| Metric | FULCRUM | BTC-USD |
|---|---|---|
| Time in Market | 100.0% | 88.0% |
| Cumulative Return | -1.33% | 1.1% |
| Max Drawdown | -0.66% | -3.15% |
| Sharpe | -13.78 | 1.64 |
| Sortino | -11.73 | 2.54 |
| Payoff Ratio | 0.33 | 2.46 |
| Profit Factor | 0.06 | 1.31 |
| Common Sense Ratio | 0.01 | 1.42 |
| CPC Index | 0.0 | 1.84 |
| Tail Ratio | 0.09 | 1.08 |
| Outlier Win Ratio | 19.3 | 1.52 |
| Outlier Loss Ratio | 8.89 | 1.4 |
| Volatility (ann.) | 4.44% | 33.49% |
| R^2 | 0.02 | 0.02 |
| Calmar | -76.47 | 24.36 |
| Skew | -1.73 | -0.28 |
| Kurtosis | 3.79 | 2.47 |
| Expected Daily % | -0.17% | 0.14% |
| Expected Monthly % | -0.67% | 0.55% |
| Expected Yearly % | -1.33% | 1.1% |
| Kelly Criterion | -253.65% | 39.71% |
| Risk of Ruin | 0.13% | 0.0% |
| Daily Value-at-Risk | -0.55% | -2.73% |
| Expected Shortfall (cVaR) | -0.55% | -2.73% |
| Year | BTC-USD | FULCRUM | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 1.10 | -1.33 | -1.21 | - |
| Metric | FULCRUM | BTC-USD |
|---|---|---|
| MTD | -0.56% | 1.16% |
| 3M | -1.33% | 1.1% |
| 6M | -1.33% | 1.1% |
| YTD | -1.33% | 1.1% |
| 1Y | -1.33% | 1.1% |
| 3Y (ann.) | -50.36% | 76.75% |
| 5Y (ann.) | -50.36% | 76.75% |
| Metric | FULCRUM | BTC-USD |
|---|---|---|
| Max Drawdown | -0.66% | -3.15% |
| Longest DD Days | 6.0 | 4.0 |
| Avg. Drawdown | -0.66% | -3.15% |
| Avg. Drawdown Days | 6.0 | 4.0 |
| Recovery Factor | -2.03 | 0.35 |
| Ulcer Index | 2.4 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-31 | 2025-04-06 | -0.66 | 6 |
| Metric | FULCRUM | BTC-USD |
|---|---|---|
| Best Day | 0.08% | 3.17% |
| Worst Day | -0.68% | -3.15% |
| Best Week | -0.25% | 1.51% |
| Worst Week | -1.09% | -0.4% |
| Best Month | -0.56% | 1.16% |
| Worst Month | -0.78% | -0.06% |
| Best Year | -1.33% | 1.1% |
| Worst Year | -1.33% | 1.1% |
| Avg. Up Day | 0.08% | 3.17% |
| Avg. Down Day | -0.24% | -1.29% |
| Avg. Up Week | NaN% | NaN% |
| Avg. Down Week | -0.25% | -0.4% |
| Avg. Up Month | NaN% | NaN% |
| Avg. Down Month | -0.78% | -0.06% |
| Win Days % | 12.5% | 57.14% |
| Win Month % | 0.0% | 50.0% |
| Win Week % | 0.0% | 50.0% |
| Win Quarter % | 0.0% | 50.0% |
| Win Year % | 0.0% | 100.0% |