| Metric | FULCRUM | btcusd_returns |
|---|---|---|
| Time in Market | 92.0% | 100.0% |
| Cumulative Return | 51.75% | 66.23% |
| Max Drawdown | -4.22% | -28.19% |
| Sharpe | 3.23 | 1.19 |
| Sortino | 7.17 | 1.9 |
| Payoff Ratio | 2.15 | 1.23 |
| Profit Factor | 1.9 | 1.19 |
| Common Sense Ratio | 3.14 | 1.38 |
| CPC Index | 2.06 | 0.74 |
| Tail Ratio | 1.66 | 1.16 |
| Outlier Win Ratio | 12.78 | 2.69 |
| Outlier Loss Ratio | 13.46 | 2.07 |
| Volatility (ann.) | 12.19% | 49.6% |
| R^2 | 0.06 | 0.06 |
| Calmar | 11.22 | 2.14 |
| Skew | 2.87 | 0.6 |
| Kurtosis | 19.66 | 2.48 |
| Expected Daily % | 0.11% | 0.13% |
| Expected Monthly % | 3.26% | 3.99% |
| Expected Yearly % | 23.19% | 28.93% |
| Kelly Criterion | 27.53% | 10.55% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.94% | -4.11% |
| Expected Shortfall (cVaR) | -0.94% | -4.11% |
| Year | btcusd_returns | FULCRUM | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.30 | 41.66 | 0.86 | - |
| 2025 | 12.09 | 7.13 | 0.59 | - |
| Metric | FULCRUM | btcusd_returns |
|---|---|---|
| MTD | 1.58% | 11.12% |
| 3M | 7.6% | 23.64% |
| 6M | 8.34% | 9.37% |
| YTD | 7.13% | 12.09% |
| 1Y | 49.49% | 53.05% |
| 3Y (ann.) | 47.31% | 60.32% |
| 5Y (ann.) | 47.31% | 60.32% |
| Metric | FULCRUM | btcusd_returns |
|---|---|---|
| Max Drawdown | -4.22% | -28.19% |
| Longest DD Days | 60.0 | 161.0 |
| Avg. Drawdown | -0.98% | -6.63% |
| Avg. Drawdown Days | 10.0 | 23.0 |
| Recovery Factor | 12.28 | 2.35 |
| Ulcer Index | 0.97 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-22 | 2024-07-20 | -4.22 | 59 |
| 2025-03-27 | 2025-04-23 | -4.02 | 27 |
| 2024-08-26 | 2024-09-18 | -3.23 | 23 |
| 2025-01-23 | 2025-03-24 | -3.03 | 60 |
| 2025-01-07 | 2025-01-22 | -2.63 | 15 |
| 2024-07-23 | 2024-08-07 | -2.29 | 15 |
| 2025-05-03 | 2025-05-20 | -1.28 | 17 |
| 2024-10-22 | 2024-11-06 | -1.07 | 15 |
| 2024-12-06 | 2024-12-15 | -1.02 | 9 |
| 2024-12-26 | 2025-01-03 | -0.85 | 8 |
| Metric | FULCRUM | btcusd_returns |
|---|---|---|
| Best Day | 5.64% | 11.89% |
| Worst Day | -1.94% | -8.6% |
| Best Week | 9.24% | 18.92% |
| Worst Week | -1.99% | -12.35% |
| Best Month | 22.66% | 37.42% |
| Worst Month | -2.13% | -17.71% |
| Best Year | 41.66% | 48.3% |
| Worst Year | 7.13% | 12.09% |
| Avg. Up Day | 0.51% | 2.29% |
| Avg. Down Day | -0.24% | -1.86% |
| Avg. Up Week | 2.16% | 6.03% |
| Avg. Down Week | -0.82% | -4.22% |
| Avg. Up Month | 5.63% | 12.61% |
| Avg. Down Month | -1.79% | -12.42% |
| Win Days % | 50.56% | 50.64% |
| Win Month % | 84.62% | 61.54% |
| Win Week % | 57.89% | 55.17% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |