| Metric | configs/fulcrum_new/sol_21600_daily_ | SOLUSD |
|---|---|---|
| Time in Market | 65.0% | 100.0% |
| Cumulative Return | 382.09% | -15.92% |
| Max Drawdown | -26.34% | -93.48% |
| Sharpe | 1.31 | 0.48 |
| Sortino | 2.35 | 0.73 |
| Payoff Ratio | 1.63 | 1.53 |
| Profit Factor | 1.35 | 1.08 |
| Common Sense Ratio | 2.23 | 1.32 |
| CPC Index | 0.9 | 0.8 |
| Tail Ratio | 1.65 | 1.23 |
| Outlier Win Ratio | 13.18 | 3.19 |
| Outlier Loss Ratio | 7.74 | 2.57 |
| Volatility (ann.) | 44.91% | 106.51% |
| R^2 | 0.38 | 0.38 |
| Calmar | 2.39 | -0.06 |
| Skew | 1.73 | 0.46 |
| Kurtosis | 13.04 | 6.77 |
| Expected Daily % | 0.13% | -0.01% |
| Expected Monthly % | 4.01% | -0.43% |
| Expected Yearly % | 48.18% | -4.24% |
| Kelly Criterion | 5.0% | 14.69% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.71% | -9.03% |
| Expected Shortfall (cVaR) | -3.71% | -9.03% |
| Year | SOLUSD | configs/fulcrum_new/sol_21600_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -93.20 | 29.14 | -0.31 | + |
| 2023 | 940.49 | 192.96 | 0.21 | - |
| 2024 | 85.92 | 34.47 | 0.40 | - |
| 2025 | -36.12 | -5.24 | 0.15 | + |
| Metric | configs/fulcrum_new/sol_21600_daily_ | SOLUSD |
|---|---|---|
| MTD | -0.52% | -4.56% |
| 3M | -11.5% | -42.38% |
| 6M | -6.02% | -13.66% |
| YTD | -5.24% | -36.12% |
| 1Y | 8.37% | -31.53% |
| 3Y (ann.) | 50.58% | -3.3% |
| 5Y (ann.) | 63.01% | -5.24% |
| Metric | configs/fulcrum_new/sol_21600_daily_ | SOLUSD |
|---|---|---|
| Max Drawdown | -26.34% | -93.48% |
| Longest DD Days | 185.0 | 781.0 |
| Avg. Drawdown | -8.11% | -22.33% |
| Avg. Drawdown Days | 34.0 | 105.0 |
| Recovery Factor | 14.5 | -0.17 |
| Ulcer Index | 1.01 | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-20 | 2025-04-06 | -26.34 | 76 |
| 2022-04-04 | 2022-07-19 | -21.33 | 106 |
| 2024-03-19 | 2024-09-20 | -21.13 | 185 |
| 2022-09-14 | 2023-01-14 | -20.87 | 122 |
| 2023-04-15 | 2023-07-14 | -17.10 | 90 |
| 2023-07-15 | 2023-10-02 | -16.10 | 79 |
| 2023-11-17 | 2023-12-24 | -13.98 | 37 |
| 2022-07-21 | 2022-09-13 | -12.65 | 54 |
| 2023-02-21 | 2023-04-13 | -12.26 | 51 |
| 2022-03-03 | 2022-03-25 | -10.24 | 22 |
| Metric | configs/fulcrum_new/sol_21600_daily_ | SOLUSD |
|---|---|---|
| Best Day | 17.78% | 41.46% |
| Worst Day | -13.42% | -36.82% |
| Best Week | 18.54% | 42.44% |
| Worst Week | -8.54% | -46.51% |
| Best Month | 31.9% | 147.89% |
| Worst Month | -8.66% | -59.31% |
| Best Year | 192.96% | 940.49% |
| Worst Year | -5.24% | -93.2% |
| Avg. Up Day | 2.43% | 5.09% |
| Avg. Down Day | -1.49% | -3.33% |
| Avg. Up Week | 5.85% | 14.08% |
| Avg. Down Week | -2.18% | -9.46% |
| Avg. Up Month | 13.72% | 44.25% |
| Avg. Down Month | -3.73% | -16.17% |
| Win Days % | 41.18% | 48.42% |
| Win Month % | 56.41% | 42.5% |
| Win Week % | 41.89% | 53.22% |
| Win Quarter % | 57.14% | 50.0% |
| Win Year % | 75.0% | 50.0% |