PYTH PYTH / ALGO Crypto vs UMA UMA / 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 PYTH / ALGOUMA / USD
📈 Performance Metrics
Start Price 2.932.02
End Price 0.590.99
Price Change % -79.97%-51.14%
Period High 3.254.04
Period Low 0.410.97
Price Range % 702.3%317.9%
🏆 All-Time Records
All-Time High 3.254.04
Days Since ATH 340 days309 days
Distance From ATH % -82.0%-75.6%
All-Time Low 0.410.97
Distance From ATL % +44.8%+2.1%
New ATHs Hit 3 times14 times
📌 Easy-to-Understand Stats
Avg Daily Change % 3.77%4.13%
Biggest Jump (1 Day) % +0.44+0.45
Biggest Drop (1 Day) % -0.43-0.64
Days Above Avg % 25.0%28.8%
Extreme Moves days 8 (2.3%)20 (5.8%)
Stability Score % 0.0%0.0%
Trend Strength % 53.4%51.6%
Recent Momentum (10-day) % -5.64%-4.14%
📊 Statistical Measures
Average Price 0.831.68
Median Price 0.721.34
Price Std Deviation 0.480.73
🚀 Returns & Growth
CAGR % -81.93%-53.33%
Annualized Return % -81.93%-53.33%
Total Return % -79.97%-51.14%
⚠️ Risk & Volatility
Daily Volatility % 6.91%5.51%
Annualized Volatility % 132.11%105.30%
Max Drawdown % -87.54%-76.07%
Sharpe Ratio -0.040-0.011
Sortino Ratio -0.055-0.012
Calmar Ratio -0.936-0.701
Ulcer Index 75.8360.28
📅 Daily Performance
Win Rate % 46.6%47.6%
Positive Days 160161
Negative Days 183177
Best Day % +94.89%+33.76%
Worst Day % -26.08%-15.79%
Avg Gain (Up Days) % +3.22%+4.13%
Avg Loss (Down Days) % -3.33%-3.88%
Profit Factor 0.850.97
🔥 Streaks & Patterns
Longest Win Streak days 610
Longest Loss Streak days 107
💹 Trading Metrics
Omega Ratio 0.8450.970
Expectancy % -0.27%-0.06%
Kelly Criterion % 0.00%0.00%
📅 Weekly Performance
Best Week % +76.23%+37.77%
Worst Week % -39.02%-28.32%
Weekly Win Rate % 50.0%51.9%
📆 Monthly Performance
Best Month % +68.82%+59.85%
Worst Month % -61.75%-28.79%
Monthly Win Rate % 30.8%38.5%
🔧 Technical Indicators
RSI (14-period) 20.8626.73
Price vs 50-Day MA % -15.67%-23.77%
Price vs 200-Day MA % -5.80%-20.08%

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).

PYTH (PYTH) vs UMA (UMA): 0.518 (Moderate 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

PYTH: Kraken
UMA: Kraken
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