| Metric | fulcrum_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 97.0% | 100.0% |
| Cumulative Return | 54.03% | 66.33% |
| Max Drawdown | -25.5% | -28.17% |
| Sharpe | 1.37 | 1.2 |
| Sortino | 2.36 | 1.91 |
| Payoff Ratio | 1.24 | 1.21 |
| Profit Factor | 1.28 | 1.19 |
| Common Sense Ratio | 1.73 | 1.38 |
| CPC Index | 0.8 | 0.73 |
| Tail Ratio | 1.35 | 1.15 |
| Outlier Win Ratio | 6.88 | 3.79 |
| Outlier Loss Ratio | 5.34 | 2.89 |
| Volatility (ann.) | 33.27% | 49.6% |
| R^2 | 0.35 | 0.35 |
| Calmar | 1.94 | 2.14 |
| Skew | 1.14 | 0.6 |
| Kurtosis | 5.79 | 2.47 |
| Expected Daily % | 0.11% | 0.13% |
| Expected Monthly % | 3.38% | 3.99% |
| Expected Yearly % | 24.11% | 28.97% |
| Kelly Criterion | 10.28% | 9.99% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.74% | -4.11% |
| Expected Shortfall (cVaR) | -2.74% | -4.11% |
| Year | BTCUSD | fulcrum_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.38 | 86.04 | 1.78 | + |
| 2025 | 12.10 | -17.21 | -1.42 | - |
| Metric | fulcrum_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | -11.74% | 11.11% |
| 3M | -11.86% | 23.63% |
| 6M | -6.05% | 9.39% |
| YTD | -17.21% | 12.1% |
| 1Y | 54.19% | 53.14% |
| 3Y (ann.) | 49.36% | 60.41% |
| 5Y (ann.) | 49.36% | 60.41% |
| Metric | fulcrum_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -25.5% | -28.17% |
| Longest DD Days | 173.0 | 161.0 |
| Avg. Drawdown | -6.54% | -6.63% |
| Avg. Drawdown Days | 34.0 | 23.0 |
| Recovery Factor | 2.12 | 2.35 |
| Ulcer Index | 1.11 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-09 | 2025-05-31 | -25.50 | 173 |
| 2024-07-22 | 2024-11-07 | -12.36 | 108 |
| 2024-11-12 | 2024-11-16 | -6.76 | 4 |
| 2024-05-23 | 2024-07-13 | -5.67 | 51 |
| 2024-11-19 | 2024-11-21 | -3.89 | 2 |
| 2024-11-25 | 2024-11-27 | -3.88 | 2 |
| 2024-11-17 | 2024-11-18 | -3.87 | 1 |
| 2024-12-05 | 2024-12-06 | -1.83 | 1 |
| 2024-07-17 | 2024-07-19 | -1.60 | 2 |
| 2024-05-19 | 2024-05-20 | -0.00 | 1 |
| Metric | fulcrum_fwd_daily_ | BTCUSD |
|---|---|---|
| Best Day | 8.46% | 11.89% |
| Worst Day | -7.24% | -8.6% |
| Best Week | 20.02% | 18.93% |
| Worst Week | -8.06% | -12.33% |
| Best Month | 73.26% | 37.42% |
| Worst Month | -11.74% | -17.69% |
| Best Year | 86.04% | 48.38% |
| Worst Year | -17.21% | 12.1% |
| Avg. Up Day | 1.26% | 2.31% |
| Avg. Down Day | -1.02% | -1.9% |
| Avg. Up Week | 4.66% | 7.35% |
| Avg. Down Week | -2.09% | -4.72% |
| Avg. Up Month | 20.8% | 15.5% |
| Avg. Down Month | -3.33% | -8.91% |
| Win Days % | 50.39% | 50.64% |
| Win Month % | 38.46% | 61.54% |
| Win Week % | 43.86% | 55.17% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |