COMP COMP / ALGO Crypto vs TREE TREE / 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 / ALGOTREE / USD
📈 Performance Metrics
Start Price 252.900.68
End Price 240.370.12
Price Change % -4.96%-83.07%
Period High 309.220.68
Period Low 158.590.12
Price Range % 95.0%490.8%
🏆 All-Time Records
All-Time High 309.220.68
Days Since ATH 161 days115 days
Distance From ATH % -22.3%-83.1%
All-Time Low 158.590.12
Distance From ATL % +51.6%+0.0%
New ATHs Hit 6 times0 times
📌 Easy-to-Understand Stats
Avg Daily Change % 2.29%5.57%
Biggest Jump (1 Day) % +34.31+0.08
Biggest Drop (1 Day) % -35.37-0.15
Days Above Avg % 37.5%54.3%
Extreme Moves days 18 (5.2%)6 (5.2%)
Stability Score % 98.4%0.0%
Trend Strength % 48.7%55.7%
Recent Momentum (10-day) % +1.66%-10.55%
📊 Statistical Measures
Average Price 209.320.27
Median Price 200.960.28
Price Std Deviation 27.710.12
🚀 Returns & Growth
CAGR % -5.26%-99.64%
Annualized Return % -5.26%-99.64%
Total Return % -4.96%-83.07%
⚠️ Risk & Volatility
Daily Volatility % 3.25%7.02%
Annualized Volatility % 62.01%134.21%
Max Drawdown % -48.71%-83.07%
Sharpe Ratio 0.012-0.181
Sortino Ratio 0.012-0.162
Calmar Ratio -0.108-1.199
Ulcer Index 27.6562.94
📅 Daily Performance
Win Rate % 51.3%43.9%
Positive Days 17650
Negative Days 16764
Best Day % +13.35%+27.55%
Worst Day % -16.69%-34.10%
Avg Gain (Up Days) % +2.24%+4.22%
Avg Loss (Down Days) % -2.28%-5.59%
Profit Factor 1.030.59
🔥 Streaks & Patterns
Longest Win Streak days 63
Longest Loss Streak days 105
💹 Trading Metrics
Omega Ratio 1.0340.591
Expectancy % +0.04%-1.28%
Kelly Criterion % 0.74%0.00%
📅 Weekly Performance
Best Week % +24.24%+15.86%
Worst Week % -23.65%-32.28%
Weekly Win Rate % 55.8%33.3%
📆 Monthly Performance
Best Month % +29.34%+-3.76%
Worst Month % -23.77%-32.42%
Monthly Win Rate % 46.2%0.0%
🔧 Technical Indicators
RSI (14-period) 58.6034.61
Price vs 50-Day MA % +13.14%-26.62%
Price vs 200-Day MA % +15.07%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 TREE (TREE): -0.648 (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
TREE: Kraken
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