SPK SPK / ALGO Crypto vs CTA CTA / 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 SPK / ALGOCTA / ALGO

📈 Performance Metrics

Start Price 0.240.22

End Price 0.220.14

Price Change % -10.95%-37.41%

Period High 0.660.47

Period Low 0.100.04

Price Range % 530.0%1,064.3%

🏆 All-Time Records

All-Time High 0.660.47

Days Since ATH 91 days125 days

Distance From ATH % -67.3%-70.0%

All-Time Low 0.100.04

Distance From ATL % +105.7%+249.7%

New ATHs Hit 4 times4 times

📌 Easy-to-Understand Stats

Avg Daily Change % 7.39%6.80%

Biggest Jump (1 Day) % +0.36+0.10

Biggest Drop (1 Day) % -0.24-0.11

Days Above Avg % 37.6%46.2%

Extreme Moves days 4 (3.2%)23 (6.7%)

Stability Score % 0.0%0.0%

Trend Strength % 65.3%47.8%

Recent Momentum (10-day) % -2.83%-18.42%

📊 Statistical Measures

Average Price 0.260.14

Median Price 0.250.13

Price Std Deviation 0.090.07

🚀 Returns & Growth

CAGR % -28.91%-39.27%

Annualized Return % -28.91%-39.27%

Total Return % -10.95%-37.41%

⚠️ Risk & Volatility

Daily Volatility % 14.85%8.91%

Annualized Volatility % 283.66%170.26%

Max Drawdown % -71.18%-82.10%

Sharpe Ratio 0.0490.028

Sortino Ratio 0.0990.030

Calmar Ratio -0.406-0.478

Ulcer Index 52.7858.45

📅 Daily Performance

Win Rate % 34.7%52.2%

Positive Days 43179

Negative Days 81164

Best Day % +118.69%+49.78%

Worst Day % -36.84%-30.52%

Avg Gain (Up Days) % +11.24%+6.20%

Avg Loss (Down Days) % -4.85%-6.24%

Profit Factor 1.231.08

🔥 Streaks & Patterns

Longest Win Streak days 49

Longest Loss Streak days 98

💹 Trading Metrics

Omega Ratio 1.2301.083

Expectancy % +0.73%+0.25%

Kelly Criterion % 1.34%0.64%

📅 Weekly Performance

Best Week % +59.60%+93.42%

Worst Week % -32.69%-35.51%

Weekly Win Rate % 35.0%51.9%

📆 Monthly Performance

Best Month % +84.51%+73.82%

Worst Month % -35.28%-66.44%

Monthly Win Rate % 33.3%53.8%

🔧 Technical Indicators

RSI (14-period) 50.7922.64

Price vs 50-Day MA % -9.98%-21.54%

Price vs 200-Day MA % N/A-20.66%

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).

SPK (SPK) vs CTA (CTA):	-0.182 (Weak)

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

SPK: Kraken
CTA: Bybit