| Metric | FULCRUM_ETH | Actual_returns |
|---|---|---|
| Time in Market | 100.0% | 93.0% |
| Cumulative Return | 72.77% | 87.95% |
| Max Drawdown | -28.19% | -7.63% |
| Sharpe | 1.11 | 3.11 |
| Sortino | 1.76 | 6.72 |
| Payoff Ratio | 1.16 | 1.98 |
| Profit Factor | 1.18 | 1.94 |
| Common Sense Ratio | 1.34 | 3.54 |
| CPC Index | 0.69 | 1.99 |
| Tail Ratio | 1.14 | 1.82 |
| Outlier Win Ratio | 3.26 | 12.02 |
| Outlier Loss Ratio | 2.15 | 11.14 |
| Volatility (ann.) | 46.75% | 15.67% |
| R^2 | 0.02 | 0.02 |
| Calmar | 1.81 | 7.98 |
| Skew | 0.61 | 2.32 |
| Kurtosis | 2.78 | 13.98 |
| Expected Daily % | 0.11% | 0.13% |
| Expected Monthly % | 3.48% | 4.02% |
| Expected Yearly % | 31.44% | 37.1% |
| Kelly Criterion | 8.3% | 27.25% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.88% | -1.22% |
| Expected Shortfall (cVaR) | -3.88% | -1.22% |
| Year | Actual_returns | FULCRUM_ETH | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 41.49 | 48.30 | 1.16 | + |
| 2025 | 32.83 | 16.50 | 0.50 | - |
| Metric | FULCRUM_ETH | Actual_returns |
|---|---|---|
| MTD | -6.05% | 16.12% |
| 3M | 3.02% | 23.47% |
| 6M | 28.51% | 34.21% |
| YTD | 16.5% | 32.83% |
| 1Y | 83.08% | 77.24% |
| 3Y (ann.) | 51.03% | 60.94% |
| 5Y (ann.) | 51.03% | 60.94% |
| Metric | FULCRUM_ETH | Actual_returns |
|---|---|---|
| Max Drawdown | -28.19% | -7.63% |
| Longest DD Days | 161.0 | 67.0 |
| Avg. Drawdown | -6.47% | -1.19% |
| Avg. Drawdown Days | 22.0 | 10.0 |
| Recovery Factor | 2.58 | 11.52 |
| Ulcer Index | 1.03 | 0.98 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-22 | 2025-05-18 | -28.19 | 116 |
| 2024-05-21 | 2024-10-29 | -24.50 | 161 |
| 2024-12-18 | 2025-01-21 | -12.83 | 34 |
| 2025-08-14 | 2025-08-30 | -12.13 | 16 |
| 2025-05-23 | 2025-07-10 | -9.59 | 48 |
| 2024-11-23 | 2024-12-06 | -7.16 | 13 |
| 2024-10-30 | 2024-11-06 | -6.76 | 7 |
| 2025-07-23 | 2025-08-12 | -6.24 | 20 |
| 2024-05-06 | 2024-05-15 | -5.11 | 9 |
| 2024-12-09 | 2024-12-11 | -4.46 | 2 |
| Metric | FULCRUM_ETH | Actual_returns |
|---|---|---|
| Best Day | 11.89% | 5.49% |
| Worst Day | -8.6% | -3.63% |
| Best Week | 18.92% | 11.04% |
| Worst Week | -12.35% | -2.04% |
| Best Month | 37.42% | 22.34% |
| Worst Month | -17.71% | -1.97% |
| Best Year | 48.3% | 41.49% |
| Worst Year | 16.5% | 32.83% |
| Avg. Up Day | 2.1% | 0.53% |
| Avg. Down Day | -1.81% | -0.27% |
| Avg. Up Week | 5.12% | 2.49% |
| Avg. Down Week | -3.97% | -0.72% |
| Avg. Up Month | 11.13% | 5.1% |
| Avg. Down Month | -12.42% | -1.61% |
| Win Days % | 50.73% | 51.66% |
| Win Month % | 62.5% | 87.5% |
| Win Week % | 56.34% | 58.57% |
| Win Quarter % | 66.67% | 83.33% |
| Win Year % | 100.0% | 100.0% |