SD SD / ALGO Crypto vs CORE CORE / ALGO Crypto

Stats Comprehensive Analytics for the Selected Time Period

Detailed statistical analysis including performance metrics, risk indicators, technical analysis, and advanced ratios.

Settings

🤖 AI Analysis

Ask me anything about the statistics below. I can help explain metrics, identify patterns, or answer specific questions.
Asset SD / ALGOCORE / ALGO
📈 Performance Metrics
Start Price 5.586.51
End Price 2.151.17
Price Change % -61.48%-82.03%
Period High 5.926.51
Period Low 1.501.15
Price Range % 295.7%465.6%
🏆 All-Time Records
All-Time High 5.926.51
Days Since ATH 338 days343 days
Distance From ATH % -63.7%-82.0%
All-Time Low 1.501.15
Distance From ATL % +43.6%+1.6%
New ATHs Hit 1 times0 times
📌 Easy-to-Understand Stats
Avg Daily Change % 5.33%3.83%
Biggest Jump (1 Day) % +1.79+1.13
Biggest Drop (1 Day) % -1.56-1.15
Days Above Avg % 40.5%46.2%
Extreme Moves days 19 (5.6%)15 (4.4%)
Stability Score % 0.0%0.0%
Trend Strength % 55.8%51.9%
Recent Momentum (10-day) % -5.19%-26.17%
📊 Statistical Measures
Average Price 2.742.59
Median Price 2.632.36
Price Std Deviation 0.530.82
🚀 Returns & Growth
CAGR % -63.87%-83.90%
Annualized Return % -63.87%-83.90%
Total Return % -61.48%-82.03%
⚠️ Risk & Volatility
Daily Volatility % 8.05%5.39%
Annualized Volatility % 153.74%102.89%
Max Drawdown % -74.73%-82.32%
Sharpe Ratio 0.003-0.066
Sortino Ratio 0.004-0.064
Calmar Ratio -0.855-1.019
Ulcer Index 54.4461.60
📅 Daily Performance
Win Rate % 44.2%48.1%
Positive Days 151165
Negative Days 191178
Best Day % +44.42%+34.31%
Worst Day % -26.43%-26.48%
Avg Gain (Up Days) % +5.78%+3.27%
Avg Loss (Down Days) % -4.52%-3.71%
Profit Factor 1.010.82
🔥 Streaks & Patterns
Longest Win Streak days 77
Longest Loss Streak days 1011
💹 Trading Metrics
Omega Ratio 1.0090.817
Expectancy % +0.02%-0.35%
Kelly Criterion % 0.09%0.00%
📅 Weekly Performance
Best Week % +36.68%+30.17%
Worst Week % -42.01%-24.72%
Weekly Win Rate % 50.0%50.0%
📆 Monthly Performance
Best Month % +96.31%+45.39%
Worst Month % -58.63%-33.49%
Monthly Win Rate % 38.5%30.8%
🔧 Technical Indicators
RSI (14-period) 43.9414.67
Price vs 50-Day MA % -16.10%-30.92%
Price vs 200-Day MA % -15.41%-53.51%
💰 Volume Analysis
Avg Volume 4,667,3296,669,630
Total Volume 1,600,893,7182,294,352,801

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).

SD (SD) vs CORE (CORE): 0.339 (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

SD: Coinbase
CORE: Bybit
ByBit Futures Trading Trade hundreds of crypto perpetual futures