| Metric | FULCRUM | returns_benchmark |
|---|---|---|
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | -1.36% | -5.14% |
| Max Drawdown | -0.66% | -7.99% |
| Sharpe | -13.54 | -4.18 |
| Sortino | -11.59 | -4.85 |
| Payoff Ratio | 0.33 | 1.27 |
| Profit Factor | 0.06 | 0.5 |
| Common Sense Ratio | 0.0 | 0.23 |
| CPC Index | 0.0 | 0.32 |
| Tail Ratio | 0.09 | 0.46 |
| Outlier Win Ratio | 19.37 | 1.23 |
| Outlier Loss Ratio | 15.95 | 1.32 |
| Volatility (ann.) | 4.62% | 54.21% |
| R^2 | 0.02 | 0.02 |
| Calmar | -77.65 | -11.72 |
| Skew | -1.81 | -1.02 |
| Kurtosis | 4.07 | 1.39 |
| Expected Daily % | -0.17% | -0.66% |
| Expected Monthly % | -0.68% | -2.6% |
| Expected Yearly % | -1.36% | -5.14% |
| Kelly Criterion | -252.73% | 10.78% |
| Risk of Ruin | 0.13% | 0.0% |
| Daily Value-at-Risk | -0.57% | -5.29% |
| Expected Shortfall (cVaR) | -0.57% | -5.29% |
| Year | returns_benchmark | FULCRUM | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -5.14 | -1.36 | 0.27 | + |
| Metric | FULCRUM | returns_benchmark |
|---|---|---|
| MTD | -0.56% | -5.05% |
| 3M | -1.36% | -5.14% |
| 6M | -1.36% | -5.14% |
| YTD | -1.36% | -5.14% |
| 1Y | -1.36% | -5.14% |
| 3Y (ann.) | -51.13% | -93.61% |
| 5Y (ann.) | -51.13% | -93.61% |
| Metric | FULCRUM | returns_benchmark |
|---|---|---|
| Max Drawdown | -0.66% | -7.99% |
| Longest DD Days | 6.0 | 4.0 |
| Avg. Drawdown | -0.66% | -7.99% |
| Avg. Drawdown Days | 6.0 | 4.0 |
| Recovery Factor | -2.07 | -0.64 |
| Ulcer Index | 2.4 | 1.46 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-31 | 2025-04-06 | -0.66 | 6 |
| Metric | FULCRUM | returns_benchmark |
|---|---|---|
| Best Day | 0.08% | 3.19% |
| Worst Day | -0.71% | -6.14% |
| Best Week | -0.25% | 1.49% |
| Worst Week | -1.12% | -6.53% |
| Best Month | -0.56% | -0.09% |
| Worst Month | -0.81% | -5.05% |
| Best Year | -1.36% | -5.14% |
| Worst Year | -1.36% | -5.14% |
| Avg. Up Day | 0.08% | 3.19% |
| Avg. Down Day | -0.24% | -2.5% |
| Avg. Up Week | NaN% | NaN% |
| Avg. Down Week | -0.25% | -6.53% |
| Avg. Up Month | NaN% | NaN% |
| Avg. Down Month | -0.68% | -2.57% |
| Win Days % | 12.5% | 50.0% |
| Win Month % | 0.0% | 0.0% |
| Win Week % | 0.0% | 50.0% |
| Win Quarter % | 0.0% | 0.0% |
| Win Year % | 0.0% | 0.0% |