| Metric | configs/fulcrum_new/btc_21600.good_ | BTCUSD |
|---|---|---|
| Time in Market | 45.0% | 100.0% |
| Cumulative Return | 264.51% | 80.15% |
| Max Drawdown | -17.69% | -67.18% |
| Sharpe | 0.87 | 0.31 |
| Sortino | 1.41 | 0.45 |
| Payoff Ratio | 1.27 | 1.17 |
| Profit Factor | 1.28 | 1.05 |
| Common Sense Ratio | 1.59 | 1.03 |
| CPC Index | 0.79 | 0.63 |
| Tail Ratio | 1.24 | 0.97 |
| Outlier Win Ratio | 19.11 | 3.88 |
| Outlier Loss Ratio | 6.44 | 3.49 |
| Volatility (ann.) | 12.81% | 26.58% |
| R^2 | 0.29 | 0.29 |
| Calmar | 2.88 | 0.31 |
| Skew | 1.35 | 0.16 |
| Kurtosis | 27.43 | 6.27 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.37% | 1.52% |
| Expected Yearly % | 38.17% | 15.85% |
| Kelly Criterion | 8.18% | 9.04% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.07% | -2.27% |
| Expected Shortfall (cVaR) | -1.07% | -2.27% |
| Year | BTCUSD | configs/fulcrum_new/btc_21600.good_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.15 | 18.33 | -0.30 | + |
| 2023 | 155.54 | 61.38 | 0.39 | - |
| 2024 | 121.00 | 107.27 | 0.89 | - |
| 2025 | -17.89 | -7.91 | 0.44 | + |
| Metric | configs/fulcrum_new/btc_21600.good_ | BTCUSD |
|---|---|---|
| MTD | -0.14% | -7.13% |
| 3M | -7.91% | -22.06% |
| 6M | 29.69% | 23.53% |
| YTD | -7.91% | -17.89% |
| 1Y | 53.29% | 11.22% |
| 3Y (ann.) | 50.77% | 21.07% |
| 5Y (ann.) | 50.92% | 20.6% |
| Metric | configs/fulcrum_new/btc_21600.good_ | BTCUSD |
|---|---|---|
| Max Drawdown | -17.69% | -67.18% |
| Longest DD Days | 122.0 | 683.0 |
| Avg. Drawdown | -2.84% | -7.15% |
| Avg. Drawdown Days | 15.0 | 37.0 |
| Recovery Factor | 14.95 | 1.19 |
| Ulcer Index | 1.01 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-13 | 2023-01-12 | -17.69 | 121 |
| 2022-05-31 | 2022-07-27 | -15.54 | 57 |
| 2023-03-22 | 2023-06-21 | -13.03 | 90 |
| 2023-06-23 | 2023-10-24 | -12.60 | 122 |
| 2023-12-09 | 2024-02-12 | -11.56 | 65 |
| 2025-01-20 | 2025-04-07 | -8.59 | 76 |
| 2024-08-24 | 2024-09-19 | -7.55 | 26 |
| 2022-03-29 | 2022-05-30 | -6.68 | 61 |
| 2022-02-16 | 2022-03-24 | -6.52 | 36 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| Metric | configs/fulcrum_new/btc_21600.good_ | BTCUSD |
|---|---|---|
| Best Day | 7.56% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -8.08% | -29.64% |
| Best Month | 42.26% | 43.77% |
| Worst Month | -11.5% | -37.12% |
| Best Year | 107.27% | 155.54% |
| Worst Year | -7.91% | -61.15% |
| Avg. Up Day | 0.65% | 0.91% |
| Avg. Down Day | -0.51% | -0.78% |
| Avg. Up Week | 4.88% | 7.97% |
| Avg. Down Week | -1.9% | -5.43% |
| Avg. Up Month | 14.61% | 19.26% |
| Avg. Down Month | -4.39% | -11.25% |
| Win Days % | 48.55% | 50.99% |
| Win Month % | 51.35% | 56.41% |
| Win Week % | 48.65% | 48.21% |
| Win Quarter % | 71.43% | 50.0% |
| Win Year % | 75.0% | 50.0% |