| Metric | FULCRUM | returns_benchmark |
|---|---|---|
| Time in Market | 93.0% | 100.0% |
| Cumulative Return | 55.32% | 37.92% |
| Max Drawdown | -7.24% | -26.08% |
| Sharpe | 2.73 | 0.95 |
| Sortino | 5.76 | 1.4 |
| Payoff Ratio | 1.85 | 1.13 |
| Profit Factor | 1.72 | 1.15 |
| Common Sense Ratio | 2.22 | 1.28 |
| CPC Index | 1.65 | 0.66 |
| Tail Ratio | 1.29 | 1.11 |
| Outlier Win Ratio | 9.32 | 2.78 |
| Outlier Loss Ratio | 10.1 | 2.35 |
| Volatility (ann.) | 18.32% | 51.06% |
| R^2 | 0.18 | 0.18 |
| Calmar | 8.63 | 1.63 |
| Skew | 2.59 | -0.1 |
| Kurtosis | 16.08 | 2.88 |
| Expected Daily % | 0.13% | 0.1% |
| Expected Monthly % | 4.08% | 2.97% |
| Expected Yearly % | 24.63% | 17.44% |
| Kelly Criterion | 25.5% | 7.87% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.44% | -4.26% |
| Expected Shortfall (cVaR) | -1.44% | -4.26% |
| Year | returns_benchmark | FULCRUM | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 55.23 | 61.63 | 1.12 | + |
| 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 | 55.32% | 37.92% |
| 3Y (ann.) | 62.51% | 42.56% |
| 5Y (ann.) | 62.51% | 42.56% |
| Metric | FULCRUM | returns_benchmark |
|---|---|---|
| Max Drawdown | -7.24% | -26.08% |
| Longest DD Days | 104.0 | 144.0 |
| Avg. Drawdown | -1.35% | -7.11% |
| Avg. Drawdown Days | 12.0 | 26.0 |
| Recovery Factor | 7.64 | 1.45 |
| Ulcer Index | 1.01 | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-03-31 | -7.24 | 104 |
| 2024-05-22 | 2024-07-15 | -5.80 | 54 |
| 2024-08-26 | 2024-09-19 | -2.74 | 24 |
| 2024-07-23 | 2024-08-08 | -2.48 | 16 |
| 2024-08-10 | 2024-08-24 | -2.18 | 14 |
| 2024-11-23 | 2024-12-11 | -1.77 | 18 |
| 2024-10-30 | 2024-11-06 | -1.57 | 7 |
| 2024-10-22 | 2024-10-29 | -1.16 | 7 |
| 2024-05-11 | 2024-05-14 | -0.93 | 3 |
| 2024-11-17 | 2024-11-19 | -0.77 | 2 |
| Metric | FULCRUM | returns_benchmark |
|---|---|---|
| Best Day | 7.51% | 9.49% |
| Worst Day | -3.46% | -13.23% |
| Best Week | 14.64% | 15.41% |
| Worst Week | -2.32% | -18.81% |
| Best Month | 32.68% | 34.43% |
| Worst Month | -2.07% | -23.44% |
| Best Year | 61.63% | 55.23% |
| Worst Year | -3.9% | -11.15% |
| Avg. Up Day | 0.77% | 2.15% |
| Avg. Down Day | -0.42% | -1.9% |
| Avg. Up Week | 2.72% | 6.11% |
| Avg. Down Week | -1.05% | -4.93% |
| Avg. Up Month | 10.13% | 15.85% |
| Avg. Down Month | -2.07% | -23.44% |
| Win Days % | 51.62% | 51.06% |
| Win Month % | 72.73% | 63.64% |
| Win Week % | 57.14% | 53.06% |
| Win Quarter % | 75.0% | 75.0% |
| Win Year % | 50.0% | 50.0% |