| Metric | FULCRUM | returns_benchmark |
|---|---|---|
| Time in Market | 71.0% | 100.0% |
| Cumulative Return | -6.57% | -19.45% |
| Max Drawdown | -14.74% | -42.3% |
| Sharpe | -0.46 | -0.56 |
| Sortino | -0.54 | -0.78 |
| Payoff Ratio | 0.88 | 1.01 |
| Profit Factor | 0.89 | 0.91 |
| Common Sense Ratio | 0.94 | 0.7 |
| CPC Index | 0.4 | 0.46 |
| Tail Ratio | 1.05 | 0.76 |
| Outlier Win Ratio | 11.7 | 2.58 |
| Outlier Loss Ratio | 6.81 | 2.8 |
| Volatility (ann.) | 19.08% | 43.45% |
| R^2 | 0.32 | 0.32 |
| Calmar | -2.36 | -1.76 |
| Skew | -3.92 | 0.4 |
| Kurtosis | 35.04 | 6.99 |
| Expected Daily % | -0.03% | -0.09% |
| Expected Monthly % | -3.34% | -10.25% |
| Expected Yearly % | -6.57% | -19.45% |
| Kelly Criterion | -6.55% | 0.74% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.67% | -3.81% |
| Expected Shortfall (cVaR) | -1.67% | -3.81% |
| Year | returns_benchmark | FULCRUM | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -19.45 | -6.57 | 0.34 | + |
| Metric | FULCRUM | returns_benchmark |
|---|---|---|
| MTD | 2.25% | -0.24% |
| 3M | -6.57% | -19.45% |
| 6M | -6.57% | -19.45% |
| YTD | -6.57% | -19.45% |
| 1Y | -6.57% | -19.45% |
| 3Y (ann.) | -34.78% | -74.37% |
| 5Y (ann.) | -34.78% | -74.37% |
| Metric | FULCRUM | returns_benchmark |
|---|---|---|
| Max Drawdown | -14.74% | -42.3% |
| Longest DD Days | 50.0 | 56.0 |
| Avg. Drawdown | -3.87% | -42.3% |
| Avg. Drawdown Days | 13.0 | 56.0 |
| Recovery Factor | -0.45 | -0.46 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-09 | 2025-04-28 | -14.74 | 50 |
| 2025-03-06 | 2025-03-08 | -0.54 | 2 |
| 2025-03-03 | 2025-03-04 | -0.12 | 1 |
| 2025-03-05 | 2025-03-05 | -0.06 | 0 |
| Metric | FULCRUM | returns_benchmark |
|---|---|---|
| Best Day | 2.81% | 12.24% |
| Worst Day | -9.37% | -9.93% |
| Best Week | 2.2% | 12.42% |
| Worst Week | -10.39% | -13.77% |
| Best Month | 2.25% | -0.24% |
| Worst Month | -8.62% | -19.26% |
| Best Year | -6.57% | -19.45% |
| Worst Year | -6.57% | -19.45% |
| Avg. Up Day | 0.58% | 1.5% |
| Avg. Down Day | -0.66% | -1.49% |
| Avg. Up Week | 0.99% | 4.6% |
| Avg. Down Week | -3.58% | -6.68% |
| Avg. Up Month | NaN% | NaN% |
| Avg. Down Month | -8.62% | -19.26% |
| Win Days % | 50.0% | 50.21% |
| Win Month % | 50.0% | 0.0% |
| Win Week % | 66.67% | 44.44% |
| Win Quarter % | 50.0% | 0.0% |
| Win Year % | 0.0% | 0.0% |