| Metric | FULCRUM | BTC-USD |
|---|---|---|
| Time in Market | 100.0% | 98.0% |
| Cumulative Return | -3.36% | -1.03% |
| Max Drawdown | -6.99% | -16.68% |
| Sharpe | -1.86 | 0.15 |
| Sortino | -2.38 | 0.21 |
| Payoff Ratio | 1.07 | 1.27 |
| Profit Factor | 0.75 | 1.02 |
| Common Sense Ratio | 0.56 | 1.26 |
| CPC Index | 0.32 | 0.61 |
| Tail Ratio | 0.74 | 1.23 |
| Outlier Win Ratio | 7.55 | 2.02 |
| Outlier Loss Ratio | 8.64 | 2.27 |
| Volatility (ann.) | 17.36% | 63.34% |
| R^2 | 0.66 | 0.66 |
| Calmar | -4.19 | -0.6 |
| Skew | -0.42 | 0.14 |
| Kurtosis | 1.28 | 1.76 |
| Expected Daily % | -0.09% | -0.03% |
| Expected Monthly % | -1.7% | -0.52% |
| Expected Yearly % | -3.36% | -1.03% |
| Kelly Criterion | -15.2% | 5.7% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.58% | -5.43% |
| Expected Shortfall (cVaR) | -1.58% | -5.43% |
| Year | BTC-USD | FULCRUM | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -1.03 | -3.36 | 3.27 | - |
| Metric | FULCRUM | BTC-USD |
|---|---|---|
| MTD | -0.86% | 1.16% |
| 3M | -3.36% | -1.03% |
| 6M | -3.36% | -1.03% |
| YTD | -3.36% | -1.03% |
| 1Y | -3.36% | -1.03% |
| 3Y (ann.) | -29.31% | -9.96% |
| 5Y (ann.) | -29.31% | -9.96% |
| Metric | FULCRUM | BTC-USD |
|---|---|---|
| Max Drawdown | -6.99% | -16.68% |
| Longest DD Days | 34.0 | 34.0 |
| Avg. Drawdown | -6.99% | -16.68% |
| Avg. Drawdown Days | 34.0 | 34.0 |
| Recovery Factor | -0.48 | -0.06 |
| Ulcer Index | 1.27 | 1.06 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-04-06 | -6.99 | 34 |
| Metric | FULCRUM | BTC-USD |
|---|---|---|
| Best Day | 2.03% | 9.55% |
| Worst Day | -2.61% | -8.68% |
| Best Week | 0.29% | 2.81% |
| Worst Week | -1.85% | -3.2% |
| Best Month | -0.86% | 1.16% |
| Worst Month | -2.53% | -2.16% |
| Best Year | -3.36% | -1.03% |
| Worst Year | -3.36% | -1.03% |
| Avg. Up Day | 0.74% | 3.16% |
| Avg. Down Day | -0.7% | -2.48% |
| Avg. Up Week | 0.29% | 0.37% |
| Avg. Down Week | -0.99% | -1.4% |
| Avg. Up Month | NaN% | NaN% |
| Avg. Down Month | -2.53% | -2.16% |
| Win Days % | 40.54% | 47.22% |
| Win Month % | 0.0% | 50.0% |
| Win Week % | 16.67% | 50.0% |
| Win Quarter % | 0.0% | 50.0% |
| Win Year % | 0.0% | 0.0% |