XETHZ XETHZ / USD Crypto vs ALGO ALGO / 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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🤖 AI Analysis

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Asset XETHZ / USDALGO / USD

📈 Performance Metrics

Start Price 3,075.210.18

End Price 3,093.560.16

Price Change % +0.60%-13.65%

Period High 4,830.000.51

Period Low 1,471.990.15

Price Range % 228.1%230.7%

🏆 All-Time Records

All-Time High 4,830.000.51

Days Since ATH 65 days323 days

Distance From ATH % -36.0%-68.8%

All-Time Low 1,471.990.15

Distance From ATL % +110.2%+3.0%

New ATHs Hit 15 times12 times

📌 Easy-to-Understand Stats

Avg Daily Change % 2.78%4.35%

Biggest Jump (1 Day) % +606.27+0.12

Biggest Drop (1 Day) % -649.19-0.08

Days Above Avg % 51.7%36.0%

Extreme Moves days 19 (5.5%)19 (5.5%)

Stability Score % 99.9%0.0%

Trend Strength % 50.1%48.4%

Recent Momentum (10-day) % -13.74%-7.34%

📊 Statistical Measures

Average Price 3,084.000.26

Median Price 3,126.310.23

Price Std Deviation 886.920.08

🚀 Returns & Growth

CAGR % +0.64%-14.46%

Annualized Return % +0.64%-14.46%

Total Return % +0.60%-13.65%

⚠️ Risk & Volatility

Daily Volatility % 4.05%5.91%

Annualized Volatility % 77.40%112.97%

Max Drawdown % -63.26%-69.76%

Sharpe Ratio 0.0210.022

Sortino Ratio 0.0220.024

Calmar Ratio 0.010-0.207

Ulcer Index 32.1351.30

📅 Daily Performance

Win Rate % 50.1%51.6%

Positive Days 172177

Negative Days 171166

Best Day % +21.91%+36.95%

Worst Day % -14.78%-19.82%

Avg Gain (Up Days) % +2.89%+4.15%

Avg Loss (Down Days) % -2.74%-4.16%

Profit Factor 1.061.06

🔥 Streaks & Patterns

Longest Win Streak days 911

Longest Loss Streak days 67

💹 Trading Metrics

Omega Ratio 1.0611.063

Expectancy % +0.08%+0.13%

Kelly Criterion % 1.05%0.74%

📅 Weekly Performance

Best Week % +38.23%+87.54%

Worst Week % -17.83%-22.48%

Weekly Win Rate % 54.7%43.4%

📆 Monthly Performance

Best Month % +53.72%+141.35%

Worst Month % -28.24%-31.62%

Monthly Win Rate % 38.5%38.5%

🔧 Technical Indicators

RSI (14-period) 34.0250.97

Price vs 50-Day MA % -23.71%-23.30%

Price vs 200-Day MA % -4.07%-27.28%

💰 Volume Analysis

Avg Volume 26,8487,994,295

Total Volume 9,235,5852,750,037,323

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).

XETHZ (XETHZ) vs ALGO (ALGO):	0.385 (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

XETHZ: Kraken
ALGO: Kraken