| Metric | FULCRUM10.10 | returns_benchmark |
|---|---|---|
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | -1.67% | -14.88% |
| Max Drawdown | -1.33% | -13.3% |
| Sharpe | -15.55 | -14.24 |
| Sortino | -12.8 | -11.96 |
| Payoff Ratio | 0.68 | 0.34 |
| Profit Factor | 0.1 | 0.05 |
| Common Sense Ratio | 0.02 | 0.0 |
| CPC Index | 0.01 | 0.0 |
| Tail Ratio | 0.21 | 0.08 |
| Outlier Win Ratio | 2.52 | 0.57 |
| Outlier Loss Ratio | 12.87 | 1.45 |
| Volatility (ann.) | 4.93% | 50.29% |
| R^2 | 0.85 | 0.85 |
| Calmar | -74.77 | -7.52 |
| Skew | -0.05 | -1.09 |
| Kurtosis | -0.99 | -0.31 |
| Expected Daily % | -0.21% | -1.99% |
| Expected Monthly % | -1.67% | -14.88% |
| Expected Yearly % | -1.67% | -14.88% |
| Kelly Criterion | -116.67% | -245.31% |
| Risk of Ruin | 0.13% | 0.13% |
| Daily Value-at-Risk | -0.63% | -6.29% |
| Expected Shortfall (cVaR) | -0.63% | -6.29% |
| Year | returns_benchmark | FULCRUM10.10 | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -14.88 | -1.67 | 0.11 | + |
| Metric | FULCRUM10.10 | returns_benchmark |
|---|---|---|
| MTD | -1.67% | -14.88% |
| 3M | -1.67% | -14.88% |
| 6M | -1.67% | -14.88% |
| YTD | -1.67% | -14.88% |
| 1Y | -1.67% | -14.88% |
| 3Y (ann.) | -99.79% | -100.0% |
| 5Y (ann.) | -99.79% | -100.0% |
| Metric | FULCRUM10.10 | returns_benchmark |
|---|---|---|
| Max Drawdown | -1.33% | -13.3% |
| Longest DD Days | 1.0 | 1.0 |
| Avg. Drawdown | -1.33% | -13.3% |
| Avg. Drawdown Days | 1.0 | 1.0 |
| Recovery Factor | -1.25 | -1.12 |
| Ulcer Index | 2.31 | 4.72 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-10-09 | 2025-10-11 | -1.33 | 1 |
| Metric | FULCRUM10.10 | returns_benchmark |
|---|---|---|
| Best Day | 0.18% | 0.8% |
| Worst Day | -0.57% | -6.31% |
| Best Week | -0.08% | -1.12% |
| Worst Week | -1.59% | -13.92% |
| Best Month | -1.67% | -14.88% |
| Worst Month | -1.67% | -14.88% |
| Best Year | -1.67% | -14.88% |
| Worst Year | -1.67% | -14.88% |
| Avg. Up Day | 0.18% | 0.8% |
| Avg. Down Day | -0.27% | -2.36% |
| Avg. Up Week | NaN% | NaN% |
| Avg. Down Week | -0.84% | -7.52% |
| Avg. Up Month | NaN% | NaN% |
| Avg. Down Month | -1.67% | -14.88% |
| Win Days % | 12.5% | 12.5% |
| Win Month % | 0.0% | 0.0% |
| Win Week % | 0.0% | 0.0% |
| Win Quarter % | 0.0% | 0.0% |
| Win Year % | 0.0% | 0.0% |