| Metric | FULCRUM | returns_benchmark |
|---|---|---|
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | -1.33% | -3.92% |
| Max Drawdown | -1.31% | -7.99% |
| Sharpe | -13.78 | -3.05 |
| Sortino | -11.73 | -3.61 |
| Payoff Ratio | 0.92 | 0.99 |
| Profit Factor | 0.06 | 0.62 |
| Common Sense Ratio | 0.01 | 0.29 |
| CPC Index | 0.01 | 0.38 |
| Tail Ratio | 0.09 | 0.47 |
| Outlier Win Ratio | 19.43 | 1.29 |
| Outlier Loss Ratio | 16.22 | 1.02 |
| Volatility (ann.) | 4.44% | 55.29% |
| R^2 | 0.0 | 0.0 |
| Calmar | -38.32 | -10.96 |
| Skew | -1.73 | -1.15 |
| Kurtosis | 3.79 | 1.36 |
| Expected Daily % | -0.17% | -0.5% |
| Expected Monthly % | -0.67% | -1.98% |
| Expected Yearly % | -1.33% | -3.92% |
| Kelly Criterion | -82.29% | 24.45% |
| Risk of Ruin | 0.13% | 0.0% |
| Daily Value-at-Risk | -0.55% | -5.22% |
| Expected Shortfall (cVaR) | -0.55% | -5.22% |
| Year | returns_benchmark | FULCRUM | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -3.92 | -1.33 | 0.34 | + |
| Metric | FULCRUM | returns_benchmark |
|---|---|---|
| MTD | -1.24% | -4.12% |
| 3M | -1.33% | -3.92% |
| 6M | -1.33% | -3.92% |
| YTD | -1.33% | -3.92% |
| 1Y | -1.33% | -3.92% |
| 3Y (ann.) | -50.36% | -87.58% |
| 5Y (ann.) | -50.36% | -87.58% |
| Metric | FULCRUM | returns_benchmark |
|---|---|---|
| Max Drawdown | -1.31% | -7.99% |
| Longest DD Days | 5.0 | 5.0 |
| Avg. Drawdown | -1.31% | -7.99% |
| Avg. Drawdown Days | 5.0 | 5.0 |
| Recovery Factor | -1.02 | -0.49 |
| Ulcer Index | 4.32 | 1.48 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-04-02 | 2025-04-07 | -1.31 | 5 |
| Metric | FULCRUM | returns_benchmark |
|---|---|---|
| Best Day | 0.08% | 3.19% |
| Worst Day | -0.68% | -6.14% |
| Best Week | -0.41% | 1.8% |
| Worst Week | -0.93% | -5.62% |
| Best Month | -0.1% | 0.21% |
| Worst Month | -1.24% | -4.12% |
| Best Year | -1.33% | -3.92% |
| Worst Year | -1.33% | -3.92% |
| Avg. Up Day | 0.08% | 3.19% |
| Avg. Down Day | -0.09% | -3.24% |
| Avg. Up Week | NaN% | NaN% |
| Avg. Down Week | -0.93% | -5.62% |
| Avg. Up Month | NaN% | NaN% |
| Avg. Down Month | -1.24% | -4.12% |
| Win Days % | 12.5% | 62.5% |
| Win Month % | 0.0% | 50.0% |
| Win Week % | 0.0% | 50.0% |
| Win Quarter % | 0.0% | 50.0% |
| Win Year % | 0.0% | 0.0% |