INDEX INDEX / ALGO Crypto vs FLOW FLOW / 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 INDEX / ALGOFLOW / ALGO
📈 Performance Metrics
Start Price 22.774.42
End Price 4.591.66
Price Change % -79.82%-62.45%
Period High 25.674.45
Period Low 3.901.30
Price Range % 558.4%242.7%
🏆 All-Time Records
All-Time High 25.674.45
Days Since ATH 332 days341 days
Distance From ATH % -82.1%-62.7%
All-Time Low 3.901.30
Distance From ATL % +17.8%+28.0%
New ATHs Hit 4 times1 times
📌 Easy-to-Understand Stats
Avg Daily Change % 4.76%2.39%
Biggest Jump (1 Day) % +2.88+0.48
Biggest Drop (1 Day) % -5.37-0.57
Days Above Avg % 33.9%31.2%
Extreme Moves days 15 (4.4%)18 (5.3%)
Stability Score % 14.6%0.0%
Trend Strength % 55.7%49.4%
Recent Momentum (10-day) % -5.94%-0.86%
📊 Statistical Measures
Average Price 7.652.00
Median Price 6.771.87
Price Std Deviation 3.790.58
🚀 Returns & Growth
CAGR % -81.97%-64.84%
Annualized Return % -81.97%-64.84%
Total Return % -79.82%-62.45%
⚠️ Risk & Volatility
Daily Volatility % 6.54%3.43%
Annualized Volatility % 124.91%65.62%
Max Drawdown % -84.81%-70.82%
Sharpe Ratio -0.040-0.066
Sortino Ratio -0.045-0.058
Calmar Ratio -0.967-0.916
Ulcer Index 71.7056.64
📅 Daily Performance
Win Rate % 44.3%50.6%
Positive Days 151173
Negative Days 190169
Best Day % +45.43%+16.46%
Worst Day % -24.20%-18.67%
Avg Gain (Up Days) % +4.68%+1.96%
Avg Loss (Down Days) % -4.19%-2.47%
Profit Factor 0.890.82
🔥 Streaks & Patterns
Longest Win Streak days 57
Longest Loss Streak days 65
💹 Trading Metrics
Omega Ratio 0.8880.815
Expectancy % -0.26%-0.23%
Kelly Criterion % 0.00%0.00%
📅 Weekly Performance
Best Week % +48.15%+20.64%
Worst Week % -44.04%-39.02%
Weekly Win Rate % 52.9%52.9%
📆 Monthly Performance
Best Month % +39.95%+20.39%
Worst Month % -65.05%-49.60%
Monthly Win Rate % 16.7%33.3%
🔧 Technical Indicators
RSI (14-period) 35.1147.38
Price vs 50-Day MA % -6.76%-1.28%
Price vs 200-Day MA % -21.73%-5.75%
💰 Volume Analysis
Avg Volume 412,813605,671
Total Volume 141,182,180207,745,249

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).

INDEX (INDEX) vs FLOW (FLOW): 0.960 (Strong 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

INDEX: Coinbase
FLOW: Kraken
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