| Metric | configs/fulcrum_new/btc_21600.good_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 45.0% | 100.0% |
| Cumulative Return | 51.65% | 22.73% |
| Max Drawdown | -8.59% | -29.1% |
| Sharpe | 1.0 | 0.35 |
| Sortino | 1.72 | 0.5 |
| Payoff Ratio | 1.35 | 1.21 |
| Profit Factor | 1.33 | 1.06 |
| Common Sense Ratio | 1.67 | 1.0 |
| CPC Index | 0.86 | 0.65 |
| Tail Ratio | 1.26 | 0.95 |
| Outlier Win Ratio | 18.09 | 3.53 |
| Outlier Loss Ratio | 6.14 | 3.06 |
| Volatility (ann.) | 12.37% | 26.04% |
| R^2 | 0.28 | 0.28 |
| Calmar | 6.89 | 0.88 |
| Skew | 2.44 | 0.13 |
| Kurtosis | 29.67 | 6.25 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.53% | 1.72% |
| Expected Yearly % | 23.15% | 10.79% |
| Kelly Criterion | 9.45% | 10.65% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.03% | -2.22% |
| Expected Shortfall (cVaR) | -1.03% | -2.22% |
| Year | BTCUSD | configs/fulcrum_new/btc_21600.good_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 64.67 | 1.31 | + |
| 2025 | -17.89 | -7.91 | 0.44 | + |
| Metric | configs/fulcrum_new/btc_21600.good_fwd_ | BTCUSD |
|---|---|---|
| MTD | -0.14% | -7.13% |
| 3M | -7.91% | -22.06% |
| 6M | 29.69% | 23.53% |
| YTD | -7.91% | -17.89% |
| 1Y | 51.65% | 22.73% |
| 3Y (ann.) | 59.17% | 25.69% |
| 5Y (ann.) | 59.17% | 25.69% |
| Metric | configs/fulcrum_new/btc_21600.good_fwd_ | BTCUSD |
|---|---|---|
| Max Drawdown | -8.59% | -29.1% |
| Longest DD Days | 76.0 | 144.0 |
| Avg. Drawdown | -2.21% | -5.03% |
| Avg. Drawdown Days | 11.0 | 13.0 |
| Recovery Factor | 6.02 | 0.78 |
| Ulcer Index | 1.0 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-20 | 2025-04-07 | -8.59 | 76 |
| 2024-08-24 | 2024-09-19 | -7.55 | 26 |
| 2024-11-22 | 2025-01-20 | -6.08 | 58 |
| 2024-07-22 | 2024-08-21 | -5.89 | 30 |
| 2024-05-21 | 2024-07-19 | -5.49 | 59 |
| 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 | configs/fulcrum_new/btc_21600.good_fwd_ | BTCUSD |
|---|---|---|
| Best Day | 7.56% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -4.79% | -12.33% |
| Best Month | 42.26% | 37.42% |
| Worst Month | -4.83% | -17.69% |
| Best Year | 64.67% | 49.48% |
| Worst Year | -7.91% | -17.89% |
| Avg. Up Day | 0.65% | 0.94% |
| Avg. Down Day | -0.48% | -0.78% |
| Avg. Up Week | 4.8% | 7.46% |
| Avg. Down Week | -1.64% | -5.02% |
| Avg. Up Month | 16.0% | 13.98% |
| Avg. Down Month | -1.69% | -8.55% |
| Win Days % | 48.01% | 51.15% |
| Win Month % | 36.36% | 50.0% |
| Win Week % | 48.48% | 51.02% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 50.0% |