| Metric | configs/fulcrum_new/sol_21600_fwd_daily_ | SOLUSD |
|---|---|---|
| Time in Market | 68.0% | 100.0% |
| Cumulative Return | 14.6% | -19.18% |
| Max Drawdown | -26.34% | -56.27% |
| Sharpe | 0.6 | 0.18 |
| Sortino | 0.92 | 0.26 |
| Payoff Ratio | 1.56 | 1.35 |
| Profit Factor | 1.13 | 1.03 |
| Common Sense Ratio | 1.83 | 1.02 |
| CPC Index | 0.67 | 0.66 |
| Tail Ratio | 1.62 | 0.99 |
| Outlier Win Ratio | 12.24 | 2.83 |
| Outlier Loss Ratio | 7.17 | 2.31 |
| Volatility (ann.) | 34.21% | 88.47% |
| R^2 | 0.38 | 0.38 |
| Calmar | 0.61 | -0.37 |
| Skew | 0.27 | 0.38 |
| Kurtosis | 9.05 | 3.24 |
| Expected Daily % | 0.04% | -0.06% |
| Expected Monthly % | 1.14% | -1.76% |
| Expected Yearly % | 7.05% | -10.1% |
| Kelly Criterion | -1.64% | 8.58% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.89% | -7.57% |
| Expected Shortfall (cVaR) | -2.89% | -7.57% |
| Year | SOLUSD | configs/fulcrum_new/sol_21600_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 26.52 | 20.93 | 0.79 | - |
| 2025 | -36.12 | -5.24 | 0.15 | + |
| Metric | configs/fulcrum_new/sol_21600_fwd_daily_ | SOLUSD |
|---|---|---|
| MTD | -0.52% | -4.56% |
| 3M | -11.5% | -42.38% |
| 6M | -6.02% | -13.66% |
| YTD | -5.24% | -36.12% |
| 1Y | 14.6% | -19.18% |
| 3Y (ann.) | 16.0% | -20.71% |
| 5Y (ann.) | 16.0% | -20.71% |
| Metric | configs/fulcrum_new/sol_21600_fwd_daily_ | SOLUSD |
|---|---|---|
| Max Drawdown | -26.34% | -56.27% |
| Longest DD Days | 76.0 | 101.0 |
| Avg. Drawdown | -7.49% | -18.36% |
| Avg. Drawdown Days | 28.0 | 32.0 |
| Recovery Factor | 0.55 | -0.34 |
| Ulcer Index | 1.03 | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-20 | 2025-04-06 | -26.34 | 76 |
| 2024-11-13 | 2025-01-04 | -9.09 | 52 |
| 2024-07-23 | 2024-08-25 | -8.28 | 33 |
| 2024-07-04 | 2024-07-20 | -7.95 | 16 |
| 2024-10-22 | 2024-11-12 | -6.34 | 21 |
| 2024-05-08 | 2024-05-18 | -6.20 | 10 |
| 2024-08-27 | 2024-09-20 | -4.66 | 24 |
| 2024-05-22 | 2024-07-01 | -4.65 | 40 |
| 2025-01-05 | 2025-01-18 | -3.11 | 13 |
| 2024-09-29 | 2024-10-21 | -3.01 | 22 |
| Metric | configs/fulcrum_new/sol_21600_fwd_daily_ | SOLUSD |
|---|---|---|
| Best Day | 10.51% | 20.8% |
| Worst Day | -9.65% | -18.74% |
| Best Week | 7.07% | 25.06% |
| Worst Week | -7.47% | -26.95% |
| Best Month | 9.72% | 39.21% |
| Worst Month | -8.66% | -46.12% |
| Best Year | 20.93% | 26.52% |
| Worst Year | -5.24% | -36.12% |
| Avg. Up Day | 1.93% | 4.13% |
| Avg. Down Day | -1.24% | -3.05% |
| Avg. Up Week | 3.59% | 11.01% |
| Avg. Down Week | -1.81% | -8.98% |
| Avg. Up Month | 5.04% | 22.45% |
| Avg. Down Month | -3.98% | -18.44% |
| Win Days % | 38.05% | 47.46% |
| Win Month % | 58.33% | 50.0% |
| Win Week % | 40.0% | 52.0% |
| Win Quarter % | 40.0% | 40.0% |
| Win Year % | 50.0% | 50.0% |