XMLNZ XMLNZ / FTT 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 / FTTBLUE / USD

📈 Performance Metrics

Start Price 8.100.05

End Price 9.970.04

Price Change % +23.12%-11.57%

Period High 11.710.05

Period Low 5.000.04

Price Range % 134.0%22.6%

🏆 All-Time Records

All-Time High 11.710.05

Days Since ATH 225 days7 days

Distance From ATH % -14.9%-18.4%

All-Time Low 5.000.04

Distance From ATL % +99.2%+0.0%

New ATHs Hit 5 times2 times

📌 Easy-to-Understand Stats

Avg Daily Change % 3.88%5.61%

Biggest Jump (1 Day) % +3.15+0.00

Biggest Drop (1 Day) % -2.14-0.01

Days Above Avg % 52.3%50.0%

Extreme Moves days 18 (5.2%)1 (7.7%)

Stability Score % 23.3%0.0%

Trend Strength % 53.9%53.8%

Recent Momentum (10-day) % +11.90%N/A

📊 Statistical Measures

Average Price 8.250.04

Median Price 8.310.05

Price Std Deviation 1.220.00

🚀 Returns & Growth

CAGR % +24.77%-96.84%

Annualized Return % +24.77%-96.84%

Total Return % +23.12%-11.57%

⚠️ Risk & Volatility

Daily Volatility % 6.33%6.71%

Annualized Volatility % 120.84%128.14%

Max Drawdown % -46.95%-18.42%

Sharpe Ratio 0.040-0.106

Sortino Ratio 0.043-0.102

Calmar Ratio 0.528-5.257

Ulcer Index 24.089.94

📅 Daily Performance

Win Rate % 53.9%36.4%

Positive Days 1854

Negative Days 1587

Best Day % +42.84%+9.78%

Worst Day % -24.95%-14.32%

Avg Gain (Up Days) % +3.93%+7.80%

Avg Loss (Down Days) % -4.04%-5.78%

Profit Factor 1.140.77

🔥 Streaks & Patterns

Longest Win Streak days 62

Longest Loss Streak days 43

💹 Trading Metrics

Omega Ratio 1.1370.771

Expectancy % +0.26%-0.84%

Kelly Criterion % 1.61%0.00%

📅 Weekly Performance

Best Week % +27.37%+0.00%

Worst Week % -19.83%-2.62%

Weekly Win Rate % 46.2%0.0%

📆 Monthly Performance

Best Month % +65.99%+3.20%

Worst Month % -38.20%0.00%

Monthly Win Rate % 46.2%50.0%

🔧 Technical Indicators

RSI (14-period) 66.19N/A

Price vs 50-Day MA % +17.43%N/A

Price vs 200-Day MA % +14.89%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):	-0.193 (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
BLUE: Kraken