MDT MDT / FTT Crypto vs XETHZ XETHZ / FTT Crypto

Stats Comprehensive Analytics for the Selected Time Period

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

Settings

🤖 AI Analysis

Ask me anything about the statistics below. I can help explain metrics, identify patterns, or answer specific questions.
Asset MDT / FTTXETHZ / FTT
📈 Performance Metrics
Start Price 0.021,200.58
End Price 0.025,020.42
Price Change % +4.16%+318.17%
Period High 0.045,784.10
Period Low 0.02869.52
Price Range % 138.6%565.2%
🏆 All-Time Records
All-Time High 0.045,784.10
Days Since ATH 112 days63 days
Distance From ATH % -43.2%-13.2%
All-Time Low 0.02869.52
Distance From ATL % +35.5%+477.4%
New ATHs Hit 9 times61 times
📌 Easy-to-Understand Stats
Avg Daily Change % 4.35%3.19%
Biggest Jump (1 Day) % +0.02+640.57
Biggest Drop (1 Day) % -0.01-1,339.38
Days Above Avg % 39.2%43.9%
Extreme Moves days 10 (2.9%)18 (5.2%)
Stability Score % 0.0%99.8%
Trend Strength % 50.1%58.6%
Recent Momentum (10-day) % +2.34%+10.44%
📊 Statistical Measures
Average Price 0.022,870.34
Median Price 0.022,228.52
Price Std Deviation 0.001,500.59
🚀 Returns & Growth
CAGR % +4.43%+358.36%
Annualized Return % +4.43%+358.36%
Total Return % +4.16%+318.17%
⚠️ Risk & Volatility
Daily Volatility % 8.32%4.83%
Annualized Volatility % 158.98%92.32%
Max Drawdown % -56.63%-38.20%
Sharpe Ratio 0.0360.111
Sortino Ratio 0.0510.101
Calmar Ratio 0.0789.380
Ulcer Index 31.2713.74
📅 Daily Performance
Win Rate % 50.1%58.6%
Positive Days 172201
Negative Days 171142
Best Day % +95.10%+21.43%
Worst Day % -26.73%-26.60%
Avg Gain (Up Days) % +4.76%+3.37%
Avg Loss (Down Days) % -4.18%-3.47%
Profit Factor 1.141.37
🔥 Streaks & Patterns
Longest Win Streak days 69
Longest Loss Streak days 55
💹 Trading Metrics
Omega Ratio 1.1451.374
Expectancy % +0.30%+0.54%
Kelly Criterion % 1.52%4.60%
📅 Weekly Performance
Best Week % +103.24%+29.28%
Worst Week % -21.35%-19.55%
Weekly Win Rate % 44.2%61.5%
📆 Monthly Performance
Best Month % +84.13%+68.22%
Worst Month % -29.04%-25.06%
Monthly Win Rate % 46.2%69.2%
🔧 Technical Indicators
RSI (14-period) 47.3865.69
Price vs 50-Day MA % -6.66%+6.38%
Price vs 200-Day MA % -15.31%+29.39%
💰 Volume Analysis
Avg Volume 19,022,36726,515
Total Volume 6,543,694,2999,121,291

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).

MDT (MDT) vs XETHZ (XETHZ): 0.410 (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

MDT: Coinbase
XETHZ: Kraken
ByBit Futures Trading Trade hundreds of crypto perpetual futures