XMLNZ XMLNZ / FTT Crypto vs SHELL SHELL / FTT 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 / FTTSHELL / FTT

📈 Performance Metrics

Start Price 8.580.36

End Price 8.070.09

Price Change % -6.04%-76.11%

Period High 11.710.36

Period Low 5.000.08

Price Range % 134.0%339.0%

🏆 All-Time Records

All-Time High 11.710.36

Days Since ATH 235 days267 days

Distance From ATH % -31.1%-76.1%

All-Time Low 5.000.08

Distance From ATL % +61.2%+4.9%

New ATHs Hit 3 times0 times

📌 Easy-to-Understand Stats

Avg Daily Change % 3.78%4.97%

Biggest Jump (1 Day) % +3.15+0.04

Biggest Drop (1 Day) % -2.14-0.07

Days Above Avg % 53.2%45.5%

Extreme Moves days 18 (5.2%)15 (5.6%)

Stability Score % 25.6%0.0%

Trend Strength % 47.5%55.4%

Recent Momentum (10-day) % -10.35%-15.45%

📊 Statistical Measures

Average Price 8.280.17

Median Price 8.330.16

Price Std Deviation 1.210.04

🚀 Returns & Growth

CAGR % -6.42%-85.87%

Annualized Return % -6.42%-85.87%

Total Return % -6.04%-76.11%

⚠️ Risk & Volatility

Daily Volatility % 6.16%6.69%

Annualized Volatility % 117.72%127.89%

Max Drawdown % -46.95%-77.22%

Sharpe Ratio 0.027-0.046

Sortino Ratio 0.029-0.050

Calmar Ratio -0.137-1.112

Ulcer Index 24.4554.49

📅 Daily Performance

Win Rate % 52.3%44.6%

Positive Days 179119

Negative Days 163148

Best Day % +42.84%+28.91%

Worst Day % -24.95%-27.20%

Avg Gain (Up Days) % +3.87%+5.03%

Avg Loss (Down Days) % -3.90%-4.60%

Profit Factor 1.090.88

🔥 Streaks & Patterns

Longest Win Streak days 66

Longest Loss Streak days 57

💹 Trading Metrics

Omega Ratio 1.0890.878

Expectancy % +0.17%-0.31%

Kelly Criterion % 1.10%0.00%

📅 Weekly Performance

Best Week % +27.37%+26.20%

Worst Week % -19.83%-32.67%

Weekly Win Rate % 44.2%42.5%

📆 Monthly Performance

Best Month % +65.99%+46.58%

Worst Month % -41.70%-38.03%

Monthly Win Rate % 46.2%27.3%

🔧 Technical Indicators

RSI (14-period) 36.5936.94

Price vs 50-Day MA % -6.19%-26.92%

Price vs 200-Day MA % -6.77%-44.93%

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 SHELL (SHELL):	-0.285 (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
SHELL: Binance