| Metric | FULCRUM | btcusd_returns |
|---|---|---|
| Time in Market | 94.0% | 100.0% |
| Cumulative Return | 95.91% | 69.04% |
| Max Drawdown | -7.63% | -28.19% |
| Sharpe | 2.96 | 0.97 |
| Sortino | 6.33 | 1.49 |
| Payoff Ratio | 1.89 | 1.14 |
| Profit Factor | 1.85 | 1.16 |
| Common Sense Ratio | 3.32 | 1.32 |
| CPC Index | 1.78 | 0.67 |
| Tail Ratio | 1.79 | 1.14 |
| Outlier Win Ratio | 11.83 | 3.26 |
| Outlier Loss Ratio | 11.47 | 2.21 |
| Volatility (ann.) | 15.49% | 47.91% |
| R^2 | 0.05 | 0.05 |
| Calmar | 7.4 | 1.49 |
| Skew | 2.25 | 0.33 |
| Kurtosis | 13.31 | 3.66 |
| Expected Daily % | 0.12% | 0.1% |
| Expected Monthly % | 3.6% | 2.8% |
| Expected Yearly % | 39.97% | 30.02% |
| Kelly Criterion | 24.7% | 7.26% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.21% | -4.0% |
| Expected Shortfall (cVaR) | -1.21% | -4.0% |
| Year | btcusd_returns | FULCRUM | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.30 | 41.49 | 0.86 | - |
| 2025 | 13.98 | 38.46 | 2.75 | + |
| Metric | FULCRUM | btcusd_returns |
|---|---|---|
| MTD | 0.01% | 1.36% |
| 3M | 21.35% | -6.02% |
| 6M | 30.32% | 9.79% |
| YTD | 38.46% | 13.98% |
| 1Y | 71.54% | 53.16% |
| 3Y (ann.) | 56.51% | 41.86% |
| 5Y (ann.) | 56.51% | 41.86% |
| Metric | FULCRUM | btcusd_returns |
|---|---|---|
| Max Drawdown | -7.63% | -28.19% |
| Longest DD Days | 67.0 | 161.0 |
| Avg. Drawdown | -1.28% | -6.82% |
| Avg. Drawdown Days | 10.0 | 23.0 |
| Recovery Factor | 12.56 | 2.45 |
| Ulcer Index | 0.98 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-06-12 | 2025-07-03 | -7.63 | 21 |
| 2025-06-05 | 2025-06-10 | -3.98 | 5 |
| 2024-05-22 | 2024-07-17 | -3.86 | 56 |
| 2025-03-27 | 2025-04-23 | -3.60 | 27 |
| 2025-08-15 | 2025-09-13 | -3.29 | 29 |
| 2025-10-08 | 2025-10-27 | -3.18 | 19 |
| 2024-08-26 | 2024-09-18 | -3.10 | 23 |
| 2025-01-07 | 2025-03-15 | -3.03 | 67 |
| 2025-10-28 | 2025-11-02 | -2.61 | 5 |
| 2024-07-23 | 2024-08-07 | -2.30 | 15 |
| Metric | FULCRUM | btcusd_returns |
|---|---|---|
| Best Day | 5.49% | 11.89% |
| Worst Day | -3.63% | -13.18% |
| Best Week | 11.04% | 18.92% |
| Worst Week | -2.04% | -12.35% |
| Best Month | 22.34% | 37.42% |
| Worst Month | -1.97% | -17.71% |
| Best Year | 41.49% | 48.3% |
| Worst Year | 38.46% | 13.98% |
| Avg. Up Day | 0.55% | 2.15% |
| Avg. Down Day | -0.29% | -1.89% |
| Avg. Up Week | 2.4% | 5.09% |
| Avg. Down Week | -0.73% | -4.23% |
| Avg. Up Month | 4.36% | 9.85% |
| Avg. Down Month | -1.61% | -12.42% |
| Win Days % | 50.78% | 50.64% |
| Win Month % | 89.47% | 63.16% |
| Win Week % | 59.49% | 55.0% |
| Win Quarter % | 85.71% | 57.14% |
| Win Year % | 100.0% | 100.0% |