SD SD / ALGO Crypto vs FLOW FLOW / ALGO Crypto

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

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Asset SD / ALGOFLOW / ALGO
📈 Performance Metrics
Start Price 4.143.53
End Price 2.131.62
Price Change % -48.49%-54.13%
Period High 5.923.53
Period Low 1.501.30
Price Range % 295.7%171.7%
🏆 All-Time Records
All-Time High 5.923.53
Days Since ATH 341 days343 days
Distance From ATH % -64.0%-54.1%
All-Time Low 1.501.30
Distance From ATL % +42.4%+24.6%
New ATHs Hit 1 times0 times
📌 Easy-to-Understand Stats
Avg Daily Change % 5.18%2.34%
Biggest Jump (1 Day) % +1.79+0.48
Biggest Drop (1 Day) % -1.56-0.52
Days Above Avg % 40.8%41.9%
Extreme Moves days 18 (5.3%)18 (5.2%)
Stability Score % 0.0%0.0%
Trend Strength % 55.6%47.8%
Recent Momentum (10-day) % -9.47%+0.62%
📊 Statistical Measures
Average Price 2.721.88
Median Price 2.631.85
Price Std Deviation 0.490.34
🚀 Returns & Growth
CAGR % -50.74%-56.37%
Annualized Return % -50.74%-56.37%
Total Return % -48.49%-54.13%
⚠️ Risk & Volatility
Daily Volatility % 7.93%3.37%
Annualized Volatility % 151.47%64.48%
Max Drawdown % -74.73%-63.20%
Sharpe Ratio 0.012-0.050
Sortino Ratio 0.016-0.044
Calmar Ratio -0.679-0.892
Ulcer Index 54.7347.69
📅 Daily Performance
Win Rate % 44.4%52.2%
Positive Days 152179
Negative Days 190164
Best Day % +44.42%+16.46%
Worst Day % -26.43%-18.67%
Avg Gain (Up Days) % +5.71%+1.93%
Avg Loss (Down Days) % -4.39%-2.46%
Profit Factor 1.040.86
🔥 Streaks & Patterns
Longest Win Streak days 77
Longest Loss Streak days 105
💹 Trading Metrics
Omega Ratio 1.0400.856
Expectancy % +0.10%-0.17%
Kelly Criterion % 0.39%0.00%
📅 Weekly Performance
Best Week % +43.17%+20.64%
Worst Week % -42.01%-39.02%
Weekly Win Rate % 50.0%55.8%
📆 Monthly Performance
Best Month % +96.31%+20.39%
Worst Month % -44.19%-36.79%
Monthly Win Rate % 38.5%38.5%
🔧 Technical Indicators
RSI (14-period) 35.7566.37
Price vs 50-Day MA % -15.21%-1.96%
Price vs 200-Day MA % -15.99%-6.11%
💰 Volume Analysis
Avg Volume 4,615,775609,445
Total Volume 1,583,210,708209,649,141

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 FLOW (FLOW): 0.617 (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
FLOW: Kraken
ByBit Futures Trading Trade hundreds of crypto perpetual futures