| Metric | FULCRUM_ETH | btcusd_returns |
|---|---|---|
| Time in Market | 97.0% | 100.0% |
| Cumulative Return | 78.58% | 89.74% |
| Max Drawdown | -7.63% | -28.19% |
| Sharpe | 3.48 | 1.65 |
| Sortino | 7.75 | 2.64 |
| Payoff Ratio | 2.12 | 1.22 |
| Profit Factor | 2.11 | 1.28 |
| Common Sense Ratio | 4.23 | 1.5 |
| CPC Index | 2.34 | 0.81 |
| Tail Ratio | 2.01 | 1.18 |
| Outlier Win Ratio | 10.35 | 3.31 |
| Outlier Loss Ratio | 10.56 | 2.19 |
| Volatility (ann.) | 17.2% | 45.19% |
| R^2 | 0.02 | 0.02 |
| Calmar | 10.4 | 3.22 |
| Skew | 2.22 | 0.47 |
| Kurtosis | 12.13 | 2.42 |
| Expected Daily % | 0.16% | 0.18% |
| Expected Monthly % | 4.95% | 5.48% |
| Expected Yearly % | 33.63% | 37.75% |
| Kelly Criterion | 29.98% | 13.13% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.32% | -3.69% |
| Expected Shortfall (cVaR) | -1.32% | -3.69% |
| Year | btcusd_returns | FULCRUM_ETH | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 62.87 | 34.44 | 0.55 | - |
| 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 | 78.58% | 89.74% |
| 3Y (ann.) | 79.44% | 90.75% |
| 5Y (ann.) | 79.44% | 90.75% |
| Metric | FULCRUM_ETH | btcusd_returns |
|---|---|---|
| Max Drawdown | -7.63% | -28.19% |
| Longest DD Days | 67.0 | 116.0 |
| Avg. Drawdown | -1.09% | -5.18% |
| Avg. Drawdown Days | 9.0 | 13.0 |
| Recovery Factor | 10.29 | 3.18 |
| Ulcer Index | 1.0 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-06-12 | 2025-07-03 | -7.63 | 21 |
| 2025-06-05 | 2025-06-10 | -3.98 | 5 |
| 2025-03-27 | 2025-04-23 | -3.60 | 27 |
| 2025-01-07 | 2025-03-15 | -3.03 | 67 |
| 2025-08-15 | 2025-08-30 | -2.44 | 15 |
| 2025-07-04 | 2025-07-14 | -1.41 | 10 |
| 2024-10-22 | 2024-11-06 | -1.09 | 15 |
| 2024-12-06 | 2024-12-16 | -1.07 | 10 |
| 2025-05-23 | 2025-06-03 | -1.06 | 11 |
| 2025-05-03 | 2025-05-20 | -0.99 | 17 |
| Metric | FULCRUM_ETH | btcusd_returns |
|---|---|---|
| Best Day | 5.49% | 10.37% |
| 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 | -1.24% | -17.71% |
| Best Year | 34.44% | 62.87% |
| Worst Year | 32.83% | 16.5% |
| Avg. Up Day | 0.55% | 2.07% |
| Avg. Down Day | -0.26% | -1.69% |
| Avg. Up Week | 2.76% | 4.73% |
| Avg. Down Week | -0.68% | -3.35% |
| Avg. Up Month | 5.58% | 13.02% |
| Avg. Down Month | -1.24% | -17.71% |
| Win Days % | 52.44% | 52.22% |
| Win Month % | 91.67% | 66.67% |
| Win Week % | 59.26% | 61.11% |
| Win Quarter % | 100.0% | 80.0% |
| Win Year % | 100.0% | 100.0% |