| Metric | configs/fulcrum_new/btc_21600.good_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 47.0% | 100.0% |
| Cumulative Return | 43.91% | 26.74% |
| Max Drawdown | -7.95% | -26.06% |
| Sharpe | 1.86 | 0.78 |
| Sortino | 3.68 | 1.14 |
| Payoff Ratio | 1.51 | 1.42 |
| Profit Factor | 1.63 | 1.12 |
| Common Sense Ratio | 2.37 | 1.18 |
| CPC Index | 1.17 | 0.82 |
| Tail Ratio | 1.46 | 1.05 |
| Outlier Win Ratio | 13.93 | 2.97 |
| Outlier Loss Ratio | 6.25 | 2.66 |
| Volatility (ann.) | 23.38% | 50.33% |
| R^2 | 0.26 | 0.26 |
| Calmar | 6.35 | 1.17 |
| Skew | 2.64 | -0.16 |
| Kurtosis | 18.26 | 3.11 |
| Expected Daily % | 0.11% | 0.07% |
| Expected Monthly % | 3.08% | 1.99% |
| Expected Yearly % | 19.96% | 12.58% |
| Kelly Criterion | 12.6% | 17.2% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.89% | -4.23% |
| Expected Shortfall (cVaR) | -1.89% | -4.23% |
| Year | BTCUSD | configs/fulcrum_new/btc_21600.good_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 40.49 | 56.26 | 1.39 | + |
| 2025 | -9.79 | -7.91 | 0.81 | + |
| Metric | configs/fulcrum_new/btc_21600.good_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | -0.14% | 1.53% |
| 3M | -7.91% | -13.72% |
| 6M | 29.69% | 36.25% |
| YTD | -7.91% | -9.79% |
| 1Y | 43.91% | 26.74% |
| 3Y (ann.) | 50.5% | 30.49% |
| 5Y (ann.) | 50.5% | 30.49% |
| Metric | configs/fulcrum_new/btc_21600.good_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -7.95% | -26.06% |
| Longest DD Days | 134.0 | 144.0 |
| Avg. Drawdown | -2.31% | -7.98% |
| Avg. Drawdown Days | 17.0 | 30.0 |
| Recovery Factor | 5.52 | 1.03 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-23 | 2025-04-06 | -7.95 | 134 |
| 2024-08-25 | 2024-09-20 | -6.98 | 26 |
| 2024-05-22 | 2024-07-20 | -5.41 | 59 |
| 2024-07-23 | 2024-07-27 | -4.91 | 4 |
| 2024-10-22 | 2024-11-06 | -2.94 | 15 |
| 2024-11-15 | 2024-11-16 | -2.49 | 1 |
| 2024-11-13 | 2024-11-14 | -2.02 | 1 |
| 2024-09-21 | 2024-09-25 | -1.40 | 4 |
| 2024-11-17 | 2024-11-19 | -1.01 | 2 |
| 2024-09-26 | 2024-09-27 | -0.80 | 1 |
| Metric | configs/fulcrum_new/btc_21600.good_fwd_daily_ | BTCUSD |
|---|---|---|
| Best Day | 9.49% | 9.49% |
| Worst Day | -4.34% | -13.23% |
| Best Week | 15.41% | 15.41% |
| Worst Week | -4.44% | -18.81% |
| Best Month | 42.08% | 34.43% |
| Worst Month | -4.83% | -23.44% |
| Best Year | 56.26% | 40.49% |
| Worst Year | -7.91% | -9.79% |
| Avg. Up Day | 1.49% | 2.15% |
| Avg. Down Day | -0.99% | -1.51% |
| Avg. Up Week | 4.22% | 7.37% |
| Avg. Down Week | -1.53% | -4.16% |
| Avg. Up Month | 19.5% | 17.47% |
| Avg. Down Month | -1.67% | -15.08% |
| Win Days % | 47.37% | 51.38% |
| Win Month % | 27.27% | 66.67% |
| Win Week % | 50.0% | 51.02% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 50.0% |