| Metric | FULCRUM | returns_benchmark |
|---|---|---|
| Time in Market | 93.0% | 99.0% |
| Cumulative Return | 4.52% | -0.62% |
| Max Drawdown | -4.1% | -28.19% |
| Sharpe | 1.35 | 0.23 |
| Sortino | 2.11 | 0.34 |
| Payoff Ratio | 1.58 | 1.22 |
| Profit Factor | 1.27 | 1.03 |
| Common Sense Ratio | 1.23 | 1.11 |
| CPC Index | 0.99 | 0.62 |
| Tail Ratio | 0.97 | 1.07 |
| Outlier Win Ratio | 13.73 | 2.41 |
| Outlier Loss Ratio | 12.03 | 1.98 |
| Volatility (ann.) | 10.69% | 53.5% |
| R^2 | 0.02 | 0.02 |
| Calmar | 3.68 | -0.07 |
| Skew | 0.45 | 0.26 |
| Kurtosis | 4.32 | 1.65 |
| Expected Daily % | 0.04% | -0.01% |
| Expected Monthly % | 1.11% | -0.16% |
| Expected Yearly % | 4.52% | -0.62% |
| Kelly Criterion | 17.59% | 7.56% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.88% | -4.57% |
| Expected Shortfall (cVaR) | -0.88% | -4.57% |
| Year | returns_benchmark | FULCRUM | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -0.62 | 4.52 | -7.28 | + |
| Metric | FULCRUM | returns_benchmark |
|---|---|---|
| MTD | 4.57% | 13.66% |
| 3M | 2.75% | -10.54% |
| 6M | 4.52% | -0.62% |
| YTD | 4.52% | -0.62% |
| 1Y | 4.52% | -0.62% |
| 3Y (ann.) | 15.06% | -1.96% |
| 5Y (ann.) | 15.06% | -1.96% |
| Metric | FULCRUM | returns_benchmark |
|---|---|---|
| Max Drawdown | -4.1% | -28.19% |
| Longest DD Days | 60.0 | 95.0 |
| Avg. Drawdown | -1.53% | -13.6% |
| Avg. Drawdown Days | 15.0 | 36.0 |
| Recovery Factor | 1.1 | -0.02 |
| Ulcer Index | 1.1 | 1.11 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-27 | 2025-04-23 | -4.10 | 27 |
| 2025-01-23 | 2025-03-24 | -3.11 | 60 |
| 2025-01-07 | 2025-01-22 | -2.70 | 15 |
| 2025-04-24 | 2025-04-26 | -0.40 | 2 |
| 2025-04-27 | 2025-04-27 | -0.24 | 0 |
| 2025-03-25 | 2025-03-26 | -0.12 | 1 |
| 2025-01-05 | 2025-01-06 | -0.01 | 1 |
| Metric | FULCRUM | returns_benchmark |
|---|---|---|
| Best Day | 2.44% | 9.59% |
| Worst Day | -1.87% | -8.6% |
| Best Week | 4.92% | 12.13% |
| Worst Week | -2.05% | -12.35% |
| Best Month | 4.57% | 13.66% |
| Worst Month | -1.54% | -17.71% |
| Best Year | 4.52% | -0.62% |
| Worst Year | 4.52% | -0.62% |
| Avg. Up Day | 0.46% | 2.29% |
| Avg. Down Day | -0.29% | -1.87% |
| Avg. Up Week | 1.72% | 4.48% |
| Avg. Down Week | -1.13% | -4.05% |
| Avg. Up Month | 2.48% | 11.09% |
| Avg. Down Month | -1.54% | -17.71% |
| Win Days % | 49.53% | 49.12% |
| Win Month % | 75.0% | 50.0% |
| Win Week % | 50.0% | 50.0% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 100.0% | 0.0% |