COMP COMP / ALGO Crypto vs TRAC TRAC / 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 / ALGOTRAC / ALGO
📈 Performance Metrics
Start Price 252.902.59
End Price 240.373.96
Price Change % -4.96%+52.98%
Period High 309.224.42
Period Low 158.591.20
Price Range % 95.0%267.5%
🏆 All-Time Records
All-Time High 309.224.42
Days Since ATH 161 days10 days
Distance From ATH % -22.3%-10.4%
All-Time Low 158.591.20
Distance From ATL % +51.6%+229.2%
New ATHs Hit 6 times8 times
📌 Easy-to-Understand Stats
Avg Daily Change % 2.29%4.08%
Biggest Jump (1 Day) % +34.31+1.11
Biggest Drop (1 Day) % -35.37-0.37
Days Above Avg % 37.5%28.2%
Extreme Moves days 18 (5.2%)13 (3.8%)
Stability Score % 98.4%0.0%
Trend Strength % 48.7%44.9%
Recent Momentum (10-day) % +1.66%+2.31%
📊 Statistical Measures
Average Price 209.322.09
Median Price 200.961.88
Price Std Deviation 27.710.67
🚀 Returns & Growth
CAGR % -5.26%+57.21%
Annualized Return % -5.26%+57.21%
Total Return % -4.96%+52.98%
⚠️ Risk & Volatility
Daily Volatility % 3.25%6.16%
Annualized Volatility % 62.01%117.67%
Max Drawdown % -48.71%-57.82%
Sharpe Ratio 0.0120.049
Sortino Ratio 0.0120.068
Calmar Ratio -0.1080.989
Ulcer Index 27.6533.85
📅 Daily Performance
Win Rate % 51.3%44.9%
Positive Days 176154
Negative Days 167189
Best Day % +13.35%+51.26%
Worst Day % -16.69%-17.89%
Avg Gain (Up Days) % +2.24%+4.90%
Avg Loss (Down Days) % -2.28%-3.45%
Profit Factor 1.031.16
🔥 Streaks & Patterns
Longest Win Streak days 65
Longest Loss Streak days 107
💹 Trading Metrics
Omega Ratio 1.0341.158
Expectancy % +0.04%+0.30%
Kelly Criterion % 0.74%1.77%
📅 Weekly Performance
Best Week % +24.24%+43.88%
Worst Week % -23.65%-31.85%
Weekly Win Rate % 55.8%42.3%
📆 Monthly Performance
Best Month % +29.34%+39.60%
Worst Month % -23.77%-28.34%
Monthly Win Rate % 46.2%53.8%
🔧 Technical Indicators
RSI (14-period) 58.6058.27
Price vs 50-Day MA % +13.14%+13.96%
Price vs 200-Day MA % +15.07%+80.50%

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 TRAC (TRAC): 0.264 (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
TRAC: Kraken
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