| Metric | FULCRUM | Actual_returns |
|---|---|---|
| Time in Market | 100.0% | 94.0% |
| Cumulative Return | 80.1% | 90.3% |
| Max Drawdown | -28.19% | -7.63% |
| Sharpe | 1.15 | 3.05 |
| Sortino | 1.82 | 6.59 |
| Payoff Ratio | 1.17 | 1.96 |
| Profit Factor | 1.19 | 1.9 |
| Common Sense Ratio | 1.35 | 3.45 |
| CPC Index | 0.7 | 1.91 |
| Tail Ratio | 1.14 | 1.81 |
| Outlier Win Ratio | 3.29 | 11.82 |
| Outlier Loss Ratio | 2.17 | 10.94 |
| Volatility (ann.) | 45.78% | 15.48% |
| R^2 | 0.02 | 0.02 |
| Calmar | 1.86 | 7.68 |
| Skew | 0.61 | 2.31 |
| Kurtosis | 2.98 | 14.07 |
| Expected Daily % | 0.12% | 0.13% |
| Expected Monthly % | 3.52% | 3.86% |
| Expected Yearly % | 34.2% | 37.95% |
| Kelly Criterion | 8.7% | 26.19% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.8% | -1.2% |
| Expected Shortfall (cVaR) | -3.8% | -1.2% |
| Year | Actual_returns | FULCRUM | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 41.49 | 48.30 | 1.16 | + |
| 2025 | 34.49 | 21.44 | 0.62 | - |
| Metric | FULCRUM | Actual_returns |
|---|---|---|
| MTD | 4.73% | 1.25% |
| 3M | 7.58% | 27.45% |
| 6M | 29.56% | 31.43% |
| YTD | 21.44% | 34.49% |
| 1Y | 78.95% | 70.71% |
| 3Y (ann.) | 52.49% | 58.63% |
| 5Y (ann.) | 52.49% | 58.63% |
| Metric | FULCRUM | Actual_returns |
|---|---|---|
| Max Drawdown | -28.19% | -7.63% |
| Longest DD Days | 161.0 | 67.0 |
| Avg. Drawdown | -6.48% | -1.22% |
| Avg. Drawdown Days | 24.0 | 10.0 |
| Recovery Factor | 2.84 | 11.83 |
| Ulcer Index | 1.02 | 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 | 2025-09-24 | -12.24 | 41 |
| 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 | 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 | 21.44% | 34.49% |
| Avg. Up Day | 2.06% | 0.53% |
| Avg. Down Day | -1.76% | -0.27% |
| Avg. Up Week | 5.11% | 2.49% |
| Avg. Down Week | -3.88% | -0.73% |
| Avg. Up Month | 10.55% | 4.75% |
| Avg. Down Month | -12.42% | -1.61% |
| Win Days % | 50.79% | 51.16% |
| Win Month % | 64.71% | 88.24% |
| Win Week % | 55.41% | 58.9% |
| Win Quarter % | 66.67% | 83.33% |
| Win Year % | 100.0% | 100.0% |