| Metric | FULCRUM | BTCUSD |
|---|---|---|
| Time in Market | 93.0% | 100.0% |
| Cumulative Return | 36.73% | 35.84% |
| Max Drawdown | -15.23% | -29.47% |
| Sharpe | 1.68 | 0.92 |
| Sortino | 2.9 | 1.42 |
| Payoff Ratio | 1.7 | 1.3 |
| Profit Factor | 1.36 | 1.14 |
| Common Sense Ratio | 2.04 | 1.34 |
| CPC Index | 1.03 | 0.73 |
| Tail Ratio | 1.5 | 1.17 |
| Outlier Win Ratio | 7.35 | 2.73 |
| Outlier Loss Ratio | 8.15 | 2.48 |
| Volatility (ann.) | 21.86% | 50.69% |
| R^2 | 0.34 | 0.34 |
| Calmar | 2.69 | 1.36 |
| Skew | 0.97 | 0.43 |
| Kurtosis | 7.13 | 1.87 |
| Expected Daily % | 0.09% | 0.09% |
| Expected Monthly % | 2.88% | 2.82% |
| Expected Yearly % | 16.93% | 16.55% |
| Kelly Criterion | 11.8% | 10.02% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.78% | -4.24% |
| Expected Shortfall (cVaR) | -1.78% | -4.24% |
| Year | BTCUSD | FULCRUM | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 59.42 | 40.29 | 0.68 | - |
| 2025 | -14.79 | -2.54 | 0.17 | + |
| Metric | FULCRUM | BTCUSD |
|---|---|---|
| MTD | -2.53% | -2.09% |
| 3M | -3.32% | -16.57% |
| 6M | 13.74% | 19.29% |
| YTD | -2.54% | -14.79% |
| 1Y | 36.73% | 35.84% |
| 3Y (ann.) | 41.05% | 40.04% |
| 5Y (ann.) | 41.05% | 40.04% |
| Metric | FULCRUM | BTCUSD |
|---|---|---|
| Max Drawdown | -15.23% | -29.47% |
| Longest DD Days | 70.0 | 161.0 |
| Avg. Drawdown | -3.84% | -6.93% |
| Avg. Drawdown Days | 21.0 | 25.0 |
| Recovery Factor | 2.41 | 1.22 |
| Ulcer Index | 1.02 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-20 | 2025-03-31 | -15.23 | 70 |
| 2024-05-22 | 2024-07-17 | -6.18 | 56 |
| 2024-07-23 | 2024-08-26 | -4.71 | 34 |
| 2024-08-27 | 2024-09-20 | -4.36 | 24 |
| 2024-10-22 | 2024-11-07 | -4.12 | 16 |
| 2024-11-23 | 2025-01-04 | -3.90 | 42 |
| 2025-01-05 | 2025-01-19 | -3.32 | 14 |
| 2024-05-08 | 2024-05-16 | -3.22 | 8 |
| 2024-11-13 | 2024-11-16 | -3.16 | 3 |
| 2024-09-29 | 2024-10-20 | -1.63 | 21 |
| Metric | FULCRUM | BTCUSD |
|---|---|---|
| Best Day | 6.5% | 10.7% |
| Worst Day | -5.64% | -8.6% |
| Best Week | 8.18% | 15.56% |
| Worst Week | -3.09% | -18.81% |
| Best Month | 17.95% | 34.49% |
| Worst Month | -2.64% | -23.44% |
| Best Year | 40.29% | 59.42% |
| Worst Year | -2.54% | -14.79% |
| Avg. Up Day | 1.07% | 2.57% |
| Avg. Down Day | -0.63% | -1.97% |
| Avg. Up Week | 2.79% | 6.03% |
| Avg. Down Week | -1.09% | -4.59% |
| Avg. Up Month | 6.84% | 16.01% |
| Avg. Down Month | -2.09% | -10.36% |
| Win Days % | 44.44% | 49.09% |
| Win Month % | 63.64% | 54.55% |
| Win Week % | 46.94% | 56.0% |
| Win Quarter % | 75.0% | 75.0% |
| Win Year % | 50.0% | 50.0% |