| Metric | FULCRUM | returns_benchmark |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 93.61% | 325.39% |
| Max Drawdown | -39.66% | -49.79% |
| Sharpe | 1.18 | 1.55 |
| Sortino | 1.99 | 2.56 |
| Payoff Ratio | 1.49 | 1.41 |
| Profit Factor | 1.32 | 1.25 |
| Common Sense Ratio | 1.74 | 1.59 |
| CPC Index | 0.89 | 0.86 |
| Tail Ratio | 1.32 | 1.27 |
| Outlier Win Ratio | 14.62 | 2.89 |
| Outlier Loss Ratio | 3.73 | 2.73 |
| Volatility (ann.) | 58.8% | 116.29% |
| R^2 | 0.25 | 0.25 |
| Calmar | 1.09 | 2.41 |
| Skew | 1.02 | 0.56 |
| Kurtosis | 8.01 | 1.92 |
| Expected Daily % | 0.14% | 0.31% |
| Expected Monthly % | 2.91% | 6.5% |
| Expected Yearly % | 39.14% | 106.25% |
| Kelly Criterion | 8.83% | 12.98% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.87% | -9.52% |
| Expected Shortfall (cVaR) | -4.87% | -9.52% |
| Year | returns_benchmark | FULCRUM | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 358.46 | 116.07 | 0.32 | - |
| 2025 | -7.21 | -10.40 | 1.44 | - |
| Metric | FULCRUM | returns_benchmark |
|---|---|---|
| MTD | 0.0% | -0.3% |
| 3M | -14.48% | -26.7% |
| 6M | -13.58% | -31.85% |
| YTD | -10.4% | -7.21% |
| 1Y | -10.4% | 16.97% |
| 3Y (ann.) | 43.25% | 119.81% |
| 5Y (ann.) | 43.25% | 119.81% |
| Metric | FULCRUM | returns_benchmark |
|---|---|---|
| Max Drawdown | -39.66% | -49.79% |
| Longest DD Days | 286.0 | 347.0 |
| Avg. Drawdown | -12.02% | -15.54% |
| Avg. Drawdown Days | 69.0 | 42.0 |
| Recovery Factor | 2.36 | 6.53 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-21 | 2025-11-03 | -39.66 | 286 |
| 2024-08-26 | 2025-01-14 | -23.81 | 141 |
| 2024-02-15 | 2024-05-17 | -12.61 | 92 |
| 2024-05-21 | 2024-07-12 | -11.73 | 52 |
| 2024-01-31 | 2024-02-08 | -5.56 | 8 |
| 2024-08-22 | 2024-08-23 | -5.38 | 1 |
| 2024-07-17 | 2024-08-21 | -4.81 | 35 |
| 2024-02-13 | 2024-02-14 | -4.39 | 1 |
| 2024-01-26 | 2024-01-29 | -0.18 | 3 |
| Metric | FULCRUM | returns_benchmark |
|---|---|---|
| Best Day | 15.71% | 25.73% |
| Worst Day | -16.68% | -21.21% |
| Best Week | 29.24% | 57.03% |
| Worst Week | -14.77% | -23.06% |
| Best Month | 42.03% | 104.07% |
| Worst Month | -23.7% | -37.53% |
| Best Year | 116.07% | 358.46% |
| Worst Year | -10.4% | -7.21% |
| Avg. Up Day | 4.49% | 4.5% |
| Avg. Down Day | -3.02% | -3.2% |
| Avg. Up Week | 9.13% | 11.24% |
| Avg. Down Week | -7.0% | -8.21% |
| Avg. Up Month | 18.95% | 36.7% |
| Avg. Down Month | -10.4% | -15.53% |
| Win Days % | 45.51% | 49.13% |
| Win Month % | 71.43% | 47.83% |
| Win Week % | 55.81% | 50.0% |
| Win Quarter % | 83.33% | 50.0% |
| Win Year % | 50.0% | 50.0% |