| Metric | FULCRUM | BTC-USD |
|---|---|---|
| Time in Market | 95.0% | 100.0% |
| Cumulative Return | 780.2% | 797.14% |
| Max Drawdown | -23.68% | -76.63% |
| Sharpe | 1.98 | 1.0 |
| Sortino | 3.42 | 1.46 |
| Payoff Ratio | 1.41 | 1.09 |
| Profit Factor | 1.48 | 1.17 |
| Common Sense Ratio | 2.24 | 1.25 |
| CPC Index | 1.07 | 0.65 |
| Tail Ratio | 1.51 | 1.07 |
| Outlier Win Ratio | 9.93 | 2.97 |
| Outlier Loss Ratio | 10.8 | 2.83 |
| Volatility (ann.) | 22.79% | 63.88% |
| R^2 | 0.19 | 0.19 |
| Calmar | 2.25 | 0.7 |
| Skew | 1.13 | -0.51 |
| Kurtosis | 13.18 | 11.1 |
| Expected Daily % | 0.12% | 0.12% |
| Expected Monthly % | 3.57% | 3.6% |
| Expected Yearly % | 43.69% | 44.15% |
| Kelly Criterion | 16.2% | 5.78% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.84% | -5.32% |
| Expected Shortfall (cVaR) | -1.84% | -5.32% |
| Year | BTC-USD | FULCRUM | Multiplier | Won |
|---|---|---|---|---|
| 2020 | 199.41 | 91.95 | 0.46 | - |
| 2021 | 59.67 | 34.08 | 0.57 | - |
| 2022 | -64.27 | 1.31 | -0.02 | + |
| 2023 | 155.42 | 70.77 | 0.46 | - |
| 2024 | 121.05 | 100.51 | 0.83 | - |
| 2025 | -6.99 | -1.41 | 0.20 | + |
| Metric | FULCRUM | BTC-USD |
|---|---|---|
| MTD | 2.31% | 3.0% |
| 3M | -1.47% | -11.93% |
| 6M | 38.96% | 35.14% |
| YTD | -1.41% | -6.99% |
| 1Y | 64.89% | 24.17% |
| 3Y (ann.) | 47.27% | 24.97% |
| 5Y (ann.) | 53.82% | 66.82% |
| Metric | FULCRUM | BTC-USD |
|---|---|---|
| Max Drawdown | -23.68% | -76.63% |
| Longest DD Days | 290.0 | 846.0 |
| Avg. Drawdown | -2.45% | -10.38% |
| Avg. Drawdown Days | 19.0 | 41.0 |
| Recovery Factor | 32.94 | 10.4 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2021-03-14 | 2021-10-10 | -23.68 | 210 |
| 2022-03-30 | 2023-01-14 | -16.91 | 290 |
| 2021-01-10 | 2021-02-18 | -12.79 | 39 |
| 2021-12-25 | 2022-02-08 | -11.40 | 45 |
| 2020-05-09 | 2020-07-28 | -9.12 | 80 |
| 2024-01-09 | 2024-02-13 | -8.13 | 35 |
| 2023-06-26 | 2023-10-24 | -7.68 | 120 |
| 2023-03-25 | 2023-06-21 | -6.51 | 88 |
| 2022-03-02 | 2022-03-28 | -6.49 | 26 |
| 2020-03-25 | 2020-04-06 | -6.11 | 12 |
| Metric | FULCRUM | BTC-USD |
|---|---|---|
| Best Day | 9.56% | 18.75% |
| Worst Day | -9.03% | -37.17% |
| Best Week | 16.23% | 38.89% |
| Worst Week | -7.96% | -39.01% |
| Best Month | 35.65% | 47.77% |
| Worst Month | -9.14% | -37.77% |
| Best Year | 100.51% | 199.41% |
| Worst Year | -1.41% | -64.27% |
| Avg. Up Day | 0.78% | 2.67% |
| Avg. Down Day | -0.56% | -2.45% |
| Avg. Up Week | 3.28% | 8.18% |
| Avg. Down Week | -1.46% | -5.8% |
| Avg. Up Month | 10.03% | 19.47% |
| Avg. Down Month | -3.32% | -12.68% |
| Win Days % | 50.99% | 50.86% |
| Win Month % | 61.29% | 58.06% |
| Win Week % | 53.16% | 52.22% |
| Win Quarter % | 76.19% | 57.14% |
| Win Year % | 83.33% | 66.67% |