XETHZ XETHZ / USD Crypto vs BLUE BLUE / USD 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

Model:

Ask me anything about the statistics below. I can help explain metrics, identify patterns, or answer specific questions.

Asset XETHZ / USDBLUE / USD

📈 Performance Metrics

Start Price 3,987.530.05

End Price 2,971.670.04

Price Change % -25.48%-20.88%

Period High 4,830.000.05

Period Low 1,471.990.04

Price Range % 228.1%37.0%

🏆 All-Time Records

All-Time High 4,830.000.05

Days Since ATH 94 days20 days

Distance From ATH % -38.5%-27.0%

All-Time Low 1,471.990.04

Distance From ATL % +101.9%+0.0%

New ATHs Hit 5 times2 times

📌 Easy-to-Understand Stats

Avg Daily Change % 2.78%4.10%

Biggest Jump (1 Day) % +606.27+0.00

Biggest Drop (1 Day) % -649.19-0.01

Days Above Avg % 47.4%40.7%

Extreme Moves days 17 (5.0%)1 (3.8%)

Stability Score % 99.9%0.0%

Trend Strength % 49.9%53.8%

Recent Momentum (10-day) % +3.47%-7.60%

📊 Statistical Measures

Average Price 3,034.700.04

Median Price 2,990.980.04

Price Std Deviation 869.660.00

🚀 Returns & Growth

CAGR % -26.87%-96.27%

Annualized Return % -26.87%-96.27%

Total Return % -25.48%-20.88%

⚠️ Risk & Volatility

Daily Volatility % 4.02%5.21%

Annualized Volatility % 76.86%99.49%

Max Drawdown % -63.09%-27.01%

Sharpe Ratio -0.001-0.146

Sortino Ratio -0.001-0.140

Calmar Ratio -0.426-3.565

Ulcer Index 33.7215.65

📅 Daily Performance

Win Rate % 50.1%30.0%

Positive Days 1726

Negative Days 17114

Best Day % +21.91%+9.78%

Worst Day % -14.78%-14.32%

Avg Gain (Up Days) % +2.79%+6.91%

Avg Loss (Down Days) % -2.82%-4.37%

Profit Factor 1.000.68

🔥 Streaks & Patterns

Longest Win Streak days 92

Longest Loss Streak days 66

💹 Trading Metrics

Omega Ratio 0.9960.677

Expectancy % -0.01%-0.99%

Kelly Criterion % 0.00%0.00%

📅 Weekly Performance

Best Week % +38.23%+6.04%

Worst Week % -17.83%-10.67%

Weekly Win Rate % 53.8%20.0%

📆 Monthly Performance

Best Month % +53.72%+3.20%

Worst Month % -28.24%-10.53%

Monthly Win Rate % 38.5%50.0%

🔧 Technical Indicators

RSI (14-period) 49.7533.08

Price vs 50-Day MA % -9.27%N/A

Price vs 200-Day MA % -12.91%N/A

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 BLUE (BLUE):	-0.142 (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

XETHZ: Kraken
BLUE: Kraken