DRIFT DRIFT / ALGO Crypto vs SPK SPK / 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 DRIFT / ALGOSPK / ALGO

📈 Performance Metrics

Start Price 4.090.24

End Price 2.180.19

Price Change % -46.71%-20.04%

Period High 13.330.66

Period Low 1.580.10

Price Range % 742.9%530.0%

🏆 All-Time Records

All-Time High 13.330.66

Days Since ATH 341 days85 days

Distance From ATH % -83.6%-70.7%

All-Time Low 1.580.10

Distance From ATL % +38.0%+84.7%

New ATHs Hit 2 times4 times

📌 Easy-to-Understand Stats

Avg Daily Change % 5.88%7.43%

Biggest Jump (1 Day) % +7.00+0.36

Biggest Drop (1 Day) % -2.14-0.24

Days Above Avg % 30.2%37.8%

Extreme Moves days 6 (1.7%)4 (3.4%)

Stability Score % 0.0%0.0%

Trend Strength % 54.2%66.1%

Recent Momentum (10-day) % -32.09%-14.16%

📊 Statistical Measures

Average Price 3.010.27

Median Price 2.750.25

Price Std Deviation 1.360.09

🚀 Returns & Growth

CAGR % -48.81%-49.93%

Annualized Return % -48.81%-49.93%

Total Return % -46.71%-20.04%

⚠️ Risk & Volatility

Daily Volatility % 11.52%15.09%

Annualized Volatility % 220.13%288.29%

Max Drawdown % -88.14%-71.18%

Sharpe Ratio 0.0230.043

Sortino Ratio 0.0410.088

Calmar Ratio -0.554-0.701

Ulcer Index 77.9852.02

📅 Daily Performance

Win Rate % 45.8%33.9%

Positive Days 15740

Negative Days 18678

Best Day % +170.98%+118.69%

Worst Day % -38.94%-36.84%

Avg Gain (Up Days) % +5.53%+11.41%

Avg Loss (Down Days) % -4.19%-4.86%

Profit Factor 1.121.20

🔥 Streaks & Patterns

Longest Win Streak days 74

Longest Loss Streak days 79

💹 Trading Metrics

Omega Ratio 1.1161.204

Expectancy % +0.26%+0.66%

Kelly Criterion % 1.14%1.18%

📅 Weekly Performance

Best Week % +197.99%+59.60%

Worst Week % -39.14%-32.69%

Weekly Win Rate % 50.0%36.8%

📆 Monthly Performance

Best Month % +61.39%+84.51%

Worst Month % -31.75%-35.28%

Monthly Win Rate % 53.8%16.7%

🔧 Technical Indicators

RSI (14-period) 16.9819.91

Price vs 50-Day MA % -28.29%-20.30%

Price vs 200-Day MA % -16.08%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).

DRIFT (DRIFT) vs SPK (SPK):	-0.083 (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

DRIFT: Kraken
SPK: Kraken