SPK SPK / SIS Crypto vs ALGO ALGO / SIS 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 / SISALGO / SIS
📈 Performance Metrics
Start Price 0.761.30
End Price 0.602.76
Price Change % -20.44%+111.72%
Period High 2.514.61
Period Low 0.411.30
Price Range % 513.3%254.1%
🏆 All-Time Records
All-Time High 2.514.61
Days Since ATH 89 days174 days
Distance From ATH % -76.0%-40.2%
All-Time Low 0.411.30
Distance From ATL % +47.1%+111.7%
New ATHs Hit 5 times16 times
📌 Easy-to-Understand Stats
Avg Daily Change % 8.57%4.21%
Biggest Jump (1 Day) % +1.25+1.12
Biggest Drop (1 Day) % -0.94-0.71
Days Above Avg % 32.5%47.1%
Extreme Moves days 5 (4.1%)16 (4.7%)
Stability Score % 0.0%0.0%
Trend Strength % 56.6%50.4%
Recent Momentum (10-day) % -0.15%+9.35%
📊 Statistical Measures
Average Price 0.933.39
Median Price 0.813.36
Price Std Deviation 0.410.61
🚀 Returns & Growth
CAGR % -49.54%+122.16%
Annualized Return % -49.54%+122.16%
Total Return % -20.44%+111.72%
⚠️ Risk & Volatility
Daily Volatility % 14.76%6.77%
Annualized Volatility % 282.02%129.43%
Max Drawdown % -80.91%-52.37%
Sharpe Ratio 0.0470.064
Sortino Ratio 0.0760.079
Calmar Ratio -0.6122.333
Ulcer Index 55.8023.41
📅 Daily Performance
Win Rate % 43.4%50.4%
Positive Days 53173
Negative Days 69170
Best Day % +98.59%+51.05%
Worst Day % -37.49%-20.25%
Avg Gain (Up Days) % +10.20%+4.85%
Avg Loss (Down Days) % -6.60%-4.06%
Profit Factor 1.191.22
🔥 Streaks & Patterns
Longest Win Streak days 47
Longest Loss Streak days 77
💹 Trading Metrics
Omega Ratio 1.1871.216
Expectancy % +0.70%+0.43%
Kelly Criterion % 1.04%2.21%
📅 Weekly Performance
Best Week % +51.61%+57.84%
Worst Week % -31.91%-21.91%
Weekly Win Rate % 40.0%55.8%
📆 Monthly Performance
Best Month % +99.49%+147.18%
Worst Month % -41.46%-30.00%
Monthly Win Rate % 33.3%38.5%
🔧 Technical Indicators
RSI (14-period) 53.0154.79
Price vs 50-Day MA % -18.52%-10.08%
Price vs 200-Day MA % N/A-21.42%

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 ALGO (ALGO): 0.631 (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

SPK: Kraken
ALGO: Kraken
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