| Metric | FULCRUM | returns_benchmark |
|---|---|---|
| Time in Market | 64.0% | 100.0% |
| Cumulative Return | 45.39% | 35.72% |
| Max Drawdown | -13.71% | -60.38% |
| Sharpe | 1.89 | 0.95 |
| Sortino | 3.07 | 1.37 |
| Payoff Ratio | 1.25 | 1.05 |
| Profit Factor | 1.53 | 1.15 |
| Common Sense Ratio | 2.61 | 1.53 |
| CPC Index | 1.04 | 0.63 |
| Tail Ratio | 1.71 | 1.33 |
| Outlier Win Ratio | 13.64 | 2.99 |
| Outlier Loss Ratio | 7.88 | 2.95 |
| Volatility (ann.) | 30.5% | 78.59% |
| R^2 | 0.25 | 0.25 |
| Calmar | 5.12 | 0.9 |
| Skew | 0.5 | -0.21 |
| Kurtosis | 9.26 | 3.79 |
| Expected Daily % | 0.15% | 0.12% |
| Expected Monthly % | 4.25% | 3.45% |
| Expected Yearly % | 45.39% | 35.72% |
| Kelly Criterion | 18.21% | 6.87% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.47% | -6.56% |
| Expected Shortfall (cVaR) | -2.47% | -6.56% |
| Year | returns_benchmark | FULCRUM | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 35.72 | 45.39 | 1.27 | + |
| Metric | FULCRUM | returns_benchmark |
|---|---|---|
| MTD | 2.64% | 1.58% |
| 3M | 30.59% | 77.47% |
| 6M | 46.58% | 134.42% |
| YTD | 45.39% | 35.72% |
| 1Y | 45.39% | 35.72% |
| 3Y (ann.) | 70.15% | 54.3% |
| 5Y (ann.) | 70.15% | 54.3% |
| Metric | FULCRUM | returns_benchmark |
|---|---|---|
| Max Drawdown | -13.71% | -60.38% |
| Longest DD Days | 93.0 | 195.0 |
| Avg. Drawdown | -4.49% | -16.83% |
| Avg. Drawdown Days | 24.0 | 40.0 |
| Recovery Factor | 3.31 | 0.59 |
| Ulcer Index | 1.02 | 1.1 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-10 | 2025-06-11 | -13.71 | 93 |
| 2025-06-12 | 2025-08-05 | -11.57 | 54 |
| 2025-01-25 | 2025-02-11 | -5.70 | 17 |
| 2025-08-15 | 2025-09-13 | -4.18 | 29 |
| 2025-02-12 | 2025-02-13 | -3.89 | 1 |
| 2025-01-07 | 2025-01-24 | -2.16 | 17 |
| 2025-02-14 | 2025-03-09 | -1.65 | 23 |
| 2025-09-14 | 2025-09-16 | -0.86 | 2 |
| 2025-08-06 | 2025-08-07 | -0.74 | 1 |
| 2025-08-12 | 2025-08-13 | -0.43 | 1 |
| Metric | FULCRUM | returns_benchmark |
|---|---|---|
| Best Day | 7.38% | 16.74% |
| Worst Day | -8.23% | -19.31% |
| Best Week | 16.51% | 22.21% |
| Worst Week | -11.83% | -22.77% |
| Best Month | 26.32% | 54.16% |
| Worst Month | -8.68% | -34.4% |
| Best Year | 45.39% | 35.72% |
| Worst Year | 45.39% | 35.72% |
| Avg. Up Day | 1.39% | 2.7% |
| Avg. Down Day | -1.11% | -2.58% |
| Avg. Up Week | 3.56% | 5.78% |
| Avg. Down Week | -3.24% | -5.85% |
| Avg. Up Month | 10.39% | 23.76% |
| Avg. Down Month | -8.68% | -15.02% |
| Win Days % | 54.6% | 52.33% |
| Win Month % | 77.78% | 44.44% |
| Win Week % | 67.65% | 57.89% |
| Win Quarter % | 100.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |