| Metric | configs/fulcrum_new/eth_21600_fwd_daily_ | ETHUSD |
|---|---|---|
| Time in Market | 47.0% | 100.0% |
| Cumulative Return | 18.48% | -39.79% |
| Max Drawdown | -24.82% | -55.13% |
| Sharpe | 0.76 | -0.45 |
| Sortino | 1.46 | -0.58 |
| Payoff Ratio | 1.46 | 1.13 |
| Profit Factor | 1.22 | 0.93 |
| Common Sense Ratio | 1.61 | 0.85 |
| CPC Index | 0.73 | 0.54 |
| Tail Ratio | 1.32 | 0.92 |
| Outlier Win Ratio | 14.49 | 3.15 |
| Outlier Loss Ratio | 6.2 | 2.54 |
| Volatility (ann.) | 30.76% | 70.32% |
| R^2 | 0.23 | 0.23 |
| Calmar | 0.85 | -0.79 |
| Skew | 4.07 | -0.83 |
| Kurtosis | 42.74 | 6.61 |
| Expected Daily % | 0.05% | -0.16% |
| Expected Monthly % | 1.42% | -4.14% |
| Expected Yearly % | 8.85% | -22.41% |
| Kelly Criterion | 0.94% | 8.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.58% | -6.14% |
| Expected Shortfall (cVaR) | -2.58% | -6.14% |
| Year | ETHUSD | configs/fulcrum_new/eth_21600_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 11.05 | 56.29 | 5.09 | + |
| 2025 | -45.79 | -24.19 | 0.53 | + |
| Metric | configs/fulcrum_new/eth_21600_fwd_daily_ | ETHUSD |
|---|---|---|
| MTD | -1.74% | 0.07% |
| 3M | -24.19% | -47.56% |
| 6M | -9.69% | -24.02% |
| YTD | -24.19% | -45.79% |
| 1Y | 18.48% | -39.79% |
| 3Y (ann.) | 20.98% | -43.44% |
| 5Y (ann.) | 20.98% | -43.44% |
| Metric | configs/fulcrum_new/eth_21600_fwd_daily_ | ETHUSD |
|---|---|---|
| Max Drawdown | -24.82% | -55.13% |
| Longest DD Days | 119.0 | 193.0 |
| Avg. Drawdown | -5.75% | -21.7% |
| Avg. Drawdown Days | 31.0 | 63.0 |
| Recovery Factor | 0.74 | -0.72 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-08 | 2025-04-06 | -24.82 | 119 |
| 2024-07-18 | 2024-09-23 | -10.17 | 67 |
| 2024-05-24 | 2024-07-15 | -4.41 | 52 |
| 2024-10-18 | 2024-11-09 | -4.20 | 22 |
| 2024-11-25 | 2024-12-06 | -3.99 | 11 |
| 2024-11-11 | 2024-11-22 | -3.60 | 11 |
| 2024-09-24 | 2024-10-15 | -2.46 | 21 |
| 2024-05-17 | 2024-05-18 | -1.67 | 1 |
| 2024-05-20 | 2024-05-21 | -1.40 | 1 |
| 2024-11-23 | 2024-11-24 | -0.81 | 1 |
| Metric | configs/fulcrum_new/eth_21600_fwd_daily_ | ETHUSD |
|---|---|---|
| Best Day | 17.29% | 16.54% |
| Worst Day | -6.19% | -20.65% |
| Best Week | 26.54% | 26.7% |
| Worst Week | -7.1% | -22.77% |
| Best Month | 24.25% | 39.49% |
| Worst Month | -11.85% | -34.4% |
| Best Year | 56.29% | 11.05% |
| Worst Year | -24.19% | -45.79% |
| Avg. Up Day | 1.91% | 2.75% |
| Avg. Down Day | -1.31% | -2.42% |
| Avg. Up Week | 5.45% | 8.3% |
| Avg. Down Week | -3.18% | -8.07% |
| Avg. Up Month | 10.63% | 17.26% |
| Avg. Down Month | -6.04% | -17.21% |
| Win Days % | 41.18% | 51.38% |
| Win Month % | 50.0% | 41.67% |
| Win Week % | 44.74% | 51.02% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 50.0% |