OM OM / ALGO Crypto vs XETHZ XETHZ / 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 OM / ALGOXETHZ / USD
📈 Performance Metrics
Start Price 29.033,210.32
End Price 0.523,030.50
Price Change % -98.21%-5.60%
Period High 39.774,830.00
Period Low 0.511,471.99
Price Range % 7,669.0%228.1%
🏆 All-Time Records
All-Time High 39.774,830.00
Days Since ATH 202 days66 days
Distance From ATH % -98.7%-37.3%
All-Time Low 0.511,471.99
Distance From ATL % +1.7%+105.9%
New ATHs Hit 9 times14 times
📌 Easy-to-Understand Stats
Avg Daily Change % 5.75%2.77%
Biggest Jump (1 Day) % +3.77+606.27
Biggest Drop (1 Day) % -27.14-649.19
Days Above Avg % 21.1%51.5%
Extreme Moves days 5 (2.0%)19 (5.5%)
Stability Score % 0.0%99.9%
Trend Strength % 61.6%50.1%
Recent Momentum (10-day) % -13.83%-12.49%
📊 Statistical Measures
Average Price 7.913,083.68
Median Price 1.233,126.31
Price Std Deviation 12.86886.93
🚀 Returns & Growth
CAGR % -99.72%-5.95%
Annualized Return % -99.72%-5.95%
Total Return % -98.21%-5.60%
⚠️ Risk & Volatility
Daily Volatility % 8.43%4.05%
Annualized Volatility % 161.01%77.31%
Max Drawdown % -98.71%-63.26%
Sharpe Ratio -0.1200.016
Sortino Ratio -0.1140.017
Calmar Ratio -1.010-0.094
Ulcer Index 86.0932.20
📅 Daily Performance
Win Rate % 38.4%49.9%
Positive Days 96171
Negative Days 154172
Best Day % +51.76%+21.91%
Worst Day % -83.05%-14.78%
Avg Gain (Up Days) % +3.81%+2.88%
Avg Loss (Down Days) % -4.01%-2.74%
Profit Factor 0.591.05
🔥 Streaks & Patterns
Longest Win Streak days 49
Longest Loss Streak days 176
💹 Trading Metrics
Omega Ratio 0.5921.047
Expectancy % -1.01%+0.06%
Kelly Criterion % 0.00%0.82%
📅 Weekly Performance
Best Week % +41.77%+38.23%
Worst Week % -85.14%-17.83%
Weekly Win Rate % 36.8%57.7%
📆 Monthly Performance
Best Month % +14.29%+53.72%
Worst Month % -93.30%-28.24%
Monthly Win Rate % 20.0%38.5%
🔧 Technical Indicators
RSI (14-period) 25.0240.15
Price vs 50-Day MA % -28.94%-24.77%
Price vs 200-Day MA % -67.95%-6.23%

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).

OM (OM) vs XETHZ (XETHZ): -0.531 (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

OM: Kraken
XETHZ: Kraken
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