XMLNZ XMLNZ / FTT Crypto vs FORTH FORTH / FTT Crypto

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

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Asset XMLNZ / FTTFORTH / FTT
📈 Performance Metrics
Start Price 8.551.65
End Price 8.292.78
Price Change % -3.04%+68.40%
Period High 11.713.67
Period Low 5.001.34
Price Range % 134.0%174.4%
🏆 All-Time Records
All-Time High 11.713.67
Days Since ATH 206 days193 days
Distance From ATH % -29.2%-24.1%
All-Time Low 5.001.34
Distance From ATL % +65.6%+108.3%
New ATHs Hit 4 times18 times
📌 Easy-to-Understand Stats
Avg Daily Change % 3.93%4.00%
Biggest Jump (1 Day) % +3.15+1.03
Biggest Drop (1 Day) % -2.14-0.78
Days Above Avg % 50.3%50.9%
Extreme Moves days 17 (5.0%)13 (3.8%)
Stability Score % 23.4%0.0%
Trend Strength % 46.9%56.3%
Recent Momentum (10-day) % -0.55%-1.25%
📊 Statistical Measures
Average Price 8.172.46
Median Price 8.182.51
Price Std Deviation 1.210.57
🚀 Returns & Growth
CAGR % -3.24%+74.13%
Annualized Return % -3.24%+74.13%
Total Return % -3.04%+68.40%
⚠️ Risk & Volatility
Daily Volatility % 6.26%6.61%
Annualized Volatility % 119.59%126.37%
Max Drawdown % -46.95%-46.34%
Sharpe Ratio 0.0290.054
Sortino Ratio 0.0310.059
Calmar Ratio -0.0691.600
Ulcer Index 23.6621.06
📅 Daily Performance
Win Rate % 53.1%56.3%
Positive Days 182193
Negative Days 161150
Best Day % +42.84%+50.10%
Worst Day % -24.95%-26.38%
Avg Gain (Up Days) % +3.98%+4.06%
Avg Loss (Down Days) % -4.11%-4.40%
Profit Factor 1.091.19
🔥 Streaks & Patterns
Longest Win Streak days 610
Longest Loss Streak days 55
💹 Trading Metrics
Omega Ratio 1.0951.187
Expectancy % +0.18%+0.36%
Kelly Criterion % 1.11%2.01%
📅 Weekly Performance
Best Week % +27.37%+46.84%
Worst Week % -19.83%-23.40%
Weekly Win Rate % 44.2%55.8%
📆 Monthly Performance
Best Month % +65.99%+43.97%
Worst Month % -31.05%-21.96%
Monthly Win Rate % 46.2%69.2%
🔧 Technical Indicators
RSI (14-period) 44.1740.53
Price vs 50-Day MA % -5.06%-5.97%
Price vs 200-Day MA % -5.43%-2.55%

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 FORTH (FORTH): 0.801 (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
FORTH: Kraken
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