| Metric | FULCRUM_ETH | Actual_returns |
|---|---|---|
| Time in Market | 99.0% | 97.0% |
| Cumulative Return | 15.23% | 32.46% |
| Max Drawdown | -28.19% | -7.63% |
| Sharpe | 0.71 | 2.47 |
| Sortino | 1.07 | 4.91 |
| Payoff Ratio | 1.13 | 1.68 |
| Profit Factor | 1.11 | 1.68 |
| Common Sense Ratio | 1.26 | 2.9 |
| CPC Index | 0.63 | 1.44 |
| Tail Ratio | 1.14 | 1.72 |
| Outlier Win Ratio | 3.35 | 9.85 |
| Outlier Loss Ratio | 2.49 | 10.35 |
| Volatility (ann.) | 43.83% | 17.9% |
| R^2 | 0.0 | 0.0 |
| Calmar | 0.85 | 6.99 |
| Skew | 0.29 | 1.87 |
| Kurtosis | 2.53 | 10.76 |
| Expected Daily % | 0.06% | 0.12% |
| Expected Monthly % | 1.79% | 3.58% |
| Expected Yearly % | 15.23% | 32.46% |
| Kelly Criterion | 6.54% | 21.68% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.69% | -1.42% |
| Expected Shortfall (cVaR) | -3.69% | -1.42% |
| Year | Actual_returns | FULCRUM_ETH | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 32.46 | 15.23 | 0.47 | - |
| Metric | FULCRUM_ETH | Actual_returns |
|---|---|---|
| MTD | -6.05% | 16.12% |
| 3M | 3.02% | 23.47% |
| 6M | 28.51% | 34.21% |
| YTD | 15.23% | 32.46% |
| 1Y | 15.23% | 32.46% |
| 3Y (ann.) | 24.06% | 53.35% |
| 5Y (ann.) | 24.06% | 53.35% |
| Metric | FULCRUM_ETH | Actual_returns |
|---|---|---|
| Max Drawdown | -28.19% | -7.63% |
| Longest DD Days | 116.0 | 67.0 |
| Avg. Drawdown | -7.98% | -1.71% |
| Avg. Drawdown Days | 25.0 | 13.0 |
| Recovery Factor | 0.54 | 4.25 |
| Ulcer Index | 1.05 | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-22 | 2025-05-18 | -28.19 | 116 |
| 2025-08-14 | 2025-08-30 | -12.13 | 16 |
| 2025-05-23 | 2025-07-10 | -9.59 | 48 |
| 2025-01-07 | 2025-01-17 | -9.52 | 10 |
| 2025-07-23 | 2025-08-12 | -6.24 | 20 |
| 2025-01-19 | 2025-01-21 | -3.09 | 2 |
| 2025-07-15 | 2025-07-22 | -2.12 | 7 |
| 2025-05-19 | 2025-05-20 | -0.81 | 1 |
| 2025-07-12 | 2025-07-13 | -0.10 | 1 |
| Metric | FULCRUM_ETH | Actual_returns |
|---|---|---|
| Best Day | 9.59% | 4.81% |
| Worst Day | -8.6% | -3.63% |
| Best Week | 12.13% | 11.04% |
| Worst Week | -12.35% | -2.04% |
| Best Month | 14.11% | 16.12% |
| Worst Month | -17.71% | -1.24% |
| Best Year | 15.23% | 32.46% |
| Worst Year | 15.23% | 32.46% |
| Avg. Up Day | 1.89% | 0.52% |
| Avg. Down Day | -1.67% | -0.31% |
| Avg. Up Week | 3.02% | 2.34% |
| Avg. Down Week | -3.55% | -0.79% |
| Avg. Up Month | 8.91% | 3.41% |
| Avg. Down Month | -17.71% | -1.24% |
| Win Days % | 50.42% | 50.86% |
| Win Month % | 62.5% | 75.0% |
| Win Week % | 61.11% | 55.56% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |