| Metric | configs/fulcrum_new/eth_21600_ | ETHUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 173.35% | 61.49% |
| Max Drawdown | -31.03% | -63.55% |
| Sharpe | 0.65 | 0.29 |
| Sortino | 1.17 | 0.43 |
| Payoff Ratio | 1.31 | 1.22 |
| Profit Factor | 1.22 | 1.05 |
| Common Sense Ratio | 1.42 | 1.06 |
| CPC Index | 0.72 | 0.64 |
| Tail Ratio | 1.16 | 1.01 |
| Outlier Win Ratio | 20.18 | 3.55 |
| Outlier Loss Ratio | 6.26 | 3.47 |
| Volatility (ann.) | 15.55% | 32.41% |
| R^2 | 0.27 | 0.27 |
| Calmar | 1.39 | 0.29 |
| Skew | 4.37 | 0.29 |
| Kurtosis | 70.29 | 9.57 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.91% | 1.38% |
| Expected Yearly % | 28.58% | 12.73% |
| Kelly Criterion | 2.62% | 9.47% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.31% | -2.76% |
| Expected Shortfall (cVaR) | -1.31% | -2.76% |
| Year | ETHUSD | configs/fulcrum_new/eth_21600_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | 24.32 | 96.43 | 3.97 | + |
| 2023 | 91.16 | 22.70 | 0.25 | - |
| 2024 | 45.75 | 62.48 | 1.37 | + |
| 2025 | -53.38 | -30.20 | 0.57 | + |
| Metric | configs/fulcrum_new/eth_21600_ | ETHUSD |
|---|---|---|
| MTD | -9.15% | -14.79% |
| 3M | -30.2% | -57.29% |
| 6M | -16.84% | -36.36% |
| YTD | -30.2% | -53.38% |
| 1Y | -5.62% | -53.69% |
| 3Y (ann.) | 43.11% | 18.63% |
| 5Y (ann.) | 43.11% | 18.63% |
| Metric | configs/fulcrum_new/eth_21600_ | ETHUSD |
|---|---|---|
| Max Drawdown | -31.03% | -63.55% |
| Longest DD Days | 163.0 | 391.0 |
| Avg. Drawdown | -4.2% | -7.45% |
| Avg. Drawdown Days | 18.0 | 24.0 |
| Recovery Factor | 5.59 | 0.97 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-06 | 2025-04-07 | -31.03 | 122 |
| 2024-03-08 | 2024-05-20 | -16.03 | 73 |
| 2023-01-16 | 2023-05-28 | -15.34 | 132 |
| 2023-05-30 | 2023-11-09 | -13.73 | 163 |
| 2024-07-29 | 2024-09-21 | -10.35 | 54 |
| 2022-10-27 | 2023-01-12 | -9.00 | 77 |
| 2024-05-23 | 2024-07-15 | -8.08 | 53 |
| 2023-11-10 | 2024-02-14 | -7.53 | 96 |
| 2022-07-28 | 2022-08-13 | -7.32 | 15 |
| 2024-02-29 | 2024-03-06 | -7.31 | 5 |
| Metric | configs/fulcrum_new/eth_21600_ | ETHUSD |
|---|---|---|
| Best Day | 16.51% | 16.51% |
| Worst Day | -5.93% | -14.0% |
| Best Week | 22.94% | 27.36% |
| Worst Week | -8.22% | -21.87% |
| Best Month | 60.0% | 56.93% |
| Worst Month | -13.32% | -32.24% |
| Best Year | 96.43% | 91.16% |
| Worst Year | -30.2% | -53.38% |
| Avg. Up Day | 0.9% | 1.17% |
| Avg. Down Day | -0.69% | -0.96% |
| Avg. Up Week | 5.84% | 10.4% |
| Avg. Down Week | -2.43% | -6.49% |
| Avg. Up Month | 12.2% | 19.2% |
| Avg. Down Month | -5.39% | -12.32% |
| Win Days % | 44.77% | 50.2% |
| Win Month % | 57.14% | 51.43% |
| Win Week % | 42.34% | 51.33% |
| Win Quarter % | 76.92% | 53.85% |
| Win Year % | 75.0% | 75.0% |