| Metric | FULCRUM | returns_benchmark |
|---|---|---|
| Time in Market | 95.0% | 99.0% |
| Cumulative Return | 9.34% | 22.27% |
| Max Drawdown | -4.1% | -28.19% |
| Sharpe | 1.44 | 0.88 |
| Sortino | 2.25 | 1.33 |
| Payoff Ratio | 1.43 | 1.12 |
| Profit Factor | 1.29 | 1.14 |
| Common Sense Ratio | 1.51 | 1.36 |
| CPC Index | 0.93 | 0.65 |
| Tail Ratio | 1.18 | 1.19 |
| Outlier Win Ratio | 13.61 | 2.53 |
| Outlier Loss Ratio | 13.06 | 2.32 |
| Volatility (ann.) | 9.09% | 42.66% |
| R^2 | 0.04 | 0.04 |
| Calmar | 3.31 | 1.18 |
| Skew | 0.41 | 0.28 |
| Kurtosis | 5.84 | 2.77 |
| Expected Daily % | 0.03% | 0.08% |
| Expected Monthly % | 1.0% | 2.26% |
| Expected Yearly % | 9.34% | 22.27% |
| Kelly Criterion | 16.04% | 6.98% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.75% | -3.57% |
| Expected Shortfall (cVaR) | -0.75% | -3.57% |
| Year | returns_benchmark | FULCRUM | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 22.27 | 9.34 | 0.42 | - |
| Metric | FULCRUM | returns_benchmark |
|---|---|---|
| MTD | 2.04% | 6.6% |
| 3M | 1.83% | 9.42% |
| 6M | 7.49% | 36.84% |
| YTD | 9.34% | 22.27% |
| 1Y | 9.34% | 22.27% |
| 3Y (ann.) | 13.58% | 33.19% |
| 5Y (ann.) | 13.58% | 33.19% |
| Metric | FULCRUM | returns_benchmark |
|---|---|---|
| Max Drawdown | -4.1% | -28.19% |
| Longest DD Days | 62.0 | 116.0 |
| Avg. Drawdown | -1.23% | -7.99% |
| Avg. Drawdown Days | 16.0 | 26.0 |
| Recovery Factor | 2.28 | 0.79 |
| Ulcer Index | 1.05 | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-27 | 2025-04-23 | -4.10 | 27 |
| 2025-07-15 | 2025-09-15 | -3.43 | 62 |
| 2025-01-23 | 2025-03-24 | -3.11 | 60 |
| 2025-01-07 | 2025-01-22 | -2.70 | 15 |
| 2025-05-03 | 2025-05-20 | -1.28 | 17 |
| 2025-06-11 | 2025-06-25 | -1.05 | 14 |
| 2025-07-04 | 2025-07-11 | -0.73 | 7 |
| 2025-05-23 | 2025-06-10 | -0.63 | 18 |
| 2025-07-01 | 2025-07-03 | -0.60 | 2 |
| 2025-04-24 | 2025-04-26 | -0.40 | 2 |
| Metric | FULCRUM | returns_benchmark |
|---|---|---|
| Best Day | 2.44% | 9.59% |
| Worst Day | -1.93% | -8.6% |
| Best Week | 4.92% | 12.13% |
| Worst Week | -2.05% | -12.35% |
| Best Month | 4.89% | 14.11% |
| Worst Month | -1.87% | -17.71% |
| Best Year | 9.34% | 22.27% |
| Worst Year | 9.34% | 22.27% |
| Avg. Up Day | 0.36% | 1.81% |
| Avg. Down Day | -0.26% | -1.61% |
| Avg. Up Week | 1.16% | 3.53% |
| Avg. Down Week | -0.88% | -3.53% |
| Avg. Up Month | 1.9% | 8.46% |
| Avg. Down Month | -1.71% | -12.09% |
| Win Days % | 50.62% | 50.79% |
| Win Month % | 77.78% | 66.67% |
| Win Week % | 52.63% | 60.53% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |