| Metric | FULCRUM | returns_benchmark |
|---|---|---|
| Time in Market | 94.0% | 99.0% |
| Cumulative Return | 30.54% | 35.0% |
| Max Drawdown | -4.1% | -28.19% |
| Sharpe | 3.69 | 1.42 |
| Sortino | 9.23 | 2.26 |
| Payoff Ratio | 2.41 | 1.31 |
| Profit Factor | 2.18 | 1.23 |
| Common Sense Ratio | 4.1 | 1.56 |
| CPC Index | 2.72 | 0.83 |
| Tail Ratio | 1.88 | 1.27 |
| Outlier Win Ratio | 11.72 | 2.86 |
| Outlier Loss Ratio | 13.04 | 2.02 |
| Volatility (ann.) | 15.2% | 53.83% |
| R^2 | 0.08 | 0.08 |
| Calmar | 18.01 | 3.06 |
| Skew | 3.02 | 0.48 |
| Kurtosis | 16.49 | 1.91 |
| Expected Daily % | 0.15% | 0.17% |
| Expected Monthly % | 4.54% | 5.13% |
| Expected Yearly % | 14.25% | 16.19% |
| Kelly Criterion | 31.77% | 14.36% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.16% | -4.43% |
| Expected Shortfall (cVaR) | -1.16% | -4.43% |
| Year | returns_benchmark | FULCRUM | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 34.37 | 24.56 | 0.71 | - |
| 2025 | 0.47 | 4.80 | 10.17 | + |
| Metric | FULCRUM | returns_benchmark |
|---|---|---|
| MTD | 4.57% | 13.66% |
| 3M | 2.75% | -10.54% |
| 6M | 30.54% | 35.0% |
| YTD | 4.8% | 0.47% |
| 1Y | 30.54% | 35.0% |
| 3Y (ann.) | 73.8% | 86.34% |
| 5Y (ann.) | 73.8% | 86.34% |
| Metric | FULCRUM | returns_benchmark |
|---|---|---|
| Max Drawdown | -4.1% | -28.19% |
| Longest DD Days | 60.0 | 95.0 |
| Avg. Drawdown | -1.02% | -6.17% |
| Avg. Drawdown Days | 10.0 | 15.0 |
| Recovery Factor | 7.45 | 1.24 |
| Ulcer Index | 0.97 | 1.2 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-27 | 2025-04-23 | -4.10 | 27 |
| 2025-01-23 | 2025-03-24 | -3.11 | 60 |
| 2025-01-07 | 2025-01-22 | -2.70 | 15 |
| 2024-12-06 | 2024-12-16 | -1.04 | 10 |
| 2024-11-13 | 2024-11-14 | -0.81 | 1 |
| 2024-12-22 | 2025-01-03 | -0.77 | 12 |
| 2024-11-15 | 2024-11-16 | -0.70 | 1 |
| 2024-11-17 | 2024-11-19 | -0.52 | 2 |
| 2024-11-23 | 2024-12-05 | -0.50 | 12 |
| 2025-04-24 | 2025-04-26 | -0.40 | 2 |
| Metric | FULCRUM | returns_benchmark |
|---|---|---|
| Best Day | 5.57% | 10.37% |
| Worst Day | -1.87% | -8.6% |
| Best Week | 9.47% | 18.92% |
| Worst Week | -2.05% | -12.35% |
| Best Month | 23.2% | 38.87% |
| Worst Month | -1.54% | -17.71% |
| Best Year | 24.56% | 34.37% |
| Worst Year | 4.8% | 0.47% |
| Avg. Up Day | 0.59% | 2.46% |
| Avg. Down Day | -0.24% | -1.87% |
| Avg. Up Week | 2.95% | 6.2% |
| Avg. Down Week | -0.99% | -3.41% |
| Avg. Up Month | 9.48% | 20.74% |
| Avg. Down Month | -1.54% | -17.71% |
| Win Days % | 51.81% | 51.43% |
| Win Month % | 83.33% | 50.0% |
| Win Week % | 59.26% | 51.85% |
| Win Quarter % | 100.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |