| Metric | configs/fulcrum_new/sol_21600_fwd_ | SOLUSD |
|---|---|---|
| Time in Market | 60.0% | 100.0% |
| Cumulative Return | 15.19% | -27.08% |
| Max Drawdown | -30.36% | -64.93% |
| Sharpe | 0.31 | 0.03 |
| Sortino | 0.46 | 0.04 |
| Payoff Ratio | 1.22 | 1.13 |
| Profit Factor | 1.07 | 1.0 |
| Common Sense Ratio | 1.2 | 1.01 |
| CPC Index | 0.58 | 0.56 |
| Tail Ratio | 1.12 | 1.0 |
| Outlier Win Ratio | 15.16 | 2.89 |
| Outlier Loss Ratio | 7.57 | 2.83 |
| Volatility (ann.) | 16.82% | 44.48% |
| R^2 | 0.32 | 0.32 |
| Calmar | 0.55 | -0.45 |
| Skew | 0.32 | 0.55 |
| Kurtosis | 13.35 | 7.93 |
| Expected Daily % | 0.01% | -0.02% |
| Expected Monthly % | 1.19% | -2.6% |
| Expected Yearly % | 7.33% | -14.61% |
| Kelly Criterion | -1.57% | 3.92% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.43% | -3.83% |
| Expected Shortfall (cVaR) | -1.43% | -3.83% |
| Year | SOLUSD | configs/fulcrum_new/sol_21600_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 28.75 | 21.64 | 0.75 | - |
| 2025 | -43.36 | -5.31 | 0.12 | + |
| Metric | configs/fulcrum_new/sol_21600_fwd_ | SOLUSD |
|---|---|---|
| MTD | -0.52% | -14.13% |
| 3M | -13.57% | -49.88% |
| 6M | -6.02% | -26.99% |
| YTD | -5.31% | -43.36% |
| 1Y | 15.19% | -27.08% |
| 3Y (ann.) | 16.55% | -28.97% |
| 5Y (ann.) | 16.55% | -28.97% |
| Metric | configs/fulcrum_new/sol_21600_fwd_ | SOLUSD |
|---|---|---|
| Max Drawdown | -30.36% | -64.93% |
| Longest DD Days | 78.0 | 101.0 |
| Avg. Drawdown | -5.94% | -11.2% |
| Avg. Drawdown Days | 18.0 | 17.0 |
| Recovery Factor | 0.5 | -0.42 |
| Ulcer Index | 1.03 | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-19 | 2025-04-07 | -30.36 | 78 |
| 2024-07-22 | 2024-09-20 | -10.94 | 60 |
| 2024-11-12 | 2025-01-18 | -10.88 | 67 |
| 2024-07-03 | 2024-07-20 | -10.63 | 17 |
| 2024-06-28 | 2024-07-02 | -6.91 | 4 |
| 2024-05-21 | 2024-06-27 | -6.62 | 37 |
| 2024-10-25 | 2024-11-10 | -6.45 | 16 |
| 2024-05-07 | 2024-05-17 | -6.22 | 9 |
| 2024-09-20 | 2024-09-27 | -5.06 | 7 |
| 2024-09-27 | 2024-10-20 | -3.70 | 23 |
| Metric | configs/fulcrum_new/sol_21600_fwd_ | SOLUSD |
|---|---|---|
| Best Day | 6.19% | 19.54% |
| Worst Day | -7.21% | -14.23% |
| Best Week | 11.51% | 21.25% |
| Worst Week | -9.36% | -17.1% |
| Best Month | 9.65% | 41.15% |
| Worst Month | -8.66% | -36.08% |
| Best Year | 21.64% | 28.75% |
| Worst Year | -5.31% | -43.36% |
| Avg. Up Day | 0.8% | 1.67% |
| Avg. Down Day | -0.66% | -1.47% |
| Avg. Up Week | 3.24% | 10.61% |
| Avg. Down Week | -2.07% | -7.44% |
| Avg. Up Month | 4.51% | 19.52% |
| Avg. Down Month | -4.82% | -21.67% |
| Win Days % | 44.14% | 48.93% |
| Win Month % | 66.67% | 50.0% |
| Win Week % | 47.73% | 46.0% |
| Win Quarter % | 40.0% | 40.0% |
| Win Year % | 50.0% | 50.0% |