Period High 309.220.03
Period Low 148.970.01
Price Range % 107.6%115.1%
🏆 All-Time Records
All-Time High 309.220.03
Days Since ATH 134 days19 days
Distance From ATH % -34.9%-38.2%
All-Time Low 148.970.01
Distance From ATL % +35.2%+33.1%
New ATHs Hit 4 times1 times
📌 Easy-to-Understand Stats
Avg Daily Change % 2.76%5.11%
Biggest Jump (1 Day) % +78.45+0.01
Biggest Drop (1 Day) % -65.69-0.01
Days Above Avg % 38.4%45.5%
Extreme Moves days 15 (4.4%)8 (7.3%)
Stability Score % 97.8%0.0%
Trend Strength % 49.0%53.2%
Recent Momentum (10-day) % -1.36%-16.13%
📊 Statistical Measures
Average Price 209.520.02
Median Price 200.750.02
Price Std Deviation 29.080.00
🚀 Returns & Growth
CAGR % -25.26%-71.09%
Annualized Return % -25.26%-71.09%
Total Return % -23.94%-30.97%
⚠️ Risk & Volatility
Daily Volatility % 4.70%6.97%
Annualized Volatility % 89.85%133.18%
Max Drawdown % -48.71%-48.12%
Sharpe Ratio 0.006-0.013
Sortino Ratio 0.006-0.013
Calmar Ratio -0.519-1.477
Ulcer Index 29.6632.99
📅 Daily Performance
Win Rate % 51.0%46.8%
Positive Days 17551
Negative Days 16858
Best Day % +45.37%+21.30%
Worst Day % -29.07%-24.41%
Avg Gain (Up Days) % +2.70%+5.08%
Avg Loss (Down Days) % -2.75%-4.63%
Profit Factor 1.020.96
🔥 Streaks & Patterns
Longest Win Streak days 65
Longest Loss Streak days 107
💹 Trading Metrics
Omega Ratio 1.0200.964
Expectancy % +0.03%-0.09%
Kelly Criterion % 0.37%0.00%
📅 Weekly Performance
Best Week % +43.55%+18.92%
Worst Week % -42.50%-40.68%
Weekly Win Rate % 55.8%58.8%
📆 Monthly Performance
Best Month % +46.96%+36.66%
Worst Month % -38.69%-39.15%
Monthly Win Rate % 53.8%60.0%
🔧 Technical Indicators
RSI (14-period) 52.1744.04
Price vs 50-Day MA % +4.13%-14.74%
Price vs 200-Day MA % -2.18%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): 0.463 (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
EPT: Kraken
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