| Metric | FULCRUM | returns_benchmark |
|---|---|---|
| Time in Market | 93.0% | 100.0% |
| Cumulative Return | 53.02% | 53.32% |
| Max Drawdown | -5.85% | -28.19% |
| Sharpe | 2.88 | 1.1 |
| Sortino | 6.13 | 1.74 |
| Payoff Ratio | 1.74 | 1.19 |
| Profit Factor | 1.74 | 1.17 |
| Common Sense Ratio | 2.65 | 1.35 |
| CPC Index | 1.53 | 0.71 |
| Tail Ratio | 1.52 | 1.15 |
| Outlier Win Ratio | 11.37 | 2.92 |
| Outlier Loss Ratio | 10.62 | 2.12 |
| Volatility (ann.) | 15.23% | 50.59% |
| R^2 | 0.46 | 0.46 |
| Calmar | 9.13 | 1.9 |
| Skew | 2.64 | 0.59 |
| Kurtosis | 16.87 | 2.38 |
| Expected Daily % | 0.12% | 0.12% |
| Expected Monthly % | 3.33% | 3.34% |
| Expected Yearly % | 23.7% | 23.82% |
| Kelly Criterion | 21.95% | 8.86% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.19% | -4.2% |
| Expected Shortfall (cVaR) | -1.19% | -4.2% |
| Year | returns_benchmark | FULCRUM | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.30 | 49.11 | 1.02 | + |
| 2025 | 3.38 | 2.62 | 0.77 | - |
| Metric | FULCRUM | returns_benchmark |
|---|---|---|
| MTD | 0.05% | 2.49% |
| 3M | 2.55% | -4.72% |
| 6M | 30.53% | 32.7% |
| YTD | 2.62% | 3.38% |
| 1Y | 53.02% | 53.32% |
| 3Y (ann.) | 53.38% | 53.68% |
| 5Y (ann.) | 53.38% | 53.68% |
| Metric | FULCRUM | returns_benchmark |
|---|---|---|
| Max Drawdown | -5.85% | -28.19% |
| Longest DD Days | 54.0 | 161.0 |
| Avg. Drawdown | -1.41% | -7.03% |
| Avg. Drawdown Days | 13.0 | 24.0 |
| Recovery Factor | 9.07 | 1.89 |
| Ulcer Index | 1.0 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-04-26 | -5.85 | 54 |
| 2024-05-22 | 2024-07-15 | -5.43 | 54 |
| 2025-01-25 | 2025-03-02 | -4.29 | 36 |
| 2024-12-17 | 2025-01-24 | -2.76 | 38 |
| 2024-07-22 | 2024-08-08 | -2.61 | 17 |
| 2024-08-26 | 2024-09-18 | -2.33 | 23 |
| 2024-08-10 | 2024-08-24 | -2.03 | 14 |
| 2024-11-23 | 2024-12-13 | -2.02 | 20 |
| 2024-10-30 | 2024-11-06 | -1.43 | 7 |
| 2024-10-22 | 2024-10-29 | -0.78 | 7 |
| Metric | FULCRUM | returns_benchmark |
|---|---|---|
| Best Day | 6.38% | 11.89% |
| Worst Day | -2.77% | -8.6% |
| Best Week | 12.62% | 18.92% |
| Worst Week | -2.36% | -12.35% |
| Best Month | 27.3% | 37.42% |
| Worst Month | -2.67% | -17.71% |
| Best Year | 49.11% | 48.3% |
| Worst Year | 2.62% | 3.38% |
| Avg. Up Day | 0.69% | 2.39% |
| Avg. Down Day | -0.4% | -2.0% |
| Avg. Up Week | 2.57% | 6.42% |
| Avg. Down Week | -0.99% | -4.43% |
| Avg. Up Month | 5.81% | 11.53% |
| Avg. Down Month | -1.66% | -12.42% |
| Win Days % | 50.45% | 50.42% |
| Win Month % | 84.62% | 61.54% |
| Win Week % | 56.6% | 52.83% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |