XMLNZ XMLNZ / ALGO Crypto vs XETHZ XETHZ / 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 / ALGOXETHZ / USD
📈 Performance Metrics
Start Price 58.643,717.00
End Price 40.153,129.18
Price Change % -31.53%-15.81%
Period High 72.374,830.00
Period Low 24.971,471.99
Price Range % 189.9%228.1%
🏆 All-Time Records
All-Time High 72.374,830.00
Days Since ATH 231 days87 days
Distance From ATH % -44.5%-35.2%
All-Time Low 24.971,471.99
Distance From ATL % +60.8%+112.6%
New ATHs Hit 2 times10 times
📌 Easy-to-Understand Stats
Avg Daily Change % 3.45%2.75%
Biggest Jump (1 Day) % +21.77+606.27
Biggest Drop (1 Day) % -12.32-649.19
Days Above Avg % 41.6%47.7%
Extreme Moves days 17 (5.0%)17 (5.0%)
Stability Score % 86.9%99.9%
Trend Strength % 52.5%49.3%
Recent Momentum (10-day) % +6.04%+4.64%
📊 Statistical Measures
Average Price 41.643,048.79
Median Price 40.233,006.28
Price Std Deviation 7.99876.65
🚀 Returns & Growth
CAGR % -33.17%-16.74%
Annualized Return % -33.17%-16.74%
Total Return % -31.53%-15.81%
⚠️ Risk & Volatility
Daily Volatility % 5.46%4.01%
Annualized Volatility % 104.33%76.61%
Max Drawdown % -65.50%-63.09%
Sharpe Ratio 0.0050.007
Sortino Ratio 0.0060.008
Calmar Ratio -0.506-0.265
Ulcer Index 42.1933.35
📅 Daily Performance
Win Rate % 47.4%50.7%
Positive Days 162174
Negative Days 180169
Best Day % +50.81%+21.91%
Worst Day % -17.02%-14.78%
Avg Gain (Up Days) % +3.49%+2.78%
Avg Loss (Down Days) % -3.09%-2.80%
Profit Factor 1.021.02
🔥 Streaks & Patterns
Longest Win Streak days 89
Longest Loss Streak days 106
💹 Trading Metrics
Omega Ratio 1.0171.021
Expectancy % +0.03%+0.03%
Kelly Criterion % 0.26%0.38%
📅 Weekly Performance
Best Week % +33.69%+38.23%
Worst Week % -28.22%-17.83%
Weekly Win Rate % 51.9%55.8%
📆 Monthly Performance
Best Month % +58.49%+53.72%
Worst Month % -30.92%-28.24%
Monthly Win Rate % 38.5%38.5%
🔧 Technical Indicators
RSI (14-period) 61.4159.58
Price vs 50-Day MA % +7.09%-9.32%
Price vs 200-Day MA % +9.52%-7.10%

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 XETHZ (XETHZ): -0.454 (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
XETHZ: Kraken
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