| Metric | FULCRUM | returns_benchmark |
|---|---|---|
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | -0.66% | -4.85% |
| Max Drawdown | -0.64% | -7.99% |
| Sharpe | -15.88 | -4.16 |
| Sortino | -13.07 | -4.88 |
| Payoff Ratio | 0.92 | 0.99 |
| Profit Factor | 0.11 | 0.52 |
| Common Sense Ratio | 0.02 | 0.25 |
| CPC Index | 0.01 | 0.29 |
| Tail Ratio | 0.23 | 0.47 |
| Outlier Win Ratio | 19.52 | 1.24 |
| Outlier Loss Ratio | 25.13 | 0.96 |
| Volatility (ann.) | 2.17% | 58.5% |
| R^2 | 0.15 | 0.15 |
| Calmar | -51.83 | -11.91 |
| Skew | 0.21 | -0.93 |
| Kurtosis | -0.84 | 0.8 |
| Expected Daily % | -0.09% | -0.71% |
| Expected Monthly % | -0.33% | -2.46% |
| Expected Yearly % | -0.66% | -4.85% |
| Kelly Criterion | -78.57% | 13.66% |
| Risk of Ruin | 0.13% | 0.0% |
| Daily Value-at-Risk | -0.28% | -5.7% |
| Expected Shortfall (cVaR) | -0.28% | -5.7% |
| Year | returns_benchmark | FULCRUM | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -4.85 | -0.66 | 0.14 | + |
| Metric | FULCRUM | returns_benchmark |
|---|---|---|
| MTD | -0.56% | -5.05% |
| 3M | -0.66% | -4.85% |
| 6M | -0.66% | -4.85% |
| YTD | -0.66% | -4.85% |
| 1Y | -0.66% | -4.85% |
| 3Y (ann.) | -33.1% | -95.15% |
| 5Y (ann.) | -33.1% | -95.15% |
| Metric | FULCRUM | returns_benchmark |
|---|---|---|
| Max Drawdown | -0.64% | -7.99% |
| Longest DD Days | 4.0 | 4.0 |
| Avg. Drawdown | -0.64% | -7.99% |
| Avg. Drawdown Days | 4.0 | 4.0 |
| Recovery Factor | -1.03 | -0.61 |
| Ulcer Index | 2.59 | 1.58 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-04-02 | 2025-04-06 | -0.64 | 4 |
| Metric | FULCRUM | returns_benchmark |
|---|---|---|
| Best Day | 0.08% | 3.19% |
| Worst Day | -0.24% | -6.14% |
| Best Week | -0.25% | 1.8% |
| Worst Week | -0.41% | -6.53% |
| Best Month | -0.1% | 0.21% |
| Worst Month | -0.56% | -5.05% |
| Best Year | -0.66% | -4.85% |
| Worst Year | -0.66% | -4.85% |
| Avg. Up Day | 0.08% | 3.19% |
| Avg. Down Day | -0.09% | -3.24% |
| Avg. Up Week | NaN% | NaN% |
| Avg. Down Week | -0.25% | -6.53% |
| Avg. Up Month | NaN% | NaN% |
| Avg. Down Month | -0.56% | -5.05% |
| Win Days % | 14.29% | 57.14% |
| Win Month % | 0.0% | 50.0% |
| Win Week % | 0.0% | 50.0% |
| Win Quarter % | 0.0% | 50.0% |
| Win Year % | 0.0% | 0.0% |