| Metric | FULCRUM | returns_benchmark |
|---|---|---|
| Time in Market | 30.0% | 99.0% |
| Cumulative Return | 12.18% | 10.13% |
| Max Drawdown | -6.12% | -12.59% |
| Sharpe | 0.99 | 0.49 |
| Sortino | 1.52 | 0.7 |
| Payoff Ratio | 1.17 | 1.16 |
| Profit Factor | 1.31 | 1.08 |
| Common Sense Ratio | 1.95 | 1.14 |
| CPC Index | 0.79 | 0.65 |
| Tail Ratio | 1.49 | 1.06 |
| Outlier Win Ratio | 17.4 | 3.36 |
| Outlier Loss Ratio | 3.58 | 3.14 |
| Volatility (ann.) | 8.24% | 15.82% |
| R^2 | 0.27 | 0.27 |
| Calmar | 6.0 | 2.39 |
| Skew | 0.16 | -0.15 |
| Kurtosis | 15.32 | 3.49 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.32% | 1.95% |
| Expected Yearly % | 12.18% | 10.13% |
| Kelly Criterion | 10.34% | 10.35% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.69% | -1.34% |
| Expected Shortfall (cVaR) | -0.69% | -1.34% |
| Year | returns_benchmark | FULCRUM | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 10.13 | 12.18 | 1.20 | + |
| Metric | FULCRUM | returns_benchmark |
|---|---|---|
| MTD | 6.41% | 0.96% |
| 3M | 6.13% | -3.36% |
| 6M | 12.18% | 10.13% |
| YTD | 12.18% | 10.13% |
| 1Y | 12.18% | 10.13% |
| 3Y (ann.) | 36.75% | 30.05% |
| 5Y (ann.) | 36.75% | 30.05% |
| Metric | FULCRUM | returns_benchmark |
|---|---|---|
| Max Drawdown | -6.12% | -12.59% |
| Longest DD Days | 37.0 | 52.0 |
| Avg. Drawdown | -2.13% | -4.65% |
| Avg. Drawdown Days | 10.0 | 11.0 |
| Recovery Factor | 1.99 | 0.8 |
| Ulcer Index | 1.01 | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-06-20 | 2025-06-24 | -6.12 | 4 |
| 2025-07-28 | 2025-09-03 | -5.83 | 37 |
| 2025-06-03 | 2025-06-08 | -4.18 | 4 |
| 2025-09-03 | 2025-10-01 | -2.91 | 27 |
| 2025-06-02 | 2025-06-02 | -1.53 | 0 |
| 2025-10-02 | 2025-10-12 | -1.41 | 10 |
| 2025-06-10 | 2025-06-20 | -1.27 | 10 |
| 2025-10-13 | 2025-10-13 | -0.67 | 0 |
| 2025-06-08 | 2025-06-09 | -0.67 | 0 |
| 2025-06-03 | 2025-06-03 | -0.53 | 0 |
| Metric | FULCRUM | returns_benchmark |
|---|---|---|
| Best Day | 2.76% | 4.2% |
| Worst Day | -3.16% | -3.97% |
| Best Week | 4.75% | 11.48% |
| Worst Week | -4.23% | -7.62% |
| Best Month | 6.41% | 8.06% |
| Worst Month | -2.1% | -6.49% |
| Best Year | 12.18% | 10.13% |
| Worst Year | 12.18% | 10.13% |
| Avg. Up Day | 0.63% | 0.64% |
| Avg. Down Day | -0.54% | -0.55% |
| Avg. Up Week | 3.02% | 3.98% |
| Avg. Down Week | -1.52% | -3.45% |
| Avg. Up Month | 4.57% | 2.93% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 51.59% | 51.88% |
| Win Month % | 80.0% | 80.0% |
| Win Week % | 54.55% | 55.0% |
| Win Quarter % | 66.67% | 100.0% |
| Win Year % | 100.0% | 100.0% |