| Metric | FULCRUM | returns_benchmark |
|---|---|---|
| Time in Market | 97.0% | 100.0% |
| Cumulative Return | 4.84% | 9.06% |
| Max Drawdown | -4.1% | -19.11% |
| Sharpe | 2.81 | 1.19 |
| Sortino | 5.31 | 1.85 |
| Payoff Ratio | 2.16 | 1.31 |
| Profit Factor | 1.61 | 1.19 |
| Common Sense Ratio | 2.02 | 1.66 |
| CPC Index | 1.83 | 0.82 |
| Tail Ratio | 1.25 | 1.39 |
| Outlier Win Ratio | 13.16 | 2.23 |
| Outlier Loss Ratio | 13.92 | 1.88 |
| Volatility (ann.) | 10.99% | 63.25% |
| R^2 | 0.03 | 0.03 |
| Calmar | 8.8 | 3.98 |
| Skew | 1.29 | 0.29 |
| Kurtosis | 4.87 | 1.32 |
| Expected Daily % | 0.08% | 0.15% |
| Expected Monthly % | 2.39% | 4.43% |
| Expected Yearly % | 4.84% | 9.06% |
| Kelly Criterion | 30.81% | 16.43% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.86% | -5.24% |
| Expected Shortfall (cVaR) | -0.86% | -5.24% |
| Year | returns_benchmark | FULCRUM | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 9.06 | 4.84 | 0.53 | - |
| Metric | FULCRUM | returns_benchmark |
|---|---|---|
| MTD | 4.57% | 13.66% |
| 3M | 4.84% | 9.06% |
| 6M | 4.84% | 9.06% |
| YTD | 4.84% | 9.06% |
| 1Y | 4.84% | 9.06% |
| 3Y (ann.) | 36.07% | 76.0% |
| 5Y (ann.) | 36.07% | 76.0% |
| Metric | FULCRUM | returns_benchmark |
|---|---|---|
| Max Drawdown | -4.1% | -19.11% |
| Longest DD Days | 27.0 | 53.0 |
| Avg. Drawdown | -0.89% | -10.03% |
| Avg. Drawdown Days | 7.0 | 27.0 |
| Recovery Factor | 1.18 | 0.47 |
| Ulcer Index | 1.04 | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-27 | 2025-04-23 | -4.10 | 27 |
| 2025-03-16 | 2025-03-24 | -0.76 | 8 |
| 2025-04-24 | 2025-04-26 | -0.40 | 2 |
| 2025-03-07 | 2025-03-15 | -0.39 | 8 |
| 2025-03-04 | 2025-03-06 | -0.24 | 2 |
| 2025-04-27 | 2025-04-27 | -0.24 | 0 |
| 2025-03-25 | 2025-03-26 | -0.12 | 1 |
| Metric | FULCRUM | returns_benchmark |
|---|---|---|
| Best Day | 2.44% | 9.59% |
| Worst Day | -1.19% | -8.6% |
| Best Week | 4.92% | 12.13% |
| Worst Week | -2.05% | -3.22% |
| Best Month | 4.57% | 13.66% |
| Worst Month | 0.26% | -4.04% |
| Best Year | 4.84% | 9.06% |
| Worst Year | 4.84% | 9.06% |
| Avg. Up Day | 0.56% | 2.71% |
| Avg. Down Day | -0.26% | -2.07% |
| Avg. Up Week | 1.87% | 3.67% |
| Avg. Down Week | -1.0% | -1.47% |
| Avg. Up Month | 4.57% | 13.66% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 52.73% | 52.63% |
| Win Month % | 100.0% | 50.0% |
| Win Week % | 55.56% | 55.56% |
| Win Quarter % | 100.0% | 50.0% |
| Win Year % | 100.0% | 100.0% |