| Metric | configs/fulcrum__full_ | ETHUSD |
|---|---|---|
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | -87.75% | -30.75% |
| Max Drawdown | -91.39% | -53.48% |
| Sharpe | -0.8 | -0.25 |
| Sortino | -0.82 | -0.37 |
| Payoff Ratio | 1.25 | 1.02 |
| Profit Factor | 0.62 | 0.96 |
| Common Sense Ratio | 0.75 | 0.92 |
| CPC Index | 0.37 | 0.5 |
| Tail Ratio | 1.21 | 0.95 |
| Outlier Win Ratio | 10.68 | 3.23 |
| Outlier Loss Ratio | 5.77 | 2.35 |
| Volatility (ann.) | 97.97% | 69.42% |
| R^2 | 0.0 | 0.0 |
| Calmar | -0.99 | -0.64 |
| Skew | -16.63 | 0.55 |
| Kurtosis | 291.42 | 4.42 |
| Expected Daily % | -0.65% | -0.11% |
| Expected Monthly % | -17.38% | -3.29% |
| Expected Yearly % | -65.0% | -16.78% |
| Kelly Criterion | 6.23% | 3.51% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -8.65% | -6.03% |
| Expected Shortfall (cVaR) | -8.65% | -6.03% |
| Year | ETHUSD | configs/fulcrum__full_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.13 | 36.19 | 2.98 | + |
| 2025 | -38.24 | -91.00 | 2.38 | - |
| Metric | configs/fulcrum__full_ | ETHUSD |
|---|---|---|
| MTD | -90.08% | -8.03% |
| 3M | -91.35% | -48.42% |
| 6M | -88.84% | -10.39% |
| YTD | -91.0% | -38.24% |
| 1Y | -87.75% | -30.75% |
| 3Y (ann.) | -90.74% | -34.07% |
| 5Y (ann.) | -90.74% | -34.07% |
| Metric | configs/fulcrum__full_ | ETHUSD |
|---|---|---|
| Max Drawdown | -91.39% | -53.48% |
| Longest DD Days | 101.0 | 192.0 |
| Avg. Drawdown | -8.8% | -21.25% |
| Avg. Drawdown Days | 23.0 | 62.0 |
| Recovery Factor | -0.96 | -0.57 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-08 | 2025-03-19 | -91.39 | 101 |
| 2024-07-30 | 2024-11-08 | -8.23 | 101 |
| 2024-05-22 | 2024-07-17 | -5.67 | 56 |
| 2024-11-13 | 2024-11-18 | -2.44 | 5 |
| 2024-07-23 | 2024-07-27 | -1.55 | 4 |
| 2024-07-18 | 2024-07-20 | -1.55 | 2 |
| 2024-11-23 | 2024-11-30 | -1.50 | 7 |
| 2024-11-19 | 2024-11-21 | -0.73 | 2 |
| 2024-05-07 | 2024-05-16 | -0.72 | 9 |
| 2024-12-01 | 2024-12-05 | -0.49 | 4 |
| Metric | configs/fulcrum__full_ | ETHUSD |
|---|---|---|
| Best Day | 5.99% | 19.2% |
| Worst Day | -89.78% | -14.77% |
| Best Week | 8.82% | 20.47% |
| Worst Week | -89.83% | -20.52% |
| Best Month | 21.58% | 47.37% |
| Worst Month | -90.08% | -32.24% |
| Best Year | 36.19% | 12.13% |
| Worst Year | -91.0% | -38.24% |
| Avg. Up Day | 0.66% | 2.99% |
| Avg. Down Day | -0.52% | -2.93% |
| Avg. Up Week | 3.2% | 8.95% |
| Avg. Down Week | -2.02% | -8.03% |
| Avg. Up Month | 11.82% | 25.81% |
| Avg. Down Month | -18.39% | -13.71% |
| Win Days % | 47.83% | 51.24% |
| Win Month % | 45.45% | 27.27% |
| Win Week % | 43.75% | 50.0% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |