| Metric | FULCRUM | returns_benchmark |
|---|---|---|
| Time in Market | 94.0% | 100.0% |
| Cumulative Return | 182.24% | 88.35% |
| Max Drawdown | -23.49% | -66.87% |
| Sharpe | 1.86 | 0.64 |
| Sortino | 3.24 | 0.96 |
| Payoff Ratio | 1.44 | 1.14 |
| Profit Factor | 1.44 | 1.1 |
| Common Sense Ratio | 2.0 | 1.16 |
| CPC Index | 1.04 | 0.65 |
| Tail Ratio | 1.39 | 1.05 |
| Outlier Win Ratio | 11.11 | 3.25 |
| Outlier Loss Ratio | 11.12 | 2.66 |
| Volatility (ann.) | 18.74% | 54.72% |
| R^2 | 0.17 | 0.17 |
| Calmar | 1.68 | 0.34 |
| Skew | 1.31 | 0.2 |
| Kurtosis | 12.58 | 3.56 |
| Expected Daily % | 0.09% | 0.06% |
| Expected Monthly % | 2.77% | 1.68% |
| Expected Yearly % | 29.61% | 17.15% |
| Kelly Criterion | 15.57% | 8.77% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.52% | -4.61% |
| Expected Shortfall (cVaR) | -1.52% | -4.61% |
| Year | returns_benchmark | FULCRUM | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.02 | -14.77 | 0.24 | + |
| 2023 | 154.81 | 78.83 | 0.51 | - |
| 2024 | 119.05 | 92.71 | 0.78 | - |
| 2025 | -11.15 | -3.90 | 0.35 | + |
| Metric | FULCRUM | returns_benchmark |
|---|---|---|
| MTD | -0.84% | 2.86% |
| 3M | -4.06% | -13.04% |
| 6M | 33.5% | 24.52% |
| YTD | -3.9% | -11.15% |
| 1Y | 59.69% | 17.25% |
| 3Y (ann.) | 39.04% | 20.0% |
| 5Y (ann.) | 39.4% | 22.47% |
| Metric | FULCRUM | returns_benchmark |
|---|---|---|
| Max Drawdown | -23.49% | -66.87% |
| Longest DD Days | 376.0 | 683.0 |
| Avg. Drawdown | -1.96% | -10.7% |
| Avg. Drawdown Days | 22.0 | 65.0 |
| Recovery Factor | 7.76 | 1.32 |
| Ulcer Index | 1.2 | 1.06 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-03-13 | -23.49 | 376 |
| 2024-01-09 | 2024-03-04 | -8.39 | 55 |
| 2024-12-17 | 2025-03-31 | -7.24 | 104 |
| 2024-05-22 | 2024-07-15 | -5.80 | 54 |
| 2023-06-26 | 2023-10-23 | -5.42 | 119 |
| 2024-03-13 | 2024-04-09 | -5.38 | 27 |
| 2023-04-15 | 2023-06-20 | -4.35 | 66 |
| 2024-08-26 | 2024-09-19 | -2.74 | 24 |
| 2024-07-23 | 2024-08-08 | -2.48 | 16 |
| 2023-12-10 | 2023-12-14 | -2.34 | 4 |
| Metric | FULCRUM | returns_benchmark |
|---|---|---|
| Best Day | 7.51% | 14.21% |
| Worst Day | -6.49% | -14.67% |
| Best Week | 14.64% | 28.96% |
| Worst Week | -7.7% | -30.92% |
| Best Month | 32.68% | 45.54% |
| Worst Month | -8.23% | -36.84% |
| Best Year | 92.71% | 154.81% |
| Worst Year | -14.77% | -62.02% |
| Avg. Up Day | 0.69% | 2.22% |
| Avg. Down Day | -0.48% | -1.94% |
| Avg. Up Week | 2.47% | 6.27% |
| Avg. Down Week | -1.23% | -5.1% |
| Avg. Up Month | 8.78% | 16.6% |
| Avg. Down Month | -3.47% | -13.93% |
| Win Days % | 50.23% | 51.32% |
| Win Month % | 60.53% | 55.26% |
| Win Week % | 53.61% | 52.69% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 50.0% | 50.0% |