| Metric | FULCRUM | btcusd_returns |
|---|---|---|
| Time in Market | 92.0% | 100.0% |
| Cumulative Return | 49.82% | 49.74% |
| Max Drawdown | -3.86% | -28.19% |
| Sharpe | 3.35 | 1.05 |
| Sortino | 7.49 | 1.66 |
| Payoff Ratio | 2.14 | 1.18 |
| Profit Factor | 1.96 | 1.17 |
| Common Sense Ratio | 3.06 | 1.34 |
| CPC Index | 2.18 | 0.69 |
| Tail Ratio | 1.56 | 1.15 |
| Outlier Win Ratio | 13.28 | 2.7 |
| Outlier Loss Ratio | 13.44 | 2.03 |
| Volatility (ann.) | 12.24% | 50.43% |
| R^2 | 0.05 | 0.05 |
| Calmar | 12.87 | 1.76 |
| Skew | 2.81 | 0.6 |
| Kurtosis | 18.48 | 2.41 |
| Expected Daily % | 0.11% | 0.11% |
| Expected Monthly % | 3.16% | 3.15% |
| Expected Yearly % | 22.4% | 22.37% |
| Kelly Criterion | 29.87% | 8.08% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.94% | -4.2% |
| Expected Shortfall (cVaR) | -0.94% | -4.2% |
| Year | btcusd_returns | FULCRUM | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.30 | 41.49 | 0.86 | - |
| 2025 | 0.97 | 5.88 | 6.05 | + |
| Metric | FULCRUM | btcusd_returns |
|---|---|---|
| MTD | 0.4% | 0.1% |
| 3M | 5.72% | -7.96% |
| 6M | 31.18% | 35.68% |
| YTD | 5.88% | 0.97% |
| 1Y | 49.82% | 49.74% |
| 3Y (ann.) | 49.65% | 49.58% |
| 5Y (ann.) | 49.65% | 49.58% |
| Metric | FULCRUM | btcusd_returns |
|---|---|---|
| Max Drawdown | -3.86% | -28.19% |
| Longest DD Days | 67.0 | 161.0 |
| Avg. Drawdown | -0.89% | -7.03% |
| Avg. Drawdown Days | 9.0 | 24.0 |
| Recovery Factor | 12.91 | 1.76 |
| Ulcer Index | 0.97 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-22 | 2024-07-17 | -3.86 | 56 |
| 2025-03-27 | 2025-04-23 | -3.60 | 27 |
| 2024-08-26 | 2024-09-18 | -3.10 | 23 |
| 2025-01-07 | 2025-03-15 | -3.03 | 67 |
| 2024-07-23 | 2024-08-07 | -2.30 | 15 |
| 2024-10-22 | 2024-11-06 | -1.09 | 15 |
| 2024-12-06 | 2024-12-16 | -1.07 | 10 |
| 2024-10-07 | 2024-10-12 | -0.85 | 5 |
| 2024-11-13 | 2024-11-14 | -0.81 | 1 |
| 2024-11-15 | 2024-11-16 | -0.81 | 1 |
| Metric | FULCRUM | btcusd_returns |
|---|---|---|
| Best Day | 5.49% | 11.89% |
| Worst Day | -1.88% | -8.6% |
| Best Week | 9.03% | 18.92% |
| Worst Week | -2.04% | -12.35% |
| Best Month | 22.34% | 37.42% |
| Worst Month | -1.97% | -17.71% |
| Best Year | 41.49% | 48.3% |
| Worst Year | 5.88% | 0.97% |
| Avg. Up Day | 0.49% | 2.27% |
| Avg. Down Day | -0.23% | -1.93% |
| Avg. Up Week | 2.1% | 5.97% |
| Avg. Down Week | -0.78% | -4.26% |
| Avg. Up Month | 5.39% | 11.23% |
| Avg. Down Month | -1.61% | -12.42% |
| Win Days % | 52.23% | 50.27% |
| Win Month % | 84.62% | 61.54% |
| Win Week % | 62.26% | 51.85% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |