| Metric | FULCRUM | BTCUSD |
|---|---|---|
| Time in Market | 90.0% | 100.0% |
| Cumulative Return | 35.5% | 13.6% |
| Max Drawdown | -15.23% | -29.47% |
| Sharpe | 1.54 | 0.5 |
| Sortino | 2.65 | 0.74 |
| Payoff Ratio | 1.63 | 1.24 |
| Profit Factor | 1.34 | 1.07 |
| Common Sense Ratio | 2.05 | 1.2 |
| CPC Index | 0.97 | 0.65 |
| Tail Ratio | 1.53 | 1.12 |
| Outlier Win Ratio | 7.99 | 2.68 |
| Outlier Loss Ratio | 8.73 | 2.42 |
| Volatility (ann.) | 20.75% | 50.88% |
| R^2 | 0.32 | 0.32 |
| Calmar | 2.29 | 0.45 |
| Skew | 1.05 | 0.32 |
| Kurtosis | 8.21 | 1.66 |
| Expected Daily % | 0.08% | 0.03% |
| Expected Monthly % | 2.19% | 0.92% |
| Expected Yearly % | 16.41% | 6.58% |
| Kelly Criterion | 10.53% | 8.15% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.7% | -4.31% |
| Expected Shortfall (cVaR) | -1.7% | -4.31% |
| Year | BTCUSD | FULCRUM | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 31.79 | 39.24 | 1.23 | + |
| 2025 | -13.80 | -2.69 | 0.19 | + |
| Metric | FULCRUM | BTCUSD |
|---|---|---|
| MTD | -0.15% | 1.16% |
| 3M | -5.16% | -16.19% |
| 6M | 15.13% | 30.43% |
| YTD | -2.69% | -13.8% |
| 1Y | 36.66% | 19.92% |
| 3Y (ann.) | 34.84% | 13.37% |
| 5Y (ann.) | 34.84% | 13.37% |
| Metric | FULCRUM | BTCUSD |
|---|---|---|
| Max Drawdown | -15.23% | -29.47% |
| Longest DD Days | 75.0 | 203.0 |
| Avg. Drawdown | -3.44% | -7.7% |
| Avg. Drawdown Days | 21.0 | 32.0 |
| Recovery Factor | 2.33 | 0.46 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-20 | 2025-04-05 | -15.23 | 75 |
| 2024-05-22 | 2024-07-17 | -6.18 | 56 |
| 2024-07-23 | 2024-08-26 | -4.71 | 34 |
| 2024-08-27 | 2024-09-20 | -4.36 | 24 |
| 2024-10-22 | 2024-11-07 | -4.12 | 16 |
| 2024-11-23 | 2025-01-04 | -3.90 | 42 |
| 2025-01-05 | 2025-01-19 | -3.32 | 14 |
| 2024-05-08 | 2024-05-16 | -3.22 | 8 |
| 2024-11-13 | 2024-11-16 | -3.16 | 3 |
| 2024-09-29 | 2024-10-20 | -1.63 | 21 |
| Metric | FULCRUM | BTCUSD |
|---|---|---|
| Best Day | 6.5% | 10.7% |
| Worst Day | -5.64% | -8.6% |
| Best Week | 8.18% | 15.56% |
| Worst Week | -3.09% | -18.81% |
| Best Month | 17.95% | 34.49% |
| Worst Month | -2.64% | -23.44% |
| Best Year | 39.24% | 31.79% |
| Worst Year | -2.69% | -13.8% |
| Avg. Up Day | 0.98% | 2.51% |
| Avg. Down Day | -0.6% | -2.03% |
| Avg. Up Week | 2.66% | 5.85% |
| Avg. Down Week | -0.98% | -4.37% |
| Avg. Up Month | 6.82% | 13.97% |
| Avg. Down Month | -1.5% | -8.21% |
| Win Days % | 44.58% | 49.18% |
| Win Month % | 50.0% | 50.0% |
| Win Week % | 45.45% | 52.73% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |