| Metric | configs/fulcrum_new/eth_21600_fwd_ | ETHUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 8.9% | -46.43% |
| Max Drawdown | -31.03% | -63.27% |
| Sharpe | 0.22 | -0.3 |
| Sortino | 0.38 | -0.42 |
| Payoff Ratio | 1.26 | 1.09 |
| Profit Factor | 1.07 | 0.95 |
| Common Sense Ratio | 1.12 | 0.91 |
| CPC Index | 0.58 | 0.51 |
| Tail Ratio | 1.05 | 0.95 |
| Outlier Win Ratio | 18.67 | 3.11 |
| Outlier Loss Ratio | 6.3 | 3.34 |
| Volatility (ann.) | 16.46% | 35.88% |
| R^2 | 0.25 | 0.25 |
| Calmar | 0.32 | -0.79 |
| Skew | 5.44 | 0.01 |
| Kurtosis | 110.61 | 11.91 |
| Expected Daily % | 0.01% | -0.05% |
| Expected Monthly % | 0.71% | -5.07% |
| Expected Yearly % | 4.35% | -26.81% |
| Kelly Criterion | -2.7% | 2.34% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.41% | -3.12% |
| Expected Shortfall (cVaR) | -1.41% | -3.12% |
| Year | ETHUSD | configs/fulcrum_new/eth_21600_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 14.91 | 56.01 | 3.76 | + |
| 2025 | -53.38 | -30.20 | 0.57 | + |
| Metric | configs/fulcrum_new/eth_21600_fwd_ | ETHUSD |
|---|---|---|
| MTD | -9.15% | -14.79% |
| 3M | -30.2% | -57.29% |
| 6M | -16.84% | -36.36% |
| YTD | -30.2% | -53.38% |
| 1Y | 8.9% | -46.43% |
| 3Y (ann.) | 9.98% | -50.18% |
| 5Y (ann.) | 9.98% | -50.18% |
| Metric | configs/fulcrum_new/eth_21600_fwd_ | ETHUSD |
|---|---|---|
| Max Drawdown | -31.03% | -63.27% |
| Longest DD Days | 122.0 | 191.0 |
| Avg. Drawdown | -4.55% | -13.68% |
| Avg. Drawdown Days | 16.0 | 32.0 |
| Recovery Factor | 0.29 | -0.73 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-06 | 2025-04-07 | -31.03 | 122 |
| 2024-07-29 | 2024-09-21 | -10.35 | 54 |
| 2024-05-23 | 2024-07-15 | -8.08 | 53 |
| 2024-11-23 | 2024-12-05 | -4.82 | 11 |
| 2024-11-10 | 2024-11-21 | -4.77 | 11 |
| 2024-10-16 | 2024-11-09 | -4.44 | 23 |
| 2024-07-17 | 2024-07-29 | -4.44 | 12 |
| 2024-12-05 | 2024-12-06 | -3.76 | 1 |
| 2024-09-23 | 2024-10-14 | -3.05 | 20 |
| 2024-05-22 | 2024-05-23 | -2.50 | 1 |
| Metric | configs/fulcrum_new/eth_21600_fwd_ | ETHUSD |
|---|---|---|
| Best Day | 16.51% | 16.51% |
| Worst Day | -5.93% | -14.0% |
| Best Week | 20.3% | 20.47% |
| Worst Week | -8.22% | -20.52% |
| Best Month | 24.03% | 47.37% |
| Worst Month | -13.32% | -32.24% |
| Best Year | 56.01% | 14.91% |
| Worst Year | -30.2% | -53.38% |
| Avg. Up Day | 0.94% | 1.2% |
| Avg. Down Day | -0.75% | -1.11% |
| Avg. Up Week | 5.15% | 8.9% |
| Avg. Down Week | -3.16% | -7.93% |
| Avg. Up Month | 13.92% | 26.85% |
| Avg. Down Month | -7.65% | -15.02% |
| Win Days % | 42.8% | 49.12% |
| Win Month % | 58.33% | 25.0% |
| Win Week % | 43.24% | 46.94% |
| Win Quarter % | 60.0% | 40.0% |
| Win Year % | 50.0% | 50.0% |