COMP COMP / ALGO Crypto vs TIME TIME / 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 / ALGOTIME / ALGO
📈 Performance Metrics
Start Price 329.79137.85
End Price 190.6946.65
Price Change % -42.18%-66.16%
Period High 329.79158.33
Period Low 148.9734.33
Price Range % 121.4%361.2%
🏆 All-Time Records
All-Time High 329.79158.33
Days Since ATH 343 days341 days
Distance From ATH % -42.2%-70.5%
All-Time Low 148.9734.33
Distance From ATL % +28.0%+35.9%
New ATHs Hit 0 times1 times
📌 Easy-to-Understand Stats
Avg Daily Change % 2.84%4.54%
Biggest Jump (1 Day) % +78.45+26.18
Biggest Drop (1 Day) % -65.69-46.38
Days Above Avg % 37.2%44.6%
Extreme Moves days 16 (4.7%)16 (4.7%)
Stability Score % 97.7%88.8%
Trend Strength % 49.3%52.0%
Recent Momentum (10-day) % -1.09%+2.34%
📊 Statistical Measures
Average Price 210.3758.07
Median Price 200.7556.84
Price Std Deviation 30.4513.03
🚀 Returns & Growth
CAGR % -44.18%-68.54%
Annualized Return % -44.18%-68.54%
Total Return % -42.18%-66.16%
⚠️ Risk & Volatility
Daily Volatility % 4.79%6.53%
Annualized Volatility % 91.56%124.70%
Max Drawdown % -54.83%-78.32%
Sharpe Ratio -0.010-0.017
Sortino Ratio -0.011-0.019
Calmar Ratio -0.806-0.875
Ulcer Index 37.3763.85
📅 Daily Performance
Win Rate % 50.7%48.0%
Positive Days 174164
Negative Days 169178
Best Day % +45.37%+59.54%
Worst Day % -29.07%-29.29%
Avg Gain (Up Days) % +2.69%+4.36%
Avg Loss (Down Days) % -2.86%-4.23%
Profit Factor 0.970.95
🔥 Streaks & Patterns
Longest Win Streak days 68
Longest Loss Streak days 1011
💹 Trading Metrics
Omega Ratio 0.9660.949
Expectancy % -0.05%-0.11%
Kelly Criterion % 0.00%0.00%
📅 Weekly Performance
Best Week % +43.55%+72.51%
Worst Week % -42.50%-47.09%
Weekly Win Rate % 53.8%51.9%
📆 Monthly Performance
Best Month % +46.96%+30.49%
Worst Month % -50.79%-62.09%
Monthly Win Rate % 46.2%38.5%
🔧 Technical Indicators
RSI (14-period) 49.7849.11
Price vs 50-Day MA % -0.85%-5.93%
Price vs 200-Day MA % -7.60%-14.19%
💰 Volume Analysis
Avg Volume 17,17030,436
Total Volume 5,889,36210,439,487

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 TIME (TIME): 0.609 (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
TIME: Coinbase
ByBit Futures Trading Trade hundreds of crypto perpetual futures