ALGO ALGO / FORTH Crypto vs XMLNZ XMLNZ / USD Crypto

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

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Asset ALGO / FORTHXMLNZ / USD
📈 Performance Metrics
Start Price 0.1118.32
End Price 0.086.85
Price Change % -24.51%-62.62%
Period High 0.1226.64
Period Low 0.055.05
Price Range % 136.2%427.4%
🏆 All-Time Records
All-Time High 0.1226.64
Days Since ATH 341 days334 days
Distance From ATH % -29.6%-74.3%
All-Time Low 0.055.05
Distance From ATL % +66.3%+35.6%
New ATHs Hit 1 times4 times
📌 Easy-to-Understand Stats
Avg Daily Change % 3.60%3.88%
Biggest Jump (1 Day) % +0.02+4.82
Biggest Drop (1 Day) % -0.03-2.75
Days Above Avg % 48.0%29.1%
Extreme Moves days 17 (5.0%)12 (3.5%)
Stability Score % 0.0%49.6%
Trend Strength % 53.1%52.5%
Recent Momentum (10-day) % -2.10%-6.46%
📊 Statistical Measures
Average Price 0.0810.70
Median Price 0.088.66
Price Std Deviation 0.014.76
🚀 Returns & Growth
CAGR % -25.85%-64.90%
Annualized Return % -25.85%-64.90%
Total Return % -24.51%-62.62%
⚠️ Risk & Volatility
Daily Volatility % 5.54%5.39%
Annualized Volatility % 105.75%102.97%
Max Drawdown % -57.66%-81.04%
Sharpe Ratio 0.015-0.028
Sortino Ratio 0.014-0.032
Calmar Ratio -0.448-0.801
Ulcer Index 32.5662.34
📅 Daily Performance
Win Rate % 46.9%47.4%
Positive Days 161162
Negative Days 182180
Best Day % +19.23%+38.93%
Worst Day % -34.63%-16.67%
Avg Gain (Up Days) % +3.95%+3.69%
Avg Loss (Down Days) % -3.34%-3.61%
Profit Factor 1.050.92
🔥 Streaks & Patterns
Longest Win Streak days 67
Longest Loss Streak days 77
💹 Trading Metrics
Omega Ratio 1.0460.921
Expectancy % +0.08%-0.15%
Kelly Criterion % 0.61%0.00%
📅 Weekly Performance
Best Week % +30.66%+33.43%
Worst Week % -24.43%-24.86%
Weekly Win Rate % 46.2%46.2%
📆 Monthly Performance
Best Month % +27.54%+13.38%
Worst Month % -43.03%-20.27%
Monthly Win Rate % 30.8%53.8%
🔧 Technical Indicators
RSI (14-period) 54.6567.39
Price vs 50-Day MA % +2.18%+2.69%
Price vs 200-Day MA % -1.31%-12.38%
💰 Volume Analysis
Avg Volume 2,330,2955,174
Total Volume 801,621,4011,774,757

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).

ALGO (ALGO) vs XMLNZ (XMLNZ): -0.093 (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

ALGO: Kraken
XMLNZ: Kraken
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