| Metric | FULCRUM | returns_benchmark |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 76.63% | 42.81% |
| Max Drawdown | -14.04% | -28.41% |
| Sharpe | 1.18 | 0.51 |
| Sortino | 2.02 | 0.73 |
| Payoff Ratio | 1.26 | 1.17 |
| Profit Factor | 1.41 | 1.08 |
| Common Sense Ratio | 2.09 | 1.02 |
| CPC Index | 0.93 | 0.66 |
| Tail Ratio | 1.48 | 0.94 |
| Outlier Win Ratio | 19.12 | 3.82 |
| Outlier Loss Ratio | 3.92 | 3.33 |
| Volatility (ann.) | 14.08% | 25.89% |
| R^2 | 0.3 | 0.3 |
| Calmar | 6.16 | 1.68 |
| Skew | 2.65 | 0.15 |
| Kurtosis | 35.02 | 6.33 |
| Expected Daily % | 0.04% | 0.03% |
| Expected Monthly % | 4.86% | 3.01% |
| Expected Yearly % | 32.9% | 19.5% |
| Kelly Criterion | 13.92% | 10.65% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.17% | -2.19% |
| Expected Shortfall (cVaR) | -1.17% | -2.19% |
| Year | returns_benchmark | FULCRUM | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 56.63 | 30.49 | 0.54 | - |
| 2025 | -8.83 | 35.36 | -4.01 | + |
| Metric | FULCRUM | returns_benchmark |
|---|---|---|
| MTD | 3.12% | 3.12% |
| 3M | 36.44% | -8.1% |
| 6M | 54.95% | 34.43% |
| YTD | 35.36% | -8.83% |
| 1Y | 76.63% | 42.81% |
| 3Y (ann.) | 86.56% | 47.78% |
| 5Y (ann.) | 86.56% | 47.78% |
| Metric | FULCRUM | returns_benchmark |
|---|---|---|
| Max Drawdown | -14.04% | -28.41% |
| Longest DD Days | 69.0 | 144.0 |
| Avg. Drawdown | -2.49% | -4.86% |
| Avg. Drawdown Days | 13.0 | 12.0 |
| Recovery Factor | 5.46 | 1.51 |
| Ulcer Index | 1.0 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-08-08 | -14.04 | 59 |
| 2024-08-09 | 2024-10-14 | -9.25 | 66 |
| 2024-12-21 | 2025-02-28 | -8.32 | 69 |
| 2024-12-05 | 2024-12-15 | -7.97 | 10 |
| 2025-03-13 | 2025-03-14 | -4.38 | 1 |
| 2025-03-12 | 2025-03-12 | -1.40 | 0 |
| 2025-03-12 | 2025-03-12 | -1.17 | 0 |
| 2025-03-01 | 2025-03-01 | -1.11 | 0 |
| 2024-11-05 | 2024-11-06 | -1.01 | 0 |
| 2024-12-04 | 2024-12-04 | -0.99 | 0 |
| Metric | FULCRUM | returns_benchmark |
|---|---|---|
| Best Day | 9.14% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 12.43% | 18.93% |
| Worst Week | -5.9% | -12.33% |
| Best Month | 18.75% | 37.43% |
| Worst Month | -5.54% | -17.69% |
| Best Year | 35.36% | 56.63% |
| Worst Year | 30.49% | -8.83% |
| Avg. Up Day | 1.01% | 1.02% |
| Avg. Down Day | -0.8% | -0.87% |
| Avg. Up Week | 4.44% | 4.79% |
| Avg. Down Week | -3.56% | -4.25% |
| Avg. Up Month | 4.79% | 12.13% |
| Avg. Down Month | -5.54% | -7.16% |
| Win Days % | 52.03% | 51.81% |
| Win Month % | 91.67% | 58.33% |
| Win Week % | 66.67% | 54.0% |
| Win Quarter % | 100.0% | 80.0% |
| Win Year % | 100.0% | 50.0% |