| Metric | FULCRUM | ETH-USD |
|---|---|---|
| Time in Market | 94.0% | 100.0% |
| Cumulative Return | 240.03% | 12.97% |
| Max Drawdown | -9.8% | -54.23% |
| Sharpe | 2.61 | 0.4 |
| Sortino | 5.08 | 0.58 |
| Payoff Ratio | 1.63 | 1.06 |
| Profit Factor | 1.65 | 1.06 |
| Common Sense Ratio | 2.59 | 1.11 |
| CPC Index | 1.37 | 0.56 |
| Tail Ratio | 1.57 | 1.05 |
| Outlier Win Ratio | 11.63 | 2.76 |
| Outlier Loss Ratio | 14.14 | 2.56 |
| Volatility (ann.) | 17.28% | 67.06% |
| R^2 | 0.07 | 0.07 |
| Calmar | 5.58 | 0.08 |
| Skew | 1.93 | 0.2 |
| Kurtosis | 13.02 | 5.01 |
| Expected Daily % | 0.12% | 0.01% |
| Expected Monthly % | 3.67% | 0.36% |
| Expected Yearly % | 35.79% | 3.1% |
| Kelly Criterion | 20.93% | 2.92% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.36% | -5.7% |
| Expected Shortfall (cVaR) | -1.36% | -5.7% |
| Year | ETH-USD | FULCRUM | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -32.58 | 0.36 | -0.01 | + |
| 2023 | 90.64 | 72.62 | 0.80 | - |
| 2024 | 46.07 | 98.20 | 2.13 | + |
| 2025 | -39.83 | -0.97 | 0.02 | + |
| Metric | FULCRUM | ETH-USD |
|---|---|---|
| MTD | 0.75% | -10.39% |
| 3M | -2.18% | -39.91% |
| 6M | 37.82% | -23.34% |
| YTD | -0.97% | -39.83% |
| 1Y | 73.65% | -39.9% |
| 3Y (ann.) | 54.62% | 4.44% |
| 5Y (ann.) | 54.62% | 4.44% |
| Metric | FULCRUM | ETH-USD |
|---|---|---|
| Max Drawdown | -9.8% | -54.23% |
| Longest DD Days | 121.0 | 377.0 |
| Avg. Drawdown | -1.47% | -13.18% |
| Avg. Drawdown Days | 13.0 | 58.0 |
| Recovery Factor | 24.5 | 0.24 |
| Ulcer Index | inf | 1.06 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-07 | 2022-07-28 | -9.80 | 51 |
| 2022-09-14 | 2023-01-13 | -9.41 | 121 |
| 2024-01-09 | 2024-02-13 | -7.35 | 35 |
| 2023-06-26 | 2023-10-24 | -7.10 | 120 |
| 2024-12-18 | 2025-03-24 | -6.32 | 96 |
| 2024-05-22 | 2024-07-16 | -5.54 | 55 |
| 2023-05-07 | 2023-06-21 | -5.44 | 45 |
| 2024-03-13 | 2024-03-26 | -3.43 | 13 |
| 2024-08-25 | 2024-09-19 | -3.17 | 25 |
| 2022-08-14 | 2022-09-13 | -3.15 | 30 |
| Metric | FULCRUM | ETH-USD |
|---|---|---|
| Best Day | 7.27% | 19.27% |
| Worst Day | -4.75% | -17.46% |
| Best Week | 13.08% | 25.42% |
| Worst Week | -5.51% | -34.75% |
| Best Month | 33.03% | 57.55% |
| Worst Month | -5.94% | -39.87% |
| Best Year | 98.2% | 90.64% |
| Worst Year | -0.97% | -39.83% |
| Avg. Up Day | 0.69% | 2.81% |
| Avg. Down Day | -0.42% | -2.65% |
| Avg. Up Week | 2.81% | 8.44% |
| Avg. Down Week | -1.32% | -8.11% |
| Avg. Up Month | 9.58% | 19.57% |
| Avg. Down Month | -2.41% | -13.94% |
| Win Days % | 51.04% | 50.0% |
| Win Month % | 64.71% | 50.0% |
| Win Week % | 57.72% | 51.33% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 75.0% | 50.0% |