| Metric | FULCRUM | returns_benchmark |
|---|---|---|
| Time in Market | 90.0% | 100.0% |
| Cumulative Return | 41.15% | 24.47% |
| Max Drawdown | -3.99% | -26.19% |
| Sharpe | 3.03 | 0.72 |
| Sortino | 6.64 | 1.11 |
| Payoff Ratio | 2.06 | 1.2 |
| Profit Factor | 1.85 | 1.11 |
| Common Sense Ratio | 2.85 | 1.21 |
| CPC Index | 1.92 | 0.66 |
| Tail Ratio | 1.54 | 1.09 |
| Outlier Win Ratio | 13.15 | 2.68 |
| Outlier Loss Ratio | 13.25 | 2.03 |
| Volatility (ann.) | 12.52% | 50.41% |
| R^2 | 0.05 | 0.05 |
| Calmar | 11.31 | 1.02 |
| Skew | 2.78 | 0.56 |
| Kurtosis | 18.01 | 2.45 |
| Expected Daily % | 0.1% | 0.06% |
| Expected Monthly % | 2.91% | 1.84% |
| Expected Yearly % | 18.81% | 11.57% |
| Kelly Criterion | 26.49% | 7.39% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.97% | -4.24% |
| Expected Shortfall (cVaR) | -0.97% | -4.24% |
| Year | returns_benchmark | FULCRUM | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.30 | 42.34 | 0.88 | - |
| 2025 | -16.07 | -0.84 | 0.05 | + |
| Metric | FULCRUM | returns_benchmark |
|---|---|---|
| MTD | -0.56% | -5.05% |
| 3M | -1.81% | -20.15% |
| 6M | 25.26% | 26.17% |
| YTD | -0.84% | -16.07% |
| 1Y | 41.15% | 24.47% |
| 3Y (ann.) | 45.09% | 26.67% |
| 5Y (ann.) | 45.09% | 26.67% |
| Metric | FULCRUM | returns_benchmark |
|---|---|---|
| Max Drawdown | -3.99% | -26.19% |
| Longest DD Days | 76.0 | 161.0 |
| Avg. Drawdown | -0.97% | -6.89% |
| Avg. Drawdown Days | 10.0 | 22.0 |
| Recovery Factor | 10.33 | 0.93 |
| Ulcer Index | 0.97 | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-22 | 2024-07-17 | -3.99 | 56 |
| 2025-01-07 | 2025-03-24 | -3.26 | 76 |
| 2024-08-26 | 2024-09-18 | -3.22 | 23 |
| 2025-03-27 | 2025-04-06 | -3.12 | 10 |
| 2024-07-23 | 2024-08-07 | -2.38 | 15 |
| 2024-10-22 | 2024-11-06 | -1.13 | 15 |
| 2024-12-06 | 2024-12-16 | -1.09 | 10 |
| 2024-10-07 | 2024-10-12 | -0.88 | 5 |
| 2024-11-13 | 2024-11-14 | -0.86 | 1 |
| 2024-11-15 | 2024-11-16 | -0.82 | 1 |
| Metric | FULCRUM | returns_benchmark |
|---|---|---|
| Best Day | 5.39% | 11.89% |
| Worst Day | -1.95% | -8.6% |
| Best Week | 9.14% | 18.92% |
| Worst Week | -2.11% | -12.35% |
| Best Month | 22.59% | 37.42% |
| Worst Month | -2.05% | -17.71% |
| Best Year | 42.34% | 48.3% |
| Worst Year | -0.84% | -16.07% |
| Avg. Up Day | 0.5% | 2.38% |
| Avg. Down Day | -0.24% | -1.97% |
| Avg. Up Week | 2.11% | 6.07% |
| Avg. Down Week | -0.82% | -4.73% |
| Avg. Up Month | 7.59% | 13.19% |
| Avg. Down Month | -1.31% | -9.96% |
| Win Days % | 50.49% | 49.4% |
| Win Month % | 66.67% | 50.0% |
| Win Week % | 61.22% | 50.0% |
| Win Quarter % | 40.0% | 40.0% |
| Win Year % | 50.0% | 50.0% |