| Metric | configs/fulcrum_new/btc_21600.good_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 48.0% | 100.0% |
| Cumulative Return | 262.98% | 91.3% |
| Max Drawdown | -17.19% | -66.89% |
| Sharpe | 1.69 | 0.65 |
| Sortino | 3.08 | 0.97 |
| Payoff Ratio | 1.49 | 1.32 |
| Profit Factor | 1.56 | 1.1 |
| Common Sense Ratio | 2.41 | 1.16 |
| CPC Index | 1.12 | 0.75 |
| Tail Ratio | 1.55 | 1.05 |
| Outlier Win Ratio | 15.83 | 3.57 |
| Outlier Loss Ratio | 6.06 | 2.86 |
| Volatility (ann.) | 26.25% | 54.59% |
| R^2 | 0.29 | 0.29 |
| Calmar | 2.95 | 0.34 |
| Skew | 1.77 | 0.2 |
| Kurtosis | 16.67 | 3.59 |
| Expected Daily % | 0.11% | 0.06% |
| Expected Monthly % | 3.36% | 1.68% |
| Expected Yearly % | 38.03% | 17.61% |
| Kelly Criterion | 14.03% | 14.29% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.14% | -4.6% |
| Expected Shortfall (cVaR) | -2.14% | -4.6% |
| Year | BTCUSD | configs/fulcrum_new/btc_21600.good_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.04 | 17.83 | -0.29 | + |
| 2023 | 154.85 | 61.38 | 0.40 | - |
| 2024 | 119.18 | 107.27 | 0.90 | - |
| 2025 | -9.79 | -7.91 | 0.81 | + |
| Metric | configs/fulcrum_new/btc_21600.good_daily_ | BTCUSD |
|---|---|---|
| MTD | -0.14% | 1.53% |
| 3M | -7.91% | -13.72% |
| 6M | 29.69% | 36.25% |
| YTD | -7.91% | -9.79% |
| 1Y | 53.29% | 24.63% |
| 3Y (ann.) | 50.77% | 21.3% |
| 5Y (ann.) | 50.77% | 22.95% |
| Metric | configs/fulcrum_new/btc_21600.good_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -17.19% | -66.89% |
| Longest DD Days | 134.0 | 683.0 |
| Avg. Drawdown | -3.26% | -10.7% |
| Avg. Drawdown Days | 24.0 | 65.0 |
| Recovery Factor | 15.29 | 1.36 |
| Ulcer Index | 1.03 | 1.06 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-14 | 2023-01-13 | -17.19 | 121 |
| 2022-06-01 | 2022-07-28 | -14.05 | 57 |
| 2023-03-25 | 2023-06-22 | -11.96 | 89 |
| 2023-12-10 | 2024-02-13 | -11.00 | 65 |
| 2023-06-26 | 2023-10-24 | -10.94 | 120 |
| 2024-11-23 | 2025-04-06 | -7.95 | 134 |
| 2024-08-25 | 2024-09-20 | -6.98 | 26 |
| 2022-02-17 | 2022-03-25 | -6.24 | 36 |
| 2022-03-30 | 2022-05-30 | -6.19 | 61 |
| 2024-05-22 | 2024-07-20 | -5.41 | 59 |
| Metric | configs/fulcrum_new/btc_21600.good_daily_ | BTCUSD |
|---|---|---|
| Best Day | 10.93% | 14.21% |
| Worst Day | -9.3% | -14.67% |
| Best Week | 15.41% | 28.96% |
| Worst Week | -8.3% | -30.92% |
| Best Month | 42.08% | 45.57% |
| Worst Month | -11.4% | -36.86% |
| Best Year | 107.27% | 154.85% |
| Worst Year | -7.91% | -62.04% |
| Avg. Up Day | 1.56% | 2.25% |
| Avg. Down Day | -1.05% | -1.71% |
| Avg. Up Week | 4.43% | 7.43% |
| Avg. Down Week | -2.06% | -5.03% |
| Avg. Up Month | 13.9% | 19.77% |
| Avg. Down Month | -3.74% | -12.53% |
| Win Days % | 48.62% | 51.31% |
| Win Month % | 48.65% | 56.41% |
| Win Week % | 50.94% | 52.98% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 50.0% |