| Metric | FULCRUM | BTC-USD |
|---|---|---|
| Time in Market | 100.0% | 86.0% |
| Cumulative Return | -0.66% | 1.42% |
| Max Drawdown | -0.64% | -3.15% |
| Sharpe | -15.88 | 2.2 |
| Sortino | -13.07 | 3.45 |
| Payoff Ratio | 3.2 | 1.79 |
| Profit Factor | 0.11 | 1.43 |
| Common Sense Ratio | 0.02 | 1.53 |
| CPC Index | 0.05 | 1.7 |
| Tail Ratio | 0.23 | 1.07 |
| Outlier Win Ratio | 19.45 | 1.53 |
| Outlier Loss Ratio | 13.07 | 0.91 |
| Volatility (ann.) | 2.17% | 35.96% |
| R^2 | 0.01 | 0.01 |
| Calmar | -51.83 | 43.16 |
| Skew | 0.21 | -0.42 |
| Kurtosis | -0.84 | 2.24 |
| Expected Daily % | -0.09% | 0.2% |
| Expected Monthly % | -0.33% | 0.71% |
| Expected Yearly % | -0.66% | 1.42% |
| Kelly Criterion | -12.5% | 48.0% |
| Risk of Ruin | 0.13% | 0.0% |
| Daily Value-at-Risk | -0.28% | -2.88% |
| Expected Shortfall (cVaR) | -0.28% | -2.88% |
| Year | BTC-USD | FULCRUM | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 1.42 | -0.66 | -0.46 | - |
| Metric | FULCRUM | BTC-USD |
|---|---|---|
| MTD | -0.56% | 1.16% |
| 3M | -0.66% | 1.42% |
| 6M | -0.66% | 1.42% |
| YTD | -0.66% | 1.42% |
| 1Y | -0.66% | 1.42% |
| 3Y (ann.) | -33.1% | 135.98% |
| 5Y (ann.) | -33.1% | 135.98% |
| Metric | FULCRUM | BTC-USD |
|---|---|---|
| Max Drawdown | -0.64% | -3.15% |
| Longest DD Days | 4.0 | 4.0 |
| Avg. Drawdown | -0.64% | -3.15% |
| Avg. Drawdown Days | 4.0 | 4.0 |
| Recovery Factor | -1.03 | 0.45 |
| Ulcer Index | 2.59 | 1.11 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-04-02 | 2025-04-06 | -0.64 | 4 |
| Metric | FULCRUM | BTC-USD |
|---|---|---|
| Best Day | 0.08% | 3.17% |
| Worst Day | -0.24% | -3.15% |
| Best Week | -0.25% | 1.83% |
| Worst Week | -0.41% | -0.4% |
| Best Month | -0.1% | 1.16% |
| Worst Month | -0.56% | 0.26% |
| Best Year | -0.66% | 1.42% |
| Worst Year | -0.66% | 1.42% |
| Avg. Up Day | 0.08% | 3.17% |
| Avg. Down Day | -0.02% | -1.78% |
| Avg. Up Week | NaN% | NaN% |
| Avg. Down Week | -0.25% | -0.4% |
| Avg. Up Month | NaN% | NaN% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 14.29% | 66.67% |
| Win Month % | 0.0% | 100.0% |
| Win Week % | 0.0% | 50.0% |
| Win Quarter % | 0.0% | 100.0% |
| Win Year % | 0.0% | 100.0% |