| Metric | FULCRUM | returns_benchmark |
|---|---|---|
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | -2.03% | -4.21% |
| Max Drawdown | -1.33% | -7.99% |
| Sharpe | -15.4 | -3.13 |
| Sortino | -12.45 | -3.67 |
| Payoff Ratio | 0.33 | 1.27 |
| Profit Factor | 0.04 | 0.6 |
| Common Sense Ratio | 0.0 | 0.28 |
| CPC Index | 0.0 | 0.43 |
| Tail Ratio | 0.06 | 0.47 |
| Outlier Win Ratio | 19.29 | 1.28 |
| Outlier Loss Ratio | 12.41 | 1.32 |
| Volatility (ann.) | 5.4% | 51.73% |
| R^2 | 0.0 | 0.0 |
| Calmar | -45.62 | -10.76 |
| Skew | -1.11 | -1.21 |
| Kurtosis | -0.01 | 1.86 |
| Expected Daily % | -0.23% | -0.48% |
| Expected Monthly % | -1.02% | -2.13% |
| Expected Yearly % | -2.03% | -4.21% |
| Kelly Criterion | -258.33% | 20.69% |
| Risk of Ruin | 0.13% | 0.0% |
| Daily Value-at-Risk | -0.69% | -4.9% |
| Expected Shortfall (cVaR) | -0.69% | -4.9% |
| Year | returns_benchmark | FULCRUM | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -4.21 | -2.03 | 0.48 | + |
| Metric | FULCRUM | returns_benchmark |
|---|---|---|
| MTD | -1.24% | -4.12% |
| 3M | -2.03% | -4.21% |
| 6M | -2.03% | -4.21% |
| YTD | -2.03% | -4.21% |
| 1Y | -2.03% | -4.21% |
| 3Y (ann.) | -60.85% | -85.94% |
| 5Y (ann.) | -60.85% | -85.94% |
| Metric | FULCRUM | returns_benchmark |
|---|---|---|
| Max Drawdown | -1.33% | -7.99% |
| Longest DD Days | 7.0 | 5.0 |
| Avg. Drawdown | -1.33% | -7.99% |
| Avg. Drawdown Days | 7.0 | 5.0 |
| Recovery Factor | -1.53 | -0.53 |
| Ulcer Index | 4.04 | 1.39 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-31 | 2025-04-07 | -1.33 | 7 |
| Metric | FULCRUM | returns_benchmark |
|---|---|---|
| Best Day | 0.08% | 3.19% |
| Worst Day | -0.71% | -6.14% |
| Best Week | -0.93% | 1.49% |
| Worst Week | -1.12% | -5.62% |
| Best Month | -0.81% | -0.09% |
| Worst Month | -1.24% | -4.12% |
| Best Year | -2.03% | -4.21% |
| Worst Year | -2.03% | -4.21% |
| Avg. Up Day | 0.08% | 3.19% |
| Avg. Down Day | -0.24% | -2.5% |
| Avg. Up Week | NaN% | NaN% |
| Avg. Down Week | -0.93% | -5.62% |
| Avg. Up Month | NaN% | NaN% |
| Avg. Down Month | -1.02% | -2.11% |
| Win Days % | 11.11% | 55.56% |
| Win Month % | 0.0% | 0.0% |
| Win Week % | 0.0% | 50.0% |
| Win Quarter % | 0.0% | 0.0% |
| Win Year % | 0.0% | 0.0% |