| Metric | FULCRUM | BTC-USD |
|---|---|---|
| Time in Market | 98.0% | 100.0% |
| Cumulative Return | 62.91% | 32.78% |
| Max Drawdown | -17.39% | -26.02% |
| Sharpe | 2.02 | 0.86 |
| Sortino | 3.75 | 1.35 |
| Payoff Ratio | 1.43 | 1.2 |
| Profit Factor | 1.45 | 1.13 |
| Common Sense Ratio | 2.86 | 1.32 |
| CPC Index | 1.02 | 0.67 |
| Tail Ratio | 1.98 | 1.16 |
| Outlier Win Ratio | 7.34 | 3.62 |
| Outlier Loss Ratio | 6.52 | 2.58 |
| Volatility (ann.) | 27.93% | 50.2% |
| R^2 | 0.36 | 0.36 |
| Calmar | 3.99 | 1.38 |
| Skew | 1.33 | 0.61 |
| Kurtosis | 6.84 | 2.55 |
| Expected Daily % | 0.14% | 0.08% |
| Expected Monthly % | 4.15% | 2.39% |
| Expected Yearly % | 27.63% | 15.23% |
| Kelly Criterion | 14.07% | 7.6% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.25% | -4.2% |
| Expected Shortfall (cVaR) | -2.25% | -4.2% |
| Year | BTC-USD | FULCRUM | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.56 | 75.32 | 1.55 | + |
| 2025 | -10.62 | -7.08 | 0.67 | + |
| Metric | FULCRUM | BTC-USD |
|---|---|---|
| MTD | -0.86% | 1.16% |
| 3M | -7.62% | -14.88% |
| 6M | 56.64% | 34.54% |
| YTD | -7.08% | -10.62% |
| 1Y | 62.91% | 32.78% |
| 3Y (ann.) | 69.38% | 35.82% |
| 5Y (ann.) | 69.38% | 35.82% |
| Metric | FULCRUM | BTC-USD |
|---|---|---|
| Max Drawdown | -17.39% | -26.02% |
| Longest DD Days | 118.0 | 161.0 |
| Avg. Drawdown | -4.97% | -7.34% |
| Avg. Drawdown Days | 30.0 | 24.0 |
| Recovery Factor | 3.62 | 1.26 |
| Ulcer Index | 1.06 | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-09 | 2025-04-06 | -17.39 | 118 |
| 2024-07-22 | 2024-11-06 | -8.80 | 107 |
| 2024-05-22 | 2024-07-14 | -5.42 | 53 |
| 2024-11-12 | 2024-11-16 | -4.76 | 4 |
| 2024-11-25 | 2024-11-27 | -3.35 | 2 |
| 2024-11-17 | 2024-11-18 | -3.31 | 1 |
| 2024-11-19 | 2024-11-21 | -3.13 | 2 |
| 2024-12-05 | 2024-12-06 | -1.68 | 1 |
| 2024-07-17 | 2024-07-19 | -1.45 | 2 |
| 2024-05-08 | 2024-05-16 | -0.37 | 8 |
| Metric | FULCRUM | BTC-USD |
|---|---|---|
| Best Day | 7.22% | 12.14% |
| Worst Day | -6.77% | -8.68% |
| Best Week | 16.01% | 18.97% |
| Worst Week | -5.12% | -12.23% |
| Best Month | 61.52% | 37.36% |
| Worst Month | -3.46% | -17.61% |
| Best Year | 75.32% | 48.56% |
| Worst Year | -7.08% | -10.62% |
| Avg. Up Day | 1.15% | 2.37% |
| Avg. Down Day | -0.8% | -1.97% |
| Avg. Up Week | 4.15% | 7.04% |
| Avg. Down Week | -1.41% | -4.39% |
| Avg. Up Month | 17.14% | 13.79% |
| Avg. Down Month | -1.86% | -8.91% |
| Win Days % | 49.4% | 49.55% |
| Win Month % | 41.67% | 58.33% |
| Win Week % | 42.0% | 50.0% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 50.0% |