| Metric | configs/fulcrum_new/sol_21600_ | SOLUSD |
|---|---|---|
| Time in Market | 58.0% | 100.0% |
| Cumulative Return | 382.09% | -27.74% |
| Max Drawdown | -30.36% | -93.83% |
| Sharpe | 0.65 | 0.21 |
| Sortino | 1.05 | 0.31 |
| Payoff Ratio | 1.23 | 1.17 |
| Profit Factor | 1.18 | 1.03 |
| Common Sense Ratio | 1.35 | 1.05 |
| CPC Index | 0.67 | 0.61 |
| Tail Ratio | 1.14 | 1.02 |
| Outlier Win Ratio | 16.02 | 3.38 |
| Outlier Loss Ratio | 7.19 | 2.94 |
| Volatility (ann.) | 22.65% | 51.85% |
| R^2 | 0.35 | 0.35 |
| Calmar | 2.07 | -0.1 |
| Skew | 1.75 | 0.41 |
| Kurtosis | 24.73 | 10.52 |
| Expected Daily % | 0.03% | -0.01% |
| Expected Monthly % | 4.01% | -0.81% |
| Expected Yearly % | 48.18% | -7.8% |
| Kelly Criterion | 2.78% | 7.31% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.91% | -4.43% |
| Expected Shortfall (cVaR) | -1.91% | -4.43% |
| Year | SOLUSD | configs/fulcrum_new/sol_21600_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -93.26 | 29.14 | -0.31 | + |
| 2023 | 921.46 | 192.96 | 0.21 | - |
| 2024 | 85.41 | 34.56 | 0.40 | - |
| 2025 | -43.36 | -5.31 | 0.12 | + |
| Metric | configs/fulcrum_new/sol_21600_ | SOLUSD |
|---|---|---|
| MTD | -0.52% | -14.13% |
| 3M | -13.57% | -49.88% |
| 6M | -6.02% | -26.99% |
| YTD | -5.31% | -43.36% |
| 1Y | 8.37% | -40.17% |
| 3Y (ann.) | 50.67% | -1.81% |
| 5Y (ann.) | 62.87% | -9.58% |
| Metric | configs/fulcrum_new/sol_21600_ | SOLUSD |
|---|---|---|
| Max Drawdown | -30.36% | -93.83% |
| Longest DD Days | 216.0 | 781.0 |
| Avg. Drawdown | -7.15% | -18.6% |
| Avg. Drawdown Days | 22.0 | 78.0 |
| Recovery Factor | 12.58 | -0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-19 | 2025-04-07 | -30.36 | 78 |
| 2022-07-19 | 2023-01-09 | -23.51 | 173 |
| 2024-03-18 | 2024-10-20 | -22.97 | 216 |
| 2022-04-03 | 2022-07-18 | -21.67 | 106 |
| 2023-04-14 | 2023-07-14 | -17.80 | 90 |
| 2023-07-15 | 2023-10-01 | -17.33 | 78 |
| 2023-11-12 | 2023-12-23 | -16.88 | 41 |
| 2023-12-25 | 2024-03-14 | -16.58 | 79 |
| 2023-11-01 | 2023-11-10 | -13.33 | 8 |
| 2023-02-20 | 2023-03-20 | -12.89 | 28 |
| Metric | configs/fulcrum_new/sol_21600_ | SOLUSD |
|---|---|---|
| Best Day | 16.38% | 30.09% |
| Worst Day | -9.41% | -26.94% |
| Best Week | 28.29% | 43.67% |
| Worst Week | -9.36% | -51.66% |
| Best Month | 32.58% | 140.02% |
| Worst Month | -10.49% | -56.44% |
| Best Year | 192.96% | 921.46% |
| Worst Year | -5.31% | -93.26% |
| Avg. Up Day | 1.02% | 1.99% |
| Avg. Down Day | -0.82% | -1.69% |
| Avg. Up Week | 5.9% | 15.52% |
| Avg. Down Week | -2.18% | -8.01% |
| Avg. Up Month | 11.83% | 36.76% |
| Avg. Down Month | -4.24% | -21.4% |
| Win Days % | 46.31% | 49.94% |
| Win Month % | 62.5% | 47.5% |
| Win Week % | 44.52% | 45.35% |
| Win Quarter % | 64.29% | 42.86% |
| Win Year % | 75.0% | 50.0% |