| Metric | FULCRUM | returns_benchmark |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 79.73% | 70.22% |
| Max Drawdown | -14.4% | -29.54% |
| Sharpe | 0.99 | 0.53 |
| Sortino | 1.54 | 0.78 |
| Payoff Ratio | 1.18 | 1.13 |
| Profit Factor | 1.33 | 1.09 |
| Common Sense Ratio | 2.08 | 1.01 |
| CPC Index | 0.81 | 0.64 |
| Tail Ratio | 1.57 | 0.93 |
| Outlier Win Ratio | 19.27 | 3.53 |
| Outlier Loss Ratio | 4.0 | 3.47 |
| Volatility (ann.) | 11.42% | 23.22% |
| R^2 | 0.24 | 0.24 |
| Calmar | 3.72 | 1.61 |
| Skew | 0.57 | 0.2 |
| Kurtosis | 16.97 | 7.78 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.51% | 3.18% |
| Expected Yearly % | 34.06% | 30.47% |
| Kelly Criterion | 10.95% | 9.66% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.95% | -1.97% |
| Expected Shortfall (cVaR) | -0.95% | -1.97% |
| Year | returns_benchmark | FULCRUM | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 37.93 | 15.71 | 0.41 | - |
| 2025 | 23.40 | 55.33 | 2.36 | + |
| Metric | FULCRUM | returns_benchmark |
|---|---|---|
| MTD | 6.41% | 0.96% |
| 3M | 6.13% | -3.36% |
| 6M | 20.69% | 37.6% |
| YTD | 55.33% | 23.4% |
| 1Y | 66.75% | 82.32% |
| 3Y (ann.) | 53.55% | 47.56% |
| 5Y (ann.) | 53.55% | 47.56% |
| Metric | FULCRUM | returns_benchmark |
|---|---|---|
| Max Drawdown | -14.4% | -29.54% |
| Longest DD Days | 66.0 | 144.0 |
| Avg. Drawdown | -2.45% | -5.41% |
| Avg. Drawdown Days | 10.0 | 16.0 |
| Recovery Factor | 5.54 | 2.38 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-08-08 | -14.40 | 63 |
| 2024-12-05 | 2024-12-15 | -7.97 | 10 |
| 2024-08-09 | 2024-10-14 | -7.76 | 66 |
| 2025-02-01 | 2025-02-03 | -6.47 | 2 |
| 2025-06-20 | 2025-06-24 | -6.12 | 4 |
| 2025-07-28 | 2025-09-03 | -5.83 | 37 |
| 2024-12-21 | 2024-12-24 | -5.45 | 3 |
| 2024-12-24 | 2025-01-03 | -4.69 | 9 |
| 2025-02-04 | 2025-02-28 | -4.56 | 24 |
| 2025-03-13 | 2025-03-14 | -4.38 | 1 |
| Metric | FULCRUM | returns_benchmark |
|---|---|---|
| Best Day | 4.79% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 9.98% | 18.93% |
| Worst Week | -5.9% | -12.33% |
| Best Month | 10.08% | 37.43% |
| Worst Month | -8.47% | -17.69% |
| Best Year | 55.33% | 37.93% |
| Worst Year | 15.71% | 23.4% |
| Avg. Up Day | 0.86% | 0.87% |
| Avg. Down Day | -0.73% | -0.77% |
| Avg. Up Week | 3.34% | 3.94% |
| Avg. Down Week | -2.74% | -4.42% |
| Avg. Up Month | 5.15% | 7.23% |
| Avg. Down Month | -8.47% | -7.38% |
| Win Days % | 51.86% | 51.99% |
| Win Month % | 87.5% | 64.71% |
| Win Week % | 65.0% | 56.16% |
| Win Quarter % | 71.43% | 71.43% |
| Win Year % | 100.0% | 100.0% |