| Metric | FULCRUM | ETH-USD |
|---|---|---|
| Time in Market | 94.0% | 100.0% |
| Cumulative Return | 50.12% | -38.85% |
| Max Drawdown | -5.03% | -54.38% |
| Sharpe | 2.67 | -0.44 |
| Sortino | 5.67 | -0.63 |
| Payoff Ratio | 1.9 | 1.01 |
| Profit Factor | 1.82 | 0.94 |
| Common Sense Ratio | 3.08 | 0.92 |
| CPC Index | 1.75 | 0.48 |
| Tail Ratio | 1.69 | 0.98 |
| Outlier Win Ratio | 14.41 | 3.05 |
| Outlier Loss Ratio | 15.6 | 1.94 |
| Volatility (ann.) | 17.26% | 69.19% |
| R^2 | 0.02 | 0.02 |
| Calmar | 11.23 | -0.77 |
| Skew | 2.72 | 0.56 |
| Kurtosis | 17.41 | 4.47 |
| Expected Daily % | 0.12% | -0.15% |
| Expected Monthly % | 3.76% | -4.37% |
| Expected Yearly % | 22.52% | -21.8% |
| Kelly Criterion | 24.84% | 1.2% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.36% | -6.04% |
| Expected Shortfall (cVaR) | -1.36% | -6.04% |
| Year | ETH-USD | FULCRUM | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 11.52 | 54.65 | 4.74 | + |
| 2025 | -45.17 | -2.93 | 0.06 | + |
| Metric | FULCRUM | ETH-USD |
|---|---|---|
| MTD | -0.64% | -18.35% |
| 3M | -3.26% | -45.11% |
| 6M | 28.81% | -32.22% |
| YTD | -2.93% | -45.17% |
| 1Y | 50.12% | -38.85% |
| 3Y (ann.) | 56.52% | -41.86% |
| 5Y (ann.) | 56.52% | -41.86% |
| Metric | FULCRUM | ETH-USD |
|---|---|---|
| Max Drawdown | -5.03% | -54.38% |
| Longest DD Days | 82.0 | 192.0 |
| Avg. Drawdown | -1.08% | -26.76% |
| Avg. Drawdown Days | 10.0 | 81.0 |
| Recovery Factor | 9.96 | -0.71 |
| Ulcer Index | 1.01 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-22 | 2024-07-20 | -5.03 | 59 |
| 2024-08-25 | 2024-09-19 | -4.40 | 25 |
| 2025-01-07 | 2025-03-30 | -4.01 | 82 |
| 2024-07-23 | 2024-07-27 | -3.42 | 4 |
| 2024-10-22 | 2024-11-06 | -1.88 | 15 |
| 2024-11-15 | 2024-11-16 | -1.51 | 1 |
| 2024-05-11 | 2024-05-14 | -1.47 | 3 |
| 2024-11-13 | 2024-11-14 | -1.33 | 1 |
| 2024-09-21 | 2024-09-25 | -0.95 | 4 |
| 2024-11-17 | 2024-11-19 | -0.73 | 2 |
| Metric | FULCRUM | ETH-USD |
|---|---|---|
| Best Day | 6.56% | 19.27% |
| Worst Day | -2.93% | -14.85% |
| Best Week | 11.93% | 20.45% |
| Worst Week | -3.41% | -20.5% |
| Best Month | 30.62% | 47.3% |
| Worst Month | -1.9% | -32.15% |
| Best Year | 54.65% | 11.52% |
| Worst Year | -2.93% | -45.17% |
| Avg. Up Day | 0.6% | 3.05% |
| Avg. Down Day | -0.31% | -3.04% |
| Avg. Up Week | 3.05% | 7.44% |
| Avg. Down Week | -1.24% | -8.28% |
| Avg. Up Month | 14.06% | 25.57% |
| Avg. Down Month | -1.17% | -16.49% |
| Win Days % | 50.8% | 50.45% |
| Win Month % | 54.55% | 27.27% |
| Win Week % | 60.0% | 48.0% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |