COMP COMP / ALGO Crypto vs OPEN OPEN / ALGO Crypto

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

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Asset COMP / ALGOOPEN / ALGO
📈 Performance Metrics
Start Price 336.876.03
End Price 186.921.54
Price Change % -44.51%-74.40%
Period High 336.876.03
Period Low 148.971.54
Price Range % 126.1%290.6%
🏆 All-Time Records
All-Time High 336.876.03
Days Since ATH 343 days42 days
Distance From ATH % -44.5%-74.4%
All-Time Low 148.971.54
Distance From ATL % +25.5%+0.0%
New ATHs Hit 0 times0 times
📌 Easy-to-Understand Stats
Avg Daily Change % 2.83%7.79%
Biggest Jump (1 Day) % +78.45+0.81
Biggest Drop (1 Day) % -65.69-1.22
Days Above Avg % 37.5%39.5%
Extreme Moves days 16 (4.7%)2 (4.8%)
Stability Score % 97.7%0.0%
Trend Strength % 49.6%69.0%
Recent Momentum (10-day) % +0.92%-32.27%
📊 Statistical Measures
Average Price 211.202.92
Median Price 200.842.80
Price Std Deviation 31.781.02
🚀 Returns & Growth
CAGR % -46.57%-100.00%
Annualized Return % -46.57%-100.00%
Total Return % -44.51%-74.40%
⚠️ Risk & Volatility
Daily Volatility % 4.79%10.29%
Annualized Volatility % 91.53%196.50%
Max Drawdown % -55.78%-74.40%
Sharpe Ratio -0.012-0.261
Sortino Ratio -0.013-0.278
Calmar Ratio -0.835-1.344
Ulcer Index 38.4854.29
📅 Daily Performance
Win Rate % 50.4%31.0%
Positive Days 17313
Negative Days 17029
Best Day % +45.37%+41.07%
Worst Day % -29.07%-26.79%
Avg Gain (Up Days) % +2.69%+7.39%
Avg Loss (Down Days) % -2.85%-7.19%
Profit Factor 0.960.46
🔥 Streaks & Patterns
Longest Win Streak days 64
Longest Loss Streak days 109
💹 Trading Metrics
Omega Ratio 0.9580.460
Expectancy % -0.06%-2.68%
Kelly Criterion % 0.00%0.00%
📅 Weekly Performance
Best Week % +43.55%+20.59%
Worst Week % -42.50%-30.67%
Weekly Win Rate % 51.9%37.5%
📆 Monthly Performance
Best Month % +46.96%+36.86%
Worst Month % -51.83%-66.09%
Monthly Win Rate % 46.2%33.3%
🔧 Technical Indicators
RSI (14-period) 43.4316.17
Price vs 50-Day MA % -2.73%N/A
Price vs 200-Day MA % -9.65%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 OPEN (OPEN): -0.636 (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
OPEN: Kraken
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