| Metric | FULCRUM_ETH | btcusd_returns |
|---|---|---|
| Time in Market | 93.0% | 100.0% |
| Cumulative Return | 87.95% | 72.77% |
| Max Drawdown | -7.63% | -28.19% |
| Sharpe | 3.11 | 1.11 |
| Sortino | 6.72 | 1.76 |
| Payoff Ratio | 1.98 | 1.16 |
| Profit Factor | 1.94 | 1.18 |
| Common Sense Ratio | 3.54 | 1.34 |
| CPC Index | 1.99 | 0.69 |
| Tail Ratio | 1.82 | 1.14 |
| Outlier Win Ratio | 12.02 | 3.26 |
| Outlier Loss Ratio | 11.14 | 2.15 |
| Volatility (ann.) | 15.67% | 46.75% |
| R^2 | 0.02 | 0.02 |
| Calmar | 7.98 | 1.81 |
| Skew | 2.32 | 0.61 |
| Kurtosis | 13.98 | 2.78 |
| Expected Daily % | 0.13% | 0.11% |
| Expected Monthly % | 4.02% | 3.48% |
| Expected Yearly % | 37.1% | 31.44% |
| Kelly Criterion | 27.25% | 8.3% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.22% | -3.88% |
| Expected Shortfall (cVaR) | -1.22% | -3.88% |
| Year | btcusd_returns | FULCRUM_ETH | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.30 | 41.49 | 0.86 | - |
| 2025 | 16.50 | 32.83 | 1.99 | + |
| Metric | FULCRUM_ETH | btcusd_returns |
|---|---|---|
| MTD | 16.12% | -6.05% |
| 3M | 23.47% | 3.02% |
| 6M | 34.21% | 28.51% |
| YTD | 32.83% | 16.5% |
| 1Y | 77.24% | 83.08% |
| 3Y (ann.) | 60.94% | 51.03% |
| 5Y (ann.) | 60.94% | 51.03% |
| Metric | FULCRUM_ETH | btcusd_returns |
|---|---|---|
| Max Drawdown | -7.63% | -28.19% |
| Longest DD Days | 67.0 | 161.0 |
| Avg. Drawdown | -1.19% | -6.47% |
| Avg. Drawdown Days | 10.0 | 22.0 |
| Recovery Factor | 11.52 | 2.58 |
| Ulcer Index | 0.98 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-06-12 | 2025-07-03 | -7.63 | 21 |
| 2025-06-05 | 2025-06-10 | -3.98 | 5 |
| 2024-05-22 | 2024-07-17 | -3.86 | 56 |
| 2025-03-27 | 2025-04-23 | -3.60 | 27 |
| 2024-08-26 | 2024-09-18 | -3.10 | 23 |
| 2025-01-07 | 2025-03-15 | -3.03 | 67 |
| 2025-08-15 | 2025-08-30 | -2.44 | 15 |
| 2024-07-23 | 2024-08-07 | -2.30 | 15 |
| 2025-07-04 | 2025-07-14 | -1.41 | 10 |
| 2024-10-22 | 2024-11-06 | -1.09 | 15 |
| Metric | FULCRUM_ETH | btcusd_returns |
|---|---|---|
| Best Day | 5.49% | 11.89% |
| Worst Day | -3.63% | -8.6% |
| Best Week | 11.04% | 18.92% |
| Worst Week | -2.04% | -12.35% |
| Best Month | 22.34% | 37.42% |
| Worst Month | -1.97% | -17.71% |
| Best Year | 41.49% | 48.3% |
| Worst Year | 32.83% | 16.5% |
| Avg. Up Day | 0.53% | 2.1% |
| Avg. Down Day | -0.27% | -1.81% |
| Avg. Up Week | 2.49% | 5.12% |
| Avg. Down Week | -0.72% | -3.97% |
| Avg. Up Month | 5.1% | 11.13% |
| Avg. Down Month | -1.61% | -12.42% |
| Win Days % | 51.66% | 50.73% |
| Win Month % | 87.5% | 62.5% |
| Win Week % | 58.57% | 56.34% |
| Win Quarter % | 83.33% | 66.67% |
| Win Year % | 100.0% | 100.0% |