| Metric | FULCRUM | btcusd_returns |
|---|---|---|
| Time in Market | 94.0% | 100.0% |
| Cumulative Return | 90.09% | 74.31% |
| Max Drawdown | -7.63% | -28.19% |
| Sharpe | 3.04 | 1.09 |
| Sortino | 6.56 | 1.73 |
| Payoff Ratio | 1.97 | 1.16 |
| Profit Factor | 1.9 | 1.18 |
| Common Sense Ratio | 3.43 | 1.34 |
| CPC Index | 1.9 | 0.69 |
| Tail Ratio | 1.81 | 1.14 |
| Outlier Win Ratio | 11.81 | 3.3 |
| Outlier Loss Ratio | 11.01 | 2.15 |
| Volatility (ann.) | 15.45% | 45.81% |
| R^2 | 0.02 | 0.02 |
| Calmar | 7.63 | 1.73 |
| Skew | 2.32 | 0.61 |
| Kurtosis | 14.14 | 2.96 |
| Expected Daily % | 0.13% | 0.11% |
| Expected Monthly % | 3.85% | 3.32% |
| Expected Yearly % | 37.87% | 32.03% |
| Kelly Criterion | 25.98% | 8.36% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.2% | -3.81% |
| Expected Shortfall (cVaR) | -1.2% | -3.81% |
| Year | btcusd_returns | FULCRUM | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.30 | 41.49 | 0.86 | - |
| 2025 | 17.54 | 34.34 | 1.96 | + |
| Metric | FULCRUM | btcusd_returns |
|---|---|---|
| MTD | 1.14% | 1.36% |
| 3M | 21.12% | 2.17% |
| 6M | 30.91% | 26.29% |
| YTD | 34.34% | 17.54% |
| 1Y | 70.04% | 73.79% |
| 3Y (ann.) | 58.22% | 48.72% |
| 5Y (ann.) | 58.22% | 48.72% |
| Metric | FULCRUM | btcusd_returns |
|---|---|---|
| Max Drawdown | -7.63% | -28.19% |
| Longest DD Days | 67.0 | 161.0 |
| Avg. Drawdown | -1.22% | -6.48% |
| Avg. Drawdown Days | 10.0 | 24.0 |
| Recovery Factor | 11.8 | 2.64 |
| Ulcer Index | 0.98 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-06-12 | 2025-07-03 | -7.63 | 21 |
| 2025-06-05 | 2025-06-10 | -3.98 | 5 |
| 2024-05-22 | 2024-07-17 | -3.86 | 56 |
| 2025-03-27 | 2025-04-23 | -3.60 | 27 |
| 2025-08-15 | 2025-09-13 | -3.29 | 29 |
| 2024-08-26 | 2024-09-18 | -3.10 | 23 |
| 2025-01-07 | 2025-03-15 | -3.03 | 67 |
| 2024-07-23 | 2024-08-07 | -2.30 | 15 |
| 2025-09-14 | 2025-09-26 | -1.79 | 12 |
| 2025-07-04 | 2025-07-14 | -1.41 | 10 |
| Metric | FULCRUM | btcusd_returns |
|---|---|---|
| Best Day | 5.49% | 11.89% |
| Worst Day | -3.63% | -8.6% |
| Best Week | 11.04% | 18.92% |
| Worst Week | -2.04% | -12.35% |
| Best Month | 22.34% | 37.42% |
| Worst Month | -1.97% | -17.71% |
| Best Year | 41.49% | 48.3% |
| Worst Year | 34.34% | 17.54% |
| Avg. Up Day | 0.53% | 2.06% |
| Avg. Down Day | -0.27% | -1.78% |
| Avg. Up Week | 2.49% | 5.11% |
| Avg. Down Week | -0.74% | -4.02% |
| Avg. Up Month | 4.74% | 10.24% |
| Avg. Down Month | -1.61% | -12.42% |
| Win Days % | 50.94% | 50.79% |
| Win Month % | 88.24% | 64.71% |
| Win Week % | 58.9% | 55.41% |
| Win Quarter % | 83.33% | 66.67% |
| Win Year % | 100.0% | 100.0% |