XMLNZ XMLNZ / ALGO 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.

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Asset XMLNZ / ALGOBLUE / USD

📈 Performance Metrics

Start Price 61.990.05

End Price 36.530.05

Price Change % -41.08%+8.39%

Period High 72.370.05

Period Low 24.970.04

Price Range % 189.9%22.2%

🏆 All-Time Records

All-Time High 72.370.05

Days Since ATH 219 days1 days

Distance From ATH % -49.5%+0.0%

All-Time Low 24.970.04

Distance From ATL % +46.3%+22.2%

New ATHs Hit 2 times2 times

📌 Easy-to-Understand Stats

Avg Daily Change % 3.64%5.54%

Biggest Jump (1 Day) % +21.77+0.00

Biggest Drop (1 Day) % -14.580.00

Days Above Avg % 41.9%62.5%

Extreme Moves days 15 (4.4%)0 (0.0%)

Stability Score % 86.4%0.0%

Trend Strength % 52.2%42.9%

Recent Momentum (10-day) % +2.60%N/A

📊 Statistical Measures

Average Price 41.840.05

Median Price 40.690.05

Price Std Deviation 8.130.00

🚀 Returns & Growth

CAGR % -43.04%+6,579.47%

Annualized Return % -43.04%+6,579.47%

Total Return % -41.08%+8.39%

⚠️ Risk & Volatility

Daily Volatility % 5.68%6.38%

Annualized Volatility % 108.55%121.97%

Max Drawdown % -65.50%-11.29%

Sharpe Ratio 0.0000.213

Sortino Ratio 0.0000.252

Calmar Ratio -0.657582.753

Ulcer Index 41.745.07

📅 Daily Performance

Win Rate % 47.8%50.0%

Positive Days 1643

Negative Days 1793

Best Day % +50.81%+9.78%

Worst Day % -26.01%-7.54%

Avg Gain (Up Days) % +3.57%+8.29%

Avg Loss (Down Days) % -3.27%-5.12%

Profit Factor 1.001.62

🔥 Streaks & Patterns

Longest Win Streak days 82

Longest Loss Streak days 102

💹 Trading Metrics

Omega Ratio 0.9991.620

Expectancy % 0.00%+1.59%

Kelly Criterion % 0.00%3.74%

📅 Weekly Performance

Best Week % +33.69%+4.32%

Worst Week % -38.94%-2.62%

Weekly Win Rate % 51.9%50.0%

📆 Monthly Performance

Best Month % +58.49%+8.39%

Worst Month % -32.92%8.39%

Monthly Win Rate % 38.5%100.0%

🔧 Technical Indicators

RSI (14-period) 52.80N/A

Price vs 50-Day MA % +1.57%N/A

Price vs 200-Day MA % -0.46%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).

XMLNZ (XMLNZ) vs BLUE (BLUE):	-0.377 (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

XMLNZ: Kraken
BLUE: Kraken