| Metric | FULCRUM | returns_benchmark |
|---|---|---|
| Time in Market | 94.0% | 100.0% |
| Cumulative Return | 53.53% | 42.53% |
| Max Drawdown | -5.45% | -26.08% |
| Sharpe | 2.92 | 1.02 |
| Sortino | 6.46 | 1.51 |
| Payoff Ratio | 1.88 | 1.12 |
| Profit Factor | 1.79 | 1.16 |
| Common Sense Ratio | 2.96 | 1.29 |
| CPC Index | 1.7 | 0.66 |
| Tail Ratio | 1.65 | 1.12 |
| Outlier Win Ratio | 9.51 | 2.66 |
| Outlier Loss Ratio | 11.36 | 2.27 |
| Volatility (ann.) | 16.58% | 51.1% |
| R^2 | 0.28 | 0.28 |
| Calmar | 11.05 | 1.83 |
| Skew | 2.83 | -0.11 |
| Kurtosis | 17.43 | 2.85 |
| Expected Daily % | 0.13% | 0.11% |
| Expected Monthly % | 3.97% | 3.27% |
| Expected Yearly % | 23.91% | 19.39% |
| Kelly Criterion | 24.11% | 7.55% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.29% | -4.26% |
| Expected Shortfall (cVaR) | -1.29% | -4.26% |
| Year | returns_benchmark | FULCRUM | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 60.42 | 59.26 | 0.98 | - |
| 2025 | -11.15 | -3.60 | 0.32 | + |
| Metric | FULCRUM | returns_benchmark |
|---|---|---|
| MTD | -0.83% | 2.86% |
| 3M | -3.81% | -13.04% |
| 6M | 31.65% | 24.52% |
| YTD | -3.6% | -11.15% |
| 1Y | 53.53% | 42.53% |
| 3Y (ann.) | 60.22% | 47.64% |
| 5Y (ann.) | 60.22% | 47.64% |
| Metric | FULCRUM | returns_benchmark |
|---|---|---|
| Max Drawdown | -5.45% | -26.08% |
| Longest DD Days | 103.0 | 144.0 |
| Avg. Drawdown | -1.16% | -7.11% |
| Avg. Drawdown Days | 12.0 | 26.0 |
| Recovery Factor | 9.83 | 1.63 |
| Ulcer Index | 1.01 | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-22 | 2024-07-16 | -5.45 | 55 |
| 2024-12-18 | 2025-03-31 | -5.23 | 103 |
| 2024-08-26 | 2024-09-19 | -3.37 | 24 |
| 2024-07-23 | 2024-07-28 | -2.84 | 5 |
| 2024-10-22 | 2024-11-06 | -1.56 | 15 |
| 2024-08-10 | 2024-08-24 | -1.41 | 14 |
| 2024-07-29 | 2024-08-08 | -1.38 | 10 |
| 2024-11-23 | 2024-12-11 | -1.21 | 18 |
| 2024-05-11 | 2024-05-14 | -1.14 | 3 |
| 2024-07-18 | 2024-07-20 | -0.76 | 2 |
| Metric | FULCRUM | returns_benchmark |
|---|---|---|
| Best Day | 7.15% | 9.49% |
| Worst Day | -2.32% | -13.23% |
| Best Week | 13.64% | 15.41% |
| Worst Week | -2.57% | -18.81% |
| Best Month | 31.94% | 34.43% |
| Worst Month | -1.59% | -23.44% |
| Best Year | 59.26% | 60.42% |
| Worst Year | -3.6% | -11.15% |
| Avg. Up Day | 0.75% | 2.17% |
| Avg. Down Day | -0.4% | -1.95% |
| Avg. Up Week | 2.53% | 5.99% |
| Avg. Down Week | -0.93% | -4.72% |
| Avg. Up Month | 10.16% | 16.62% |
| Avg. Down Month | -1.13% | -17.36% |
| Win Days % | 50.48% | 51.2% |
| Win Month % | 63.64% | 63.64% |
| Win Week % | 56.0% | 54.0% |
| Win Quarter % | 75.0% | 75.0% |
| Win Year % | 50.0% | 50.0% |