| Metric | FULCRUM_ETH | btcusd_returns |
|---|---|---|
| Time in Market | 97.0% | 99.0% |
| Cumulative Return | 32.46% | 15.23% |
| Max Drawdown | -7.63% | -28.19% |
| Sharpe | 2.47 | 0.71 |
| Sortino | 4.91 | 1.07 |
| Payoff Ratio | 1.68 | 1.13 |
| Profit Factor | 1.68 | 1.11 |
| Common Sense Ratio | 2.9 | 1.26 |
| CPC Index | 1.44 | 0.63 |
| Tail Ratio | 1.72 | 1.14 |
| Outlier Win Ratio | 9.85 | 3.35 |
| Outlier Loss Ratio | 10.35 | 2.49 |
| Volatility (ann.) | 17.9% | 43.83% |
| R^2 | 0.0 | 0.0 |
| Calmar | 6.99 | 0.85 |
| Skew | 1.87 | 0.29 |
| Kurtosis | 10.76 | 2.53 |
| Expected Daily % | 0.12% | 0.06% |
| Expected Monthly % | 3.58% | 1.79% |
| Expected Yearly % | 32.46% | 15.23% |
| Kelly Criterion | 21.68% | 6.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.42% | -3.69% |
| Expected Shortfall (cVaR) | -1.42% | -3.69% |
| Year | btcusd_returns | FULCRUM_ETH | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 15.23 | 32.46 | 2.13 | + |
| Metric | FULCRUM_ETH | btcusd_returns |
|---|---|---|
| MTD | 16.12% | -6.05% |
| 3M | 23.47% | 3.02% |
| 6M | 34.21% | 28.51% |
| YTD | 32.46% | 15.23% |
| 1Y | 32.46% | 15.23% |
| 3Y (ann.) | 53.35% | 24.06% |
| 5Y (ann.) | 53.35% | 24.06% |
| Metric | FULCRUM_ETH | btcusd_returns |
|---|---|---|
| Max Drawdown | -7.63% | -28.19% |
| Longest DD Days | 67.0 | 116.0 |
| Avg. Drawdown | -1.71% | -7.98% |
| Avg. Drawdown Days | 13.0 | 25.0 |
| Recovery Factor | 4.25 | 0.54 |
| Ulcer Index | 1.04 | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-06-12 | 2025-07-03 | -7.63 | 21 |
| 2025-06-05 | 2025-06-10 | -3.98 | 5 |
| 2025-03-27 | 2025-04-23 | -3.60 | 27 |
| 2025-01-07 | 2025-03-15 | -3.03 | 67 |
| 2025-08-15 | 2025-08-30 | -2.44 | 15 |
| 2025-07-04 | 2025-07-14 | -1.41 | 10 |
| 2025-05-23 | 2025-06-03 | -1.06 | 11 |
| 2025-05-03 | 2025-05-20 | -0.99 | 17 |
| 2025-07-15 | 2025-08-05 | -0.95 | 21 |
| 2025-03-17 | 2025-03-24 | -0.74 | 7 |
| Metric | FULCRUM_ETH | btcusd_returns |
|---|---|---|
| Best Day | 4.81% | 9.59% |
| Worst Day | -3.63% | -8.6% |
| Best Week | 11.04% | 12.13% |
| Worst Week | -2.04% | -12.35% |
| Best Month | 16.12% | 14.11% |
| Worst Month | -1.24% | -17.71% |
| Best Year | 32.46% | 15.23% |
| Worst Year | 32.46% | 15.23% |
| Avg. Up Day | 0.52% | 1.89% |
| Avg. Down Day | -0.31% | -1.67% |
| Avg. Up Week | 2.34% | 3.02% |
| Avg. Down Week | -0.79% | -3.55% |
| Avg. Up Month | 3.41% | 8.91% |
| Avg. Down Month | -1.24% | -17.71% |
| Win Days % | 50.86% | 50.42% |
| Win Month % | 75.0% | 62.5% |
| Win Week % | 55.56% | 61.11% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |