| Metric | FULCRUM | returns_benchmark |
|---|---|---|
| Time in Market | 97.0% | 100.0% |
| Cumulative Return | 4.45% | 10.14% |
| Max Drawdown | -1.69% | -9.06% |
| Sharpe | 4.69 | 2.61 |
| Sortino | 10.28 | 4.53 |
| Payoff Ratio | 3.33 | 0.71 |
| Profit Factor | 2.23 | 1.5 |
| Common Sense Ratio | 3.89 | 2.58 |
| CPC Index | 4.75 | 0.65 |
| Tail Ratio | 1.74 | 1.72 |
| Outlier Win Ratio | 10.76 | 2.51 |
| Outlier Loss Ratio | 8.32 | 1.54 |
| Volatility (ann.) | 13.23% | 58.35% |
| R^2 | 0.02 | 0.02 |
| Calmar | 52.64 | 34.19 |
| Skew | 1.35 | 0.57 |
| Kurtosis | 4.29 | 1.62 |
| Expected Daily % | 0.17% | 0.37% |
| Expected Monthly % | 4.45% | 10.14% |
| Expected Yearly % | 4.45% | 10.14% |
| Kelly Criterion | 53.18% | 7.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.97% | -4.61% |
| Expected Shortfall (cVaR) | -0.97% | -4.61% |
| Year | returns_benchmark | FULCRUM | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 10.14 | 4.45 | 0.44 | - |
| Metric | FULCRUM | returns_benchmark |
|---|---|---|
| MTD | 4.45% | 10.14% |
| 3M | 4.45% | 10.14% |
| 6M | 4.45% | 10.14% |
| YTD | 4.45% | 10.14% |
| 1Y | 4.45% | 10.14% |
| 3Y (ann.) | 88.91% | 309.83% |
| 5Y (ann.) | 88.91% | 309.83% |
| Metric | FULCRUM | returns_benchmark |
|---|---|---|
| Max Drawdown | -1.69% | -9.06% |
| Longest DD Days | 18.0 | 8.0 |
| Avg. Drawdown | -0.78% | -3.98% |
| Avg. Drawdown Days | 7.0 | 5.0 |
| Recovery Factor | 2.64 | 1.12 |
| Ulcer Index | 6.92 | 2.11 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-04-03 | 2025-04-21 | -1.69 | 18 |
| 2025-04-24 | 2025-04-26 | -0.40 | 2 |
| 2025-04-27 | 2025-04-27 | -0.24 | 0 |
| Metric | FULCRUM | returns_benchmark |
|---|---|---|
| Best Day | 2.44% | 8.32% |
| Worst Day | -1.19% | -6.14% |
| Best Week | 4.92% | 12.13% |
| Worst Week | -0.91% | -1.56% |
| Best Month | 4.45% | 10.14% |
| Worst Month | 4.45% | 10.14% |
| Best Year | 4.45% | 10.14% |
| Worst Year | 4.45% | 10.14% |
| Avg. Up Day | 0.69% | 1.76% |
| Avg. Down Day | -0.21% | -2.49% |
| Avg. Up Week | 2.66% | 6.72% |
| Avg. Down Week | -0.64% | -1.06% |
| Avg. Up Month | 4.45% | 10.14% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 64.0% | 61.54% |
| Win Month % | 100.0% | 100.0% |
| Win Week % | 60.0% | 40.0% |
| Win Quarter % | 100.0% | 100.0% |
| Win Year % | 100.0% | 100.0% |