| Metric | FULCRUM | close |
|---|---|---|
| Time in Market | 50.0% | 100.0% |
| Cumulative Return | 3.53% | 10.82% |
| Max Drawdown | -20.91% | -31.58% |
| Sharpe | 0.01 | 0.02 |
| Sortino | 0.01 | 0.03 |
| Payoff Ratio | 0.0 | 1.39 |
| Profit Factor | 1.11 | 1.0 |
| Common Sense Ratio | inf | 1.01 |
| CPC Index | 0.0 | 0.7 |
| Tail Ratio | inf | 1.01 |
| Outlier Win Ratio | 497.41 | 2.26 |
| Outlier Loss Ratio | 0.11 | 2.16 |
| Volatility (ann.) | 0.57% | 1.41% |
| R^2 | 0.0 | 0.0 |
| Calmar | 0.42 | 0.9 |
| Skew | -186.99 | 0.02 |
| Kurtosis | 37342.21 | 27.48 |
| Expected Daily % | 0.0% | 0.0% |
| Expected Monthly % | 0.7% | 2.08% |
| Expected Yearly % | 3.53% | 10.82% |
| Kelly Criterion | 37.8% | 14.26% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.05% | -0.12% |
| Expected Shortfall (cVaR) | -0.05% | -0.12% |
| Year | close | FULCRUM | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 10.82 | 3.53 | 0.33 | - |
| Metric | FULCRUM | close |
|---|---|---|
| MTD | 5.23% | 9.91% |
| 3M | 6.06% | 22.3% |
| 6M | 3.53% | 10.82% |
| YTD | 3.53% | 10.82% |
| 1Y | 3.53% | 10.82% |
| 3Y (ann.) | 8.8% | 28.4% |
| 5Y (ann.) | 8.8% | 28.4% |
| Metric | FULCRUM | close |
|---|---|---|
| Max Drawdown | -20.91% | -31.58% |
| Longest DD Days | 113.0 | 121.0 |
| Avg. Drawdown | -4.53% | -0.69% |
| Avg. Drawdown Days | 22.0 | 1.0 |
| Recovery Factor | 0.17 | 0.34 |
| Ulcer Index | 1.47 | 1.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-30 | 2025-05-24 | -20.91 | 113 |
| 2025-05-26 | 2025-05-31 | -3.46 | 4 |
| 2025-01-10 | 2025-01-19 | -2.58 | 8 |
| 2025-01-06 | 2025-01-06 | -0.08 | 0 |
| 2025-01-21 | 2025-01-21 | -0.08 | 0 |
| 2025-01-26 | 2025-01-30 | -0.07 | 4 |
| Metric | FULCRUM | close |
|---|---|---|
| Best Day | 0.07% | 1.97% |
| Worst Day | -7.37% | -1.58% |
| Best Week | 8.63% | 12.13% |
| Worst Week | -7.18% | -12.33% |
| Best Month | 11.39% | 14.11% |
| Worst Month | -9.51% | -17.69% |
| Best Year | 3.53% | 10.82% |
| Worst Year | 3.53% | 10.82% |
| Avg. Up Day | 0.0% | 0.04% |
| Avg. Down Day | -0.68% | -0.03% |
| Avg. Up Week | 3.11% | 3.86% |
| Avg. Down Week | -3.4% | -3.48% |
| Avg. Up Month | 7.82% | 11.22% |
| Avg. Down Month | -9.08% | -9.89% |
| Win Days % | 99.96% | 50.15% |
| Win Month % | 60.0% | 60.0% |
| Win Week % | 56.52% | 56.52% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 100.0% | 100.0% |