GLM GLM / ALGO Crypto vs ALGO ALGO / 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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🤖 AI Analysis

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Asset GLM / ALGOALGO / USD

📈 Performance Metrics

Start Price 2.390.13

End Price 1.190.18

Price Change % -50.44%+38.46%

Period High 2.400.51

Period Low 0.810.13

Price Range % 197.0%287.9%

🏆 All-Time Records

All-Time High 2.400.51

Days Since ATH 340 days314 days

Distance From ATH % -50.6%-64.3%

All-Time Low 0.810.13

Distance From ATL % +46.7%+38.5%

New ATHs Hit 1 times17 times

📌 Easy-to-Understand Stats

Avg Daily Change % 3.24%4.43%

Biggest Jump (1 Day) % +0.53+0.12

Biggest Drop (1 Day) % -0.37-0.08

Days Above Avg % 46.8%36.0%

Extreme Moves days 14 (4.1%)18 (5.2%)

Stability Score % 0.0%0.0%

Trend Strength % 50.7%52.5%

Recent Momentum (10-day) % +4.51%-17.42%

📊 Statistical Measures

Average Price 1.180.26

Median Price 1.130.23

Price Std Deviation 0.260.08

🚀 Returns & Growth

CAGR % -52.83%+41.38%

Annualized Return % -52.83%+41.38%

Total Return % -50.44%+38.46%

⚠️ Risk & Volatility

Daily Volatility % 5.58%6.13%

Annualized Volatility % 106.52%117.16%

Max Drawdown % -66.33%-69.76%

Sharpe Ratio -0.0110.045

Sortino Ratio -0.0130.051

Calmar Ratio -0.7960.593

Ulcer Index 52.0550.15

📅 Daily Performance

Win Rate % 49.3%52.5%

Positive Days 168180

Negative Days 173163

Best Day % +57.74%+36.95%

Worst Day % -23.10%-19.82%

Avg Gain (Up Days) % +3.10%+4.34%

Avg Loss (Down Days) % -3.13%-4.21%

Profit Factor 0.961.14

🔥 Streaks & Patterns

Longest Win Streak days 711

Longest Loss Streak days 77

💹 Trading Metrics

Omega Ratio 0.9611.138

Expectancy % -0.06%+0.28%

Kelly Criterion % 0.00%1.51%

📅 Weekly Performance

Best Week % +61.66%+87.54%

Worst Week % -42.73%-22.48%

Weekly Win Rate % 51.9%48.1%

📆 Monthly Performance

Best Month % +68.35%+237.77%

Worst Month % -53.17%-31.62%

Monthly Win Rate % 46.2%46.2%

🔧 Technical Indicators

RSI (14-period) 68.7138.30

Price vs 50-Day MA % +14.63%-16.60%

Price vs 200-Day MA % +3.44%-16.79%

💰 Volume Analysis

Avg Volume 3,042,0078,271,726

Total Volume 1,040,366,3382,845,473,786

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).

GLM (GLM) vs ALGO (ALGO):	-0.542 (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

GLM: Coinbase
ALGO: Kraken