XMLNZ XMLNZ / USD Crypto vs SFUND SFUND / USD Crypto

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

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Asset XMLNZ / USDSFUND / USD
📈 Performance Metrics
Start Price 21.901.53
End Price 4.770.10
Price Change % -78.21%-93.38%
Period High 23.462.00
Period Low 4.370.09
Price Range % 437.0%2,046.8%
🏆 All-Time Records
All-Time High 23.462.00
Days Since ATH 342 days320 days
Distance From ATH % -79.7%-95.0%
All-Time Low 4.370.09
Distance From ATL % +9.2%+8.4%
New ATHs Hit 1 times5 times
📌 Easy-to-Understand Stats
Avg Daily Change % 3.61%3.92%
Biggest Jump (1 Day) % +3.33+0.32
Biggest Drop (1 Day) % -1.94-0.18
Days Above Avg % 27.0%40.0%
Extreme Moves days 12 (3.5%)11 (3.2%)
Stability Score % 45.7%0.0%
Trend Strength % 52.5%56.7%
Recent Momentum (10-day) % -10.55%-6.31%
📊 Statistical Measures
Average Price 9.480.67
Median Price 8.280.62
Price Std Deviation 3.770.42
🚀 Returns & Growth
CAGR % -80.24%-94.39%
Annualized Return % -80.24%-94.39%
Total Return % -78.21%-93.38%
⚠️ Risk & Volatility
Daily Volatility % 5.14%5.77%
Annualized Volatility % 98.26%110.27%
Max Drawdown % -81.38%-95.34%
Sharpe Ratio -0.062-0.105
Sortino Ratio -0.067-0.099
Calmar Ratio -0.986-0.990
Ulcer Index 61.7269.62
📅 Daily Performance
Win Rate % 47.4%43.0%
Positive Days 162147
Negative Days 180195
Best Day % +38.93%+22.44%
Worst Day % -16.67%-42.58%
Avg Gain (Up Days) % +3.36%+3.68%
Avg Loss (Down Days) % -3.63%-3.84%
Profit Factor 0.830.72
🔥 Streaks & Patterns
Longest Win Streak days 77
Longest Loss Streak days 711
💹 Trading Metrics
Omega Ratio 0.8340.723
Expectancy % -0.32%-0.61%
Kelly Criterion % 0.00%0.00%
📅 Weekly Performance
Best Week % +17.74%+34.82%
Worst Week % -24.86%-42.23%
Weekly Win Rate % 44.2%36.5%
📆 Monthly Performance
Best Month % +13.38%+14.48%
Worst Month % -20.27%-45.91%
Monthly Win Rate % 30.8%30.8%
🔧 Technical Indicators
RSI (14-period) 38.1017.20
Price vs 50-Day MA % -12.20%-7.03%
Price vs 200-Day MA % -34.65%-77.55%
💰 Volume Analysis
Avg Volume 5,073173,380
Total Volume 1,739,89559,816,242

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).

XMLNZ (XMLNZ) vs SFUND (SFUND): 0.901 (Strong 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

XMLNZ: Kraken
SFUND: Bybit
ByBit Futures Trading Trade hundreds of crypto perpetual futures