| Metric | FULCRUM | returns_benchmark |
|---|---|---|
| Time in Market | 92.0% | 99.0% |
| Cumulative Return | 4.29% | -6.79% |
| Max Drawdown | -4.1% | -24.86% |
| Sharpe | 1.9 | -0.25 |
| Sortino | 3.39 | -0.37 |
| Payoff Ratio | 2.66 | 1.27 |
| Profit Factor | 1.4 | 0.96 |
| Common Sense Ratio | 1.6 | 1.02 |
| CPC Index | 1.77 | 0.58 |
| Tail Ratio | 1.14 | 1.06 |
| Outlier Win Ratio | 14.91 | 2.41 |
| Outlier Loss Ratio | 15.02 | 1.92 |
| Volatility (ann.) | 9.75% | 56.8% |
| R^2 | 0.02 | 0.02 |
| Calmar | 4.89 | -1.06 |
| Skew | 1.32 | 0.34 |
| Kurtosis | 6.08 | 1.76 |
| Expected Daily % | 0.05% | -0.08% |
| Expected Monthly % | 1.41% | -2.32% |
| Expected Yearly % | 4.29% | -6.79% |
| Kelly Criterion | 27.69% | 6.31% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.79% | -4.93% |
| Expected Shortfall (cVaR) | -0.79% | -4.93% |
| Year | returns_benchmark | FULCRUM | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -6.79 | 4.29 | -0.63 | + |
| Metric | FULCRUM | returns_benchmark |
|---|---|---|
| MTD | 4.57% | 13.66% |
| 3M | 4.29% | -6.79% |
| 6M | 4.29% | -6.79% |
| YTD | 4.29% | -6.79% |
| 1Y | 4.29% | -6.79% |
| 3Y (ann.) | 20.02% | -26.32% |
| 5Y (ann.) | 20.02% | -26.32% |
| Metric | FULCRUM | returns_benchmark |
|---|---|---|
| Max Drawdown | -4.1% | -24.86% |
| Longest DD Days | 27.0 | 82.0 |
| Avg. Drawdown | -0.91% | -24.86% |
| Avg. Drawdown Days | 9.0 | 82.0 |
| Recovery Factor | 1.05 | -0.27 |
| Ulcer Index | 1.03 | 1.1 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-27 | 2025-04-23 | -4.10 | 27 |
| 2025-02-03 | 2025-03-02 | -1.07 | 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% | -12.35% |
| Best Month | 4.57% | 13.66% |
| Worst Month | -1.37% | -16.24% |
| Best Year | 4.29% | -6.79% |
| Worst Year | 4.29% | -6.79% |
| Avg. Up Day | 0.51% | 2.39% |
| Avg. Down Day | -0.19% | -1.89% |
| Avg. Up Week | 2.08% | 4.18% |
| Avg. Down Week | -0.9% | -4.16% |
| Avg. Up Month | 4.57% | 13.66% |
| Avg. Down Month | -1.37% | -16.24% |
| Win Days % | 47.44% | 47.62% |
| Win Month % | 66.67% | 33.33% |
| Win Week % | 46.15% | 46.15% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 100.0% | 0.0% |