NFP NFP / USD Crypto vs XRT XRT / USD 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 NFP / USDXRT / USD
📈 Performance Metrics
Start Price 0.282.05
End Price 0.021.03
Price Change % -91.55%-49.61%
Period High 0.324.15
Period Low 0.021.03
Price Range % 1,419.2%301.7%
🏆 All-Time Records
All-Time High 0.324.15
Days Since ATH 332 days329 days
Distance From ATH % -92.8%-75.1%
All-Time Low 0.021.03
Distance From ATL % +9.4%+0.0%
New ATHs Hit 7 times8 times
📌 Easy-to-Understand Stats
Avg Daily Change % 4.76%4.87%
Biggest Jump (1 Day) % +0.03+0.80
Biggest Drop (1 Day) % -0.04-0.94
Days Above Avg % 24.4%52.9%
Extreme Moves days 18 (5.2%)14 (4.1%)
Stability Score % 0.0%0.0%
Trend Strength % 52.2%52.8%
Recent Momentum (10-day) % -13.34%-3.76%
📊 Statistical Measures
Average Price 0.092.17
Median Price 0.072.20
Price Std Deviation 0.060.55
🚀 Returns & Growth
CAGR % -92.79%-51.78%
Annualized Return % -92.79%-51.78%
Total Return % -91.55%-49.61%
⚠️ Risk & Volatility
Daily Volatility % 5.94%6.59%
Annualized Volatility % 113.54%125.97%
Max Drawdown % -93.42%-75.11%
Sharpe Ratio -0.0900.002
Sortino Ratio -0.0820.003
Calmar Ratio -0.993-0.689
Ulcer Index 75.0348.70
📅 Daily Performance
Win Rate % 46.6%46.1%
Positive Days 156155
Negative Days 179181
Best Day % +17.37%+28.37%
Worst Day % -35.42%-29.59%
Avg Gain (Up Days) % +4.34%+5.11%
Avg Loss (Down Days) % -4.80%-4.34%
Profit Factor 0.791.01
🔥 Streaks & Patterns
Longest Win Streak days 65
Longest Loss Streak days 79
💹 Trading Metrics
Omega Ratio 0.7871.007
Expectancy % -0.55%+0.02%
Kelly Criterion % 0.00%0.07%
📅 Weekly Performance
Best Week % +41.27%+50.99%
Worst Week % -26.77%-21.05%
Weekly Win Rate % 40.4%38.5%
📆 Monthly Performance
Best Month % +26.04%+45.74%
Worst Month % -37.80%-31.03%
Monthly Win Rate % 30.8%30.8%
🔧 Technical Indicators
RSI (14-period) 37.3842.47
Price vs 50-Day MA % -20.85%-13.78%
Price vs 200-Day MA % -59.55%-45.38%

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).

NFP (NFP) vs XRT (XRT): 0.540 (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

NFP: Binance
XRT: Kraken
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