| Metric | fulcrum_new/btc_21600.good_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 44.0% | 100.0% |
| Cumulative Return | 47.33% | 26.27% |
| Max Drawdown | -7.28% | -26.06% |
| Sharpe | 2.09 | 0.8 |
| Sortino | 4.21 | 1.16 |
| Payoff Ratio | 1.48 | 1.36 |
| Profit Factor | 1.74 | 1.12 |
| Common Sense Ratio | 2.77 | 1.18 |
| CPC Index | 1.26 | 0.8 |
| Tail Ratio | 1.6 | 1.05 |
| Outlier Win Ratio | 14.12 | 2.96 |
| Outlier Loss Ratio | 6.03 | 2.58 |
| Volatility (ann.) | 23.47% | 51.51% |
| R^2 | 0.27 | 0.27 |
| Calmar | 8.11 | 1.24 |
| Skew | 2.66 | -0.17 |
| Kurtosis | 18.31 | 2.93 |
| Expected Daily % | 0.13% | 0.08% |
| Expected Monthly % | 3.59% | 2.14% |
| Expected Yearly % | 21.38% | 12.37% |
| Kelly Criterion | 14.88% | 17.48% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.89% | -4.32% |
| Expected Shortfall (cVaR) | -1.89% | -4.32% |
| Year | BTCUSD | fulcrum_new/btc_21600.good_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 40.49 | 55.04 | 1.36 | + |
| 2025 | -10.12 | -4.97 | 0.49 | + |
| Metric | fulcrum_new/btc_21600.good_daily_ | BTCUSD |
|---|---|---|
| MTD | -0.68% | 4.06% |
| 3M | -4.97% | -18.31% |
| 6M | 44.38% | 38.61% |
| YTD | -4.97% | -10.12% |
| 1Y | 47.33% | 26.27% |
| 3Y (ann.) | 59.0% | 32.2% |
| 5Y (ann.) | 59.0% | 32.2% |
| Metric | fulcrum_new/btc_21600.good_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -7.28% | -26.06% |
| Longest DD Days | 114.0 | 144.0 |
| Avg. Drawdown | -2.23% | -7.98% |
| Avg. Drawdown Days | 16.0 | 28.0 |
| Recovery Factor | 6.51 | 1.01 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-25 | 2024-09-20 | -7.28 | 26 |
| 2024-05-22 | 2024-07-20 | -5.82 | 59 |
| 2024-11-23 | 2025-03-17 | -5.81 | 114 |
| 2024-07-23 | 2024-07-27 | -4.90 | 4 |
| 2024-10-22 | 2024-11-06 | -2.94 | 15 |
| 2024-11-15 | 2024-11-16 | -2.49 | 1 |
| 2024-11-13 | 2024-11-14 | -2.02 | 1 |
| 2024-09-21 | 2024-09-25 | -1.40 | 4 |
| 2024-11-17 | 2024-11-19 | -1.01 | 2 |
| 2024-09-26 | 2024-09-27 | -0.82 | 1 |
| Metric | fulcrum_new/btc_21600.good_daily_ | BTCUSD |
|---|---|---|
| Best Day | 9.49% | 9.49% |
| Worst Day | -4.33% | -13.23% |
| Best Week | 15.41% | 15.41% |
| Worst Week | -5.08% | -18.81% |
| Best Month | 41.37% | 34.43% |
| Worst Month | -4.12% | -23.44% |
| Best Year | 55.04% | 40.49% |
| Worst Year | -4.97% | -10.12% |
| Avg. Up Day | 1.52% | 2.16% |
| Avg. Down Day | -1.03% | -1.59% |
| Avg. Up Week | 4.51% | 7.79% |
| Avg. Down Week | -1.43% | -4.23% |
| Avg. Up Month | 19.31% | 17.47% |
| Avg. Down Month | -1.79% | -15.08% |
| Win Days % | 49.25% | 52.46% |
| Win Month % | 30.0% | 63.64% |
| Win Week % | 51.72% | 50.0% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |