| Metric | FULCRUM | ETH-USD |
|---|---|---|
| Time in Market | 54.0% | 100.0% |
| Cumulative Return | 270.39% | 12.97% |
| Max Drawdown | -19.65% | -54.23% |
| Sharpe | 1.55 | 0.4 |
| Sortino | 2.5 | 0.58 |
| Payoff Ratio | 1.58 | 1.09 |
| Profit Factor | 1.44 | 1.06 |
| Common Sense Ratio | 2.14 | 1.11 |
| CPC Index | 1.15 | 0.58 |
| Tail Ratio | 1.49 | 1.05 |
| Outlier Win Ratio | 12.73 | 3.33 |
| Outlier Loss Ratio | 6.21 | 3.32 |
| Volatility (ann.) | 33.84% | 67.06% |
| R^2 | 0.0 | 0.0 |
| Calmar | 3.02 | 0.08 |
| Skew | 0.75 | 0.2 |
| Kurtosis | 12.45 | 5.01 |
| Expected Daily % | 0.13% | 0.01% |
| Expected Monthly % | 3.93% | 0.36% |
| Expected Yearly % | 38.73% | 3.1% |
| Kelly Criterion | 19.39% | 4.34% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.77% | -5.7% |
| Expected Shortfall (cVaR) | -2.77% | -5.7% |
| Year | ETH-USD | FULCRUM | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -32.58 | 4.80 | -0.15 | + |
| 2023 | 90.64 | 79.10 | 0.87 | - |
| 2024 | 46.07 | 100.09 | 2.17 | + |
| 2025 | -39.83 | -1.38 | 0.03 | + |
| Metric | FULCRUM | ETH-USD |
|---|---|---|
| MTD | -8.89% | -10.39% |
| 3M | -6.4% | -39.91% |
| 6M | 30.12% | -23.34% |
| YTD | -1.38% | -39.83% |
| 1Y | 93.99% | -39.9% |
| 3Y (ann.) | 59.4% | 4.44% |
| 5Y (ann.) | 59.4% | 4.44% |
| Metric | FULCRUM | ETH-USD |
|---|---|---|
| Max Drawdown | -19.65% | -54.23% |
| Longest DD Days | 122.0 | 377.0 |
| Avg. Drawdown | -4.1% | -13.18% |
| Avg. Drawdown Days | 18.0 | 58.0 |
| Recovery Factor | 13.76 | 0.24 |
| Ulcer Index | inf | 1.06 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-14 | 2022-06-25 | -19.65 | 11 |
| 2024-12-08 | 2025-03-24 | -17.83 | 106 |
| 2022-08-26 | 2022-09-23 | -12.80 | 28 |
| 2022-11-12 | 2023-02-02 | -12.25 | 82 |
| 2024-02-11 | 2024-03-22 | -11.24 | 40 |
| 2023-05-07 | 2023-06-22 | -11.16 | 46 |
| 2023-02-09 | 2023-02-16 | -9.42 | 7 |
| 2024-03-27 | 2024-05-18 | -7.88 | 52 |
| 2023-06-23 | 2023-10-23 | -6.88 | 122 |
| 2022-09-28 | 2022-10-26 | -6.56 | 28 |
| Metric | FULCRUM | ETH-USD |
|---|---|---|
| Best Day | 12.56% | 19.27% |
| Worst Day | -10.9% | -17.46% |
| Best Week | 19.85% | 25.42% |
| Worst Week | -12.18% | -34.75% |
| Best Month | 30.02% | 57.55% |
| Worst Month | -8.89% | -39.87% |
| Best Year | 100.09% | 90.64% |
| Worst Year | -1.38% | -39.83% |
| Avg. Up Day | 1.7% | 2.39% |
| Avg. Down Day | -1.08% | -2.18% |
| Avg. Up Week | 4.36% | 7.81% |
| Avg. Down Week | -2.55% | -6.32% |
| Avg. Up Month | 8.81% | 15.73% |
| Avg. Down Month | -4.14% | -12.87% |
| Win Days % | 50.64% | 50.0% |
| Win Month % | 69.7% | 50.0% |
| Win Week % | 60.18% | 51.33% |
| Win Quarter % | 66.67% | 50.0% |
| Win Year % | 75.0% | 50.0% |