| Metric | FULCRUM | close |
|---|---|---|
| Time in Market | 56.0% | 100.0% |
| Cumulative Return | -0.0% | 13.51% |
| Max Drawdown | -32.97% | -31.58% |
| Sharpe | 0.01 | 0.02 |
| Sortino | 0.01 | 0.03 |
| Payoff Ratio | 0.0 | 1.09 |
| Profit Factor | 1.1 | 1.0 |
| Common Sense Ratio | inf | 1.01 |
| CPC Index | 0.0 | 0.55 |
| Tail Ratio | inf | 1.01 |
| Outlier Win Ratio | 275.12 | 2.27 |
| Outlier Loss Ratio | 0.07 | 2.17 |
| Volatility (ann.) | 1.41% | 1.4% |
| R^2 | 0.0 | 0.0 |
| Calmar | -0.0 | 1.12 |
| Skew | -350.11 | 0.02 |
| Kurtosis | 138679.11 | 29.29 |
| Expected Daily % | 0.0% | 0.0% |
| Expected Monthly % | 0.0% | 2.13% |
| Expected Yearly % | -0.0% | 13.51% |
| Kelly Criterion | 30.02% | 4.44% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.12% | -0.12% |
| Expected Shortfall (cVaR) | -0.12% | -0.12% |
| Year | close | FULCRUM | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 13.51 | -0.00 | -0.00 | - |
| Metric | FULCRUM | close |
|---|---|---|
| MTD | -32.91% | 1.32% |
| 3M | -11.18% | 23.06% |
| 6M | -0.0% | 13.51% |
| YTD | -0.0% | 13.51% |
| 1Y | -0.0% | 13.51% |
| 3Y (ann.) | -0.0% | 35.31% |
| 5Y (ann.) | -0.0% | 35.31% |
| Metric | FULCRUM | close |
|---|---|---|
| Max Drawdown | -32.97% | -31.58% |
| Longest DD Days | 47.0 | 121.0 |
| Avg. Drawdown | -3.06% | -0.69% |
| Avg. Drawdown Days | 5.0 | 1.0 |
| Recovery Factor | -0.0 | 0.43 |
| Ulcer Index | 1.04 | 1.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-05-29 | 2025-06-03 | -32.97 | 5 |
| 2025-02-25 | 2025-04-14 | -17.15 | 47 |
| 2025-01-25 | 2025-02-21 | -3.39 | 27 |
| 2025-01-08 | 2025-01-15 | -2.28 | 6 |
| 2025-04-19 | 2025-04-20 | -0.27 | 1 |
| 2025-05-01 | 2025-05-01 | -0.25 | 0 |
| 2025-05-13 | 2025-05-13 | -0.25 | 0 |
| 2025-01-05 | 2025-01-06 | -0.15 | 1 |
| 2025-01-17 | 2025-01-17 | -0.14 | 0 |
| 2025-01-21 | 2025-01-21 | -0.14 | 0 |
| Metric | FULCRUM | close |
|---|---|---|
| Best Day | 0.28% | 1.97% |
| Worst Day | -30.69% | -1.58% |
| Best Week | 8.97% | 12.13% |
| Worst Week | -32.91% | -12.33% |
| Best Month | 21.32% | 14.11% |
| Worst Month | -32.91% | -17.69% |
| Best Year | -0.0% | 13.51% |
| Worst Year | -0.0% | 13.51% |
| Avg. Up Day | 0.0% | 0.04% |
| Avg. Down Day | -1.07% | -0.04% |
| Avg. Up Week | 4.09% | 3.56% |
| Avg. Down Week | -4.03% | -4.85% |
| Avg. Up Month | 18.53% | 11.62% |
| Avg. Down Month | -5.35% | -9.89% |
| Win Days % | 99.95% | 50.17% |
| Win Month % | 50.0% | 66.67% |
| Win Week % | 73.91% | 60.87% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 0.0% | 100.0% |