| Metric | FULCRUM | returns_benchmark |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 34.89% | 42.81% |
| Max Drawdown | -14.26% | -28.41% |
| Sharpe | 0.69 | 0.51 |
| Sortino | 1.06 | 0.73 |
| Payoff Ratio | 1.17 | 1.17 |
| Profit Factor | 1.22 | 1.08 |
| Common Sense Ratio | 1.62 | 1.02 |
| CPC Index | 0.71 | 0.66 |
| Tail Ratio | 1.33 | 0.94 |
| Outlier Win Ratio | 21.72 | 3.85 |
| Outlier Loss Ratio | 3.81 | 3.33 |
| Volatility (ann.) | 13.05% | 25.89% |
| R^2 | 0.25 | 0.25 |
| Calmar | 2.72 | 1.68 |
| Skew | 0.57 | 0.15 |
| Kurtosis | 17.59 | 6.33 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.53% | 3.01% |
| Expected Yearly % | 16.14% | 19.5% |
| Kelly Criterion | 6.73% | 10.62% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.1% | -2.19% |
| Expected Shortfall (cVaR) | -1.1% | -2.19% |
| Year | returns_benchmark | FULCRUM | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 56.63 | 24.66 | 0.44 | - |
| 2025 | -8.83 | 8.21 | -0.93 | + |
| Metric | FULCRUM | returns_benchmark |
|---|---|---|
| MTD | 0.0% | 3.12% |
| 3M | 9.07% | -8.1% |
| 6M | 16.83% | 34.43% |
| YTD | 8.21% | -8.83% |
| 1Y | 34.89% | 42.81% |
| 3Y (ann.) | 38.83% | 47.78% |
| 5Y (ann.) | 38.83% | 47.78% |
| Metric | FULCRUM | returns_benchmark |
|---|---|---|
| Max Drawdown | -14.26% | -28.41% |
| Longest DD Days | 98.0 | 144.0 |
| Avg. Drawdown | -2.87% | -4.86% |
| Avg. Drawdown Days | 14.0 | 12.0 |
| Recovery Factor | 2.45 | 1.51 |
| Ulcer Index | 1.01 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-09-12 | -14.26 | 98 |
| 2025-02-04 | 2025-03-05 | -8.85 | 29 |
| 2024-12-05 | 2025-01-03 | -7.97 | 29 |
| 2025-03-06 | 2025-04-01 | -7.34 | 26 |
| 2024-10-08 | 2024-10-11 | -4.92 | 3 |
| 2025-01-15 | 2025-02-03 | -3.65 | 19 |
| 2024-11-07 | 2024-12-04 | -1.78 | 27 |
| 2024-05-05 | 2024-06-04 | -1.12 | 29 |
| 2024-10-13 | 2024-10-14 | -1.08 | 1 |
| 2024-09-12 | 2024-09-13 | -0.88 | 0 |
| Metric | FULCRUM | returns_benchmark |
|---|---|---|
| Best Day | 4.79% | 9.33% |
| Worst Day | -5.65% | -9.32% |
| Best Week | 12.01% | 18.93% |
| Worst Week | -5.9% | -12.33% |
| Best Month | 7.89% | 37.43% |
| Worst Month | -7.87% | -17.69% |
| Best Year | 24.66% | 56.63% |
| Worst Year | 8.21% | -8.83% |
| Avg. Up Day | 0.98% | 0.99% |
| Avg. Down Day | -0.84% | -0.84% |
| Avg. Up Week | 3.32% | 5.46% |
| Avg. Down Week | -2.53% | -5.13% |
| Avg. Up Month | 4.56% | 13.63% |
| Avg. Down Month | -7.87% | -7.16% |
| Win Days % | 49.73% | 51.81% |
| Win Month % | 90.91% | 58.33% |
| Win Week % | 62.96% | 54.0% |
| Win Quarter % | 75.0% | 80.0% |
| Win Year % | 100.0% | 50.0% |