| Metric | fulcrum_new/btc_21600.good_ | BTCUSD |
|---|---|---|
| Time in Market | 43.0% | 100.0% |
| Cumulative Return | 55.22% | 32.25% |
| Max Drawdown | -8.63% | -28.38% |
| Sharpe | 1.08 | 0.45 |
| Sortino | 1.93 | 0.65 |
| Payoff Ratio | 1.42 | 1.29 |
| Profit Factor | 1.37 | 1.07 |
| Common Sense Ratio | 1.72 | 1.02 |
| CPC Index | 0.93 | 0.71 |
| Tail Ratio | 1.26 | 0.95 |
| Outlier Win Ratio | 18.61 | 3.62 |
| Outlier Loss Ratio | 6.01 | 3.1 |
| Volatility (ann.) | 12.8% | 26.26% |
| R^2 | 0.29 | 0.29 |
| Calmar | 7.96 | 1.39 |
| Skew | 2.72 | 0.16 |
| Kurtosis | 30.71 | 6.33 |
| Expected Daily % | 0.04% | 0.02% |
| Expected Monthly % | 4.08% | 2.57% |
| Expected Yearly % | 24.59% | 15.0% |
| Kelly Criterion | 10.94% | 13.2% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.06% | -2.23% |
| Expected Shortfall (cVaR) | -1.06% | -2.23% |
| Year | BTCUSD | fulcrum_new/btc_21600.good_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 63.38 | 1.28 | + |
| 2025 | -11.53 | -4.99 | 0.43 | + |
| Metric | fulcrum_new/btc_21600.good_ | BTCUSD |
|---|---|---|
| MTD | -0.7% | -2.02% |
| 3M | -4.99% | -22.15% |
| 6M | 45.45% | 39.67% |
| YTD | -4.99% | -11.53% |
| 1Y | 55.22% | 32.25% |
| 3Y (ann.) | 68.67% | 39.43% |
| 5Y (ann.) | 68.67% | 39.43% |
| Metric | fulcrum_new/btc_21600.good_ | BTCUSD |
|---|---|---|
| Max Drawdown | -8.63% | -28.38% |
| Longest DD Days | 59.0 | 144.0 |
| Avg. Drawdown | -2.21% | -4.96% |
| Avg. Drawdown Days | 10.0 | 12.0 |
| Recovery Factor | 6.4 | 1.14 |
| Ulcer Index | 1.0 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-20 | 2025-03-18 | -8.63 | 56 |
| 2024-08-24 | 2024-09-19 | -7.85 | 26 |
| 2024-11-22 | 2025-01-20 | -7.35 | 58 |
| 2024-05-21 | 2024-07-19 | -6.07 | 59 |
| 2024-07-22 | 2024-08-21 | -5.89 | 30 |
| 2024-11-13 | 2024-11-19 | -5.47 | 5 |
| 2024-10-21 | 2024-11-06 | -4.82 | 16 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| 2024-09-20 | 2024-09-24 | -1.74 | 4 |
| Metric | fulcrum_new/btc_21600.good_ | BTCUSD |
|---|---|---|
| Best Day | 7.56% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -5.07% | -12.33% |
| Best Month | 41.56% | 37.42% |
| Worst Month | -4.12% | -17.69% |
| Best Year | 63.38% | 49.48% |
| Worst Year | -4.99% | -11.53% |
| Avg. Up Day | 0.7% | 0.97% |
| Avg. Down Day | -0.49% | -0.75% |
| Avg. Up Week | 5.3% | 8.0% |
| Avg. Down Week | -1.83% | -4.78% |
| Avg. Up Month | 15.83% | 13.98% |
| Avg. Down Month | -1.63% | -8.89% |
| Win Days % | 47.78% | 51.14% |
| Win Month % | 40.0% | 54.55% |
| Win Week % | 50.0% | 50.0% |
| Win Quarter % | 75.0% | 75.0% |
| Win Year % | 50.0% | 50.0% |