TREE TREE / ALGO Crypto vs GLM GLM / 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 TREE / ALGOGLM / ALGO
📈 Performance Metrics
Start Price 2.620.96
End Price 0.901.61
Price Change % -65.45%+66.96%
Period High 2.621.83
Period Low 0.860.81
Price Range % 203.5%126.5%
🏆 All-Time Records
All-Time High 2.621.83
Days Since ATH 113 days12 days
Distance From ATH % -65.4%-12.1%
All-Time Low 0.860.81
Distance From ATL % +4.9%+99.1%
New ATHs Hit 0 times11 times
📌 Easy-to-Understand Stats
Avg Daily Change % 3.95%2.93%
Biggest Jump (1 Day) % +0.31+0.53
Biggest Drop (1 Day) % -0.51-0.28
Days Above Avg % 50.9%50.7%
Extreme Moves days 5 (4.4%)13 (3.8%)
Stability Score % 0.0%0.0%
Trend Strength % 57.5%49.4%
Recent Momentum (10-day) % -6.20%+2.17%
📊 Statistical Measures
Average Price 1.251.18
Median Price 1.271.18
Price Std Deviation 0.320.21
🚀 Returns & Growth
CAGR % -96.77%+72.82%
Annualized Return % -96.77%+72.82%
Total Return % -65.45%+66.96%
⚠️ Risk & Volatility
Daily Volatility % 5.33%5.14%
Annualized Volatility % 101.80%98.29%
Max Drawdown % -67.05%-42.43%
Sharpe Ratio -0.1490.052
Sortino Ratio -0.1520.069
Calmar Ratio -1.4431.716
Ulcer Index 53.5223.64
📅 Daily Performance
Win Rate % 42.5%49.4%
Positive Days 48169
Negative Days 65173
Best Day % +24.70%+57.74%
Worst Day % -19.47%-19.02%
Avg Gain (Up Days) % +3.30%+3.21%
Avg Loss (Down Days) % -3.82%-2.60%
Profit Factor 0.641.20
🔥 Streaks & Patterns
Longest Win Streak days 47
Longest Loss Streak days 55
💹 Trading Metrics
Omega Ratio 0.6381.204
Expectancy % -0.80%+0.27%
Kelly Criterion % 0.00%3.22%
📅 Weekly Performance
Best Week % +23.11%+61.66%
Worst Week % -27.70%-23.82%
Weekly Win Rate % 33.3%57.7%
📆 Monthly Performance
Best Month % +3.19%+74.30%
Worst Month % -30.99%-14.83%
Monthly Win Rate % 16.7%46.2%
🔧 Technical Indicators
RSI (14-period) 30.1441.41
Price vs 50-Day MA % -7.55%+16.87%
Price vs 200-Day MA % N/A+36.43%

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).

TREE (TREE) vs GLM (GLM): -0.613 (Moderate negative)

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

TREE: Kraken
GLM: Coinbase
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