XMLNZ XMLNZ / USD Crypto vs SPX SPX / 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 XMLNZ / USDSPX / USD
📈 Performance Metrics
Start Price 21.900.81
End Price 4.770.48
Price Change % -78.21%-41.25%
Period High 23.462.15
Period Low 4.370.29
Price Range % 437.0%630.5%
🏆 All-Time Records
All-Time High 23.462.15
Days Since ATH 342 days128 days
Distance From ATH % -79.7%-77.8%
All-Time Low 4.370.29
Distance From ATL % +9.2%+61.8%
New ATHs Hit 1 times17 times
📌 Easy-to-Understand Stats
Avg Daily Change % 3.61%6.60%
Biggest Jump (1 Day) % +3.33+0.51
Biggest Drop (1 Day) % -1.94-0.66
Days Above Avg % 27.0%47.4%
Extreme Moves days 12 (3.5%)14 (4.1%)
Stability Score % 45.7%0.0%
Trend Strength % 52.5%50.4%
Recent Momentum (10-day) % -10.55%-21.02%
📊 Statistical Measures
Average Price 9.480.97
Median Price 8.280.89
Price Std Deviation 3.770.44
🚀 Returns & Growth
CAGR % -80.24%-43.22%
Annualized Return % -80.24%-43.22%
Total Return % -78.21%-41.25%
⚠️ Risk & Volatility
Daily Volatility % 5.14%9.24%
Annualized Volatility % 98.26%176.53%
Max Drawdown % -81.38%-81.05%
Sharpe Ratio -0.0620.030
Sortino Ratio -0.0670.031
Calmar Ratio -0.986-0.533
Ulcer Index 61.7250.59
📅 Daily Performance
Win Rate % 47.4%49.4%
Positive Days 162169
Negative Days 180173
Best Day % +38.93%+50.65%
Worst Day % -16.67%-42.12%
Avg Gain (Up Days) % +3.36%+7.21%
Avg Loss (Down Days) % -3.63%-6.50%
Profit Factor 0.831.08
🔥 Streaks & Patterns
Longest Win Streak days 77
Longest Loss Streak days 76
💹 Trading Metrics
Omega Ratio 0.8341.083
Expectancy % -0.32%+0.27%
Kelly Criterion % 0.00%0.59%
📅 Weekly Performance
Best Week % +17.74%+59.05%
Worst Week % -24.86%-36.02%
Weekly Win Rate % 44.2%53.8%
📆 Monthly Performance
Best Month % +13.38%+83.09%
Worst Month % -20.27%-49.47%
Monthly Win Rate % 30.8%53.8%
🔧 Technical Indicators
RSI (14-period) 38.1028.19
Price vs 50-Day MA % -12.20%-19.57%
Price vs 200-Day MA % -34.65%-58.72%
💰 Volume Analysis
Avg Volume 5,0733,547,075
Total Volume 1,739,8951,220,193,658

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 SPX (SPX): 0.062 (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

XMLNZ: Kraken
SPX: Kraken
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