| Metric | FULCRUM | returns_benchmark |
|---|---|---|
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | 21.45% | 21.45% |
| Max Drawdown | -26.08% | -26.08% |
| Sharpe | 0.71 | 0.71 |
| Sortino | 1.03 | 1.03 |
| Payoff Ratio | 1.05 | 1.05 |
| Profit Factor | 1.11 | 1.11 |
| Common Sense Ratio | 1.12 | 1.12 |
| CPC Index | 0.6 | 0.6 |
| Tail Ratio | 1.01 | 1.01 |
| Outlier Win Ratio | 3.64 | 3.64 |
| Outlier Loss Ratio | 3.65 | 3.65 |
| Volatility (ann.) | 51.37% | 51.37% |
| R^2 | 1.0 | 1.0 |
| Calmar | 1.01 | 1.01 |
| Skew | -0.19 | -0.19 |
| Kurtosis | 2.96 | 2.96 |
| Expected Daily % | 0.06% | 0.06% |
| Expected Monthly % | 1.96% | 1.96% |
| Expected Yearly % | 10.21% | 10.21% |
| Kelly Criterion | 5.08% | 5.08% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.32% | -4.32% |
| Expected Shortfall (cVaR) | -4.32% | -4.32% |
| Year | returns_benchmark | FULCRUM | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 36.69 | 36.69 | 1.00 | + |
| 2025 | -11.15 | -11.15 | 1.00 | + |
| Metric | FULCRUM | returns_benchmark |
|---|---|---|
| MTD | 2.86% | 2.86% |
| 3M | -13.04% | -13.04% |
| 6M | 24.52% | 24.52% |
| YTD | -11.15% | -11.15% |
| 1Y | 21.45% | 21.45% |
| 3Y (ann.) | 26.38% | 26.38% |
| 5Y (ann.) | 26.38% | 26.38% |
| Metric | FULCRUM | returns_benchmark |
|---|---|---|
| Max Drawdown | -26.08% | -26.08% |
| Longest DD Days | 144.0 | 144.0 |
| Avg. Drawdown | -8.25% | -8.25% |
| Avg. Drawdown Days | 31.0 | 31.0 |
| Recovery Factor | 0.82 | 0.82 |
| Ulcer Index | 1.08 | 1.08 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-08 | 2024-10-30 | -26.08 | 144 |
| 2024-12-18 | 2025-03-31 | -25.21 | 103 |
| 2024-11-23 | 2024-12-05 | -6.25 | 12 |
| 2024-10-31 | 2024-11-06 | -5.63 | 6 |
| 2024-12-06 | 2024-12-16 | -5.45 | 10 |
| 2024-11-15 | 2024-11-16 | -2.49 | 1 |
| 2024-11-13 | 2024-11-14 | -2.02 | 1 |
| 2024-11-17 | 2024-11-19 | -1.01 | 2 |
| 2024-06-06 | 2024-06-07 | -0.14 | 1 |
| Metric | FULCRUM | returns_benchmark |
|---|---|---|
| Best Day | 9.49% | 9.49% |
| Worst Day | -13.23% | -13.23% |
| Best Week | 15.41% | 15.41% |
| Worst Week | -18.81% | -18.81% |
| Best Month | 34.43% | 34.43% |
| Worst Month | -23.44% | -23.44% |
| Best Year | 36.69% | 36.69% |
| Worst Year | -11.15% | -11.15% |
| Avg. Up Day | 1.98% | 1.98% |
| Avg. Down Day | -1.88% | -1.88% |
| Avg. Up Week | 6.16% | 6.16% |
| Avg. Down Week | -4.6% | -4.6% |
| Avg. Up Month | 13.34% | 13.34% |
| Avg. Down Month | -12.25% | -12.25% |
| Win Days % | 51.32% | 51.32% |
| Win Month % | 60.0% | 60.0% |
| Win Week % | 48.89% | 48.89% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |