| Metric | configs/fulcrum_new/eth_21600_daily_ | ETHUSD |
|---|---|---|
| Time in Market | 46.0% | 100.0% |
| Cumulative Return | 196.86% | 91.64% |
| Max Drawdown | -24.82% | -55.31% |
| Sharpe | 1.43 | 0.68 |
| Sortino | 2.97 | 1.0 |
| Payoff Ratio | 1.67 | 1.64 |
| Profit Factor | 1.46 | 1.11 |
| Common Sense Ratio | 2.0 | 1.17 |
| CPC Index | 1.0 | 0.93 |
| Tail Ratio | 1.37 | 1.05 |
| Outlier Win Ratio | 16.22 | 3.5 |
| Outlier Loss Ratio | 6.45 | 2.79 |
| Volatility (ann.) | 30.27% | 64.96% |
| R^2 | 0.26 | 0.26 |
| Calmar | 1.91 | 0.47 |
| Skew | 3.39 | -0.08 |
| Kurtosis | 25.6 | 4.48 |
| Expected Daily % | 0.11% | 0.06% |
| Expected Monthly % | 3.16% | 1.88% |
| Expected Yearly % | 31.26% | 17.66% |
| Kelly Criterion | 5.82% | 20.68% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.49% | -5.47% |
| Expected Shortfall (cVaR) | -2.49% | -5.47% |
| Year | ETHUSD | configs/fulcrum_new/eth_21600_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | 26.26 | 96.48 | 3.67 | + |
| 2023 | 91.13 | 22.67 | 0.25 | - |
| 2024 | 46.48 | 62.48 | 1.34 | + |
| 2025 | -45.79 | -24.19 | 0.53 | + |
| Metric | configs/fulcrum_new/eth_21600_daily_ | ETHUSD |
|---|---|---|
| MTD | -1.74% | 0.07% |
| 3M | -24.19% | -47.56% |
| 6M | -9.69% | -24.02% |
| YTD | -24.19% | -45.79% |
| 1Y | 2.5% | -44.72% |
| 3Y (ann.) | 47.49% | 26.15% |
| 5Y (ann.) | 47.49% | 26.15% |
| Metric | configs/fulcrum_new/eth_21600_daily_ | ETHUSD |
|---|---|---|
| Max Drawdown | -24.82% | -55.31% |
| Longest DD Days | 164.0 | 389.0 |
| Avg. Drawdown | -5.95% | -10.7% |
| Avg. Drawdown Days | 39.0 | 43.0 |
| Recovery Factor | 7.93 | 1.66 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-08 | 2025-04-06 | -24.82 | 119 |
| 2024-03-10 | 2024-05-21 | -15.42 | 72 |
| 2023-01-17 | 2023-05-29 | -15.09 | 132 |
| 2023-05-30 | 2023-11-10 | -12.86 | 164 |
| 2024-07-18 | 2024-09-23 | -10.17 | 67 |
| 2022-10-28 | 2023-01-14 | -7.58 | 78 |
| 2023-11-11 | 2024-02-15 | -6.56 | 96 |
| 2022-07-30 | 2022-08-13 | -6.29 | 14 |
| 2022-06-27 | 2022-07-05 | -4.83 | 8 |
| 2024-02-17 | 2024-02-27 | -4.78 | 10 |
| Metric | configs/fulcrum_new/eth_21600_daily_ | ETHUSD |
|---|---|---|
| Best Day | 17.29% | 16.54% |
| Worst Day | -6.19% | -20.65% |
| Best Week | 26.54% | 31.75% |
| Worst Week | -8.24% | -22.77% |
| Best Month | 61.37% | 55.48% |
| Worst Month | -11.85% | -34.4% |
| Best Year | 96.48% | 91.13% |
| Worst Year | -24.19% | -45.79% |
| Avg. Up Day | 2.08% | 3.06% |
| Avg. Down Day | -1.25% | -1.86% |
| Avg. Up Week | 6.02% | 10.34% |
| Avg. Down Week | -2.45% | -5.57% |
| Avg. Up Month | 12.64% | 19.68% |
| Avg. Down Month | -4.16% | -12.34% |
| Win Days % | 41.15% | 50.68% |
| Win Month % | 54.29% | 54.29% |
| Win Week % | 48.21% | 47.33% |
| Win Quarter % | 76.92% | 61.54% |
| Win Year % | 75.0% | 75.0% |