| Metric | FULCRUM | close |
|---|---|---|
| Time in Market | 45.0% | 100.0% |
| Cumulative Return | -8.18% | 12.68% |
| Max Drawdown | -27.48% | -31.58% |
| Sharpe | -0.01 | 0.02 |
| Sortino | -0.01 | 0.03 |
| Payoff Ratio | 0.0 | 1.18 |
| Profit Factor | 0.93 | 1.0 |
| Common Sense Ratio | inf | 1.01 |
| CPC Index | 0.0 | 0.6 |
| Tail Ratio | inf | 1.01 |
| Outlier Win Ratio | 256.09 | 2.29 |
| Outlier Loss Ratio | 0.18 | 2.17 |
| Volatility (ann.) | 0.75% | 1.4% |
| R^2 | 0.0 | 0.0 |
| Calmar | -0.67 | 1.04 |
| Skew | -148.27 | 0.02 |
| Kurtosis | 27272.24 | 29.28 |
| Expected Daily % | -0.0% | 0.0% |
| Expected Monthly % | -1.41% | 2.01% |
| Expected Yearly % | -8.18% | 12.68% |
| Kelly Criterion | -21.4% | 8.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.06% | -0.12% |
| Expected Shortfall (cVaR) | -0.06% | -0.12% |
| Year | close | FULCRUM | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 12.68 | -8.18 | -0.65 | - |
| Metric | FULCRUM | close |
|---|---|---|
| MTD | 0.33% | 0.58% |
| 3M | 1.99% | 22.15% |
| 6M | -8.18% | 12.68% |
| YTD | -8.18% | 12.68% |
| 1Y | -8.18% | 12.68% |
| 3Y (ann.) | -18.42% | 32.94% |
| 5Y (ann.) | -18.42% | 32.94% |
| Metric | FULCRUM | close |
|---|---|---|
| Max Drawdown | -27.48% | -31.58% |
| Longest DD Days | 129.0 | 121.0 |
| Avg. Drawdown | -2.96% | -0.69% |
| Avg. Drawdown Days | 13.0 | 1.0 |
| Recovery Factor | -0.3 | 0.4 |
| Ulcer Index | 1.04 | 1.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-24 | 2025-06-03 | -27.48 | 129 |
| 2025-01-07 | 2025-01-17 | -3.89 | 10 |
| 2025-01-20 | 2025-01-21 | -0.60 | 0 |
| 2025-01-02 | 2025-01-02 | -0.08 | 0 |
| 2025-01-03 | 2025-01-03 | -0.08 | 0 |
| 2025-01-05 | 2025-01-05 | -0.08 | 0 |
| 2025-01-06 | 2025-01-06 | -0.08 | 0 |
| 2025-01-18 | 2025-01-18 | -0.08 | 0 |
| 2025-01-19 | 2025-01-20 | -0.08 | 0 |
| 2025-01-23 | 2025-01-24 | -0.07 | 0 |
| Metric | FULCRUM | close |
|---|---|---|
| Best Day | 0.41% | 1.97% |
| Worst Day | -9.31% | -1.58% |
| Best Week | 4.28% | 12.13% |
| Worst Week | -12.78% | -12.33% |
| Best Month | 12.43% | 14.11% |
| Worst Month | -20.38% | -17.69% |
| Best Year | -8.18% | 12.68% |
| Worst Year | -8.18% | 12.68% |
| Avg. Up Day | 0.0% | 0.05% |
| Avg. Down Day | -0.67% | -0.04% |
| Avg. Up Week | 2.45% | 4.09% |
| Avg. Down Week | -4.67% | -4.51% |
| Avg. Up Month | 6.59% | 8.11% |
| Avg. Down Month | -12.2% | -9.89% |
| Win Days % | 99.82% | 50.16% |
| Win Month % | 50.0% | 66.67% |
| Win Week % | 56.52% | 60.87% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 0.0% | 100.0% |