| Metric | FULCRUM10.10 | returns_benchmark |
|---|---|---|
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | -1.68% | -15.0% |
| Max Drawdown | -3.39% | -20.48% |
| Sharpe | -2.3 | -4.35 |
| Sortino | -2.89 | -4.68 |
| Payoff Ratio | 1.19 | 0.8 |
| Profit Factor | 0.7 | 0.47 |
| Common Sense Ratio | 0.63 | 0.15 |
| CPC Index | 0.3 | 0.15 |
| Tail Ratio | 0.9 | 0.32 |
| Outlier Win Ratio | 5.27 | 1.6 |
| Outlier Loss Ratio | 14.91 | 2.71 |
| Volatility (ann.) | 7.36% | 36.28% |
| R^2 | 0.72 | 0.72 |
| Calmar | -15.9 | -4.88 |
| Skew | -0.83 | -1.7 |
| Kurtosis | 4.29 | 3.55 |
| Expected Daily % | -0.05% | -0.45% |
| Expected Monthly % | -1.68% | -15.0% |
| Expected Yearly % | -1.68% | -15.0% |
| Kelly Criterion | -17.63% | -37.92% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.68% | -3.56% |
| Expected Shortfall (cVaR) | -0.68% | -3.56% |
| Year | returns_benchmark | FULCRUM10.10 | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -15.00 | -1.68 | 0.11 | + |
| Metric | FULCRUM10.10 | returns_benchmark |
|---|---|---|
| MTD | -1.68% | -15.0% |
| 3M | -1.68% | -15.0% |
| 6M | -1.68% | -15.0% |
| YTD | -1.68% | -15.0% |
| 1Y | -1.68% | -15.0% |
| 3Y (ann.) | -53.88% | -99.94% |
| 5Y (ann.) | -53.88% | -99.94% |
| Metric | FULCRUM10.10 | returns_benchmark |
|---|---|---|
| Max Drawdown | -3.39% | -20.48% |
| Longest DD Days | 4.0 | 4.0 |
| Avg. Drawdown | -0.92% | -4.65% |
| Avg. Drawdown Days | 1.0 | 1.0 |
| Recovery Factor | -0.5 | -0.73 |
| Ulcer Index | 1.35 | 1.56 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-10-07 | 2025-10-12 | -3.39 | 4 |
| 2025-10-05 | 2025-10-06 | -0.56 | 1 |
| 2025-10-04 | 2025-10-05 | -0.51 | 1 |
| 2025-10-06 | 2025-10-07 | -0.10 | 0 |
| 2025-10-03 | 2025-10-03 | -0.05 | 0 |
| Metric | FULCRUM10.10 | returns_benchmark |
|---|---|---|
| Best Day | 0.8% | 2.72% |
| Worst Day | -1.43% | -6.31% |
| Best Week | 0.31% | 0.81% |
| Worst Week | -1.86% | -15.08% |
| Best Month | -1.68% | -15.0% |
| Worst Month | -1.68% | -15.0% |
| Best Year | -1.68% | -15.0% |
| Worst Year | -1.68% | -15.0% |
| Avg. Up Day | 0.3% | 1.07% |
| Avg. Down Day | -0.25% | -1.34% |
| Avg. Up Week | 0.31% | 0.81% |
| Avg. Down Week | -0.99% | -7.9% |
| Avg. Up Month | NaN% | NaN% |
| Avg. Down Month | -1.68% | -15.0% |
| Win Days % | 36.11% | 38.89% |
| Win Month % | 0.0% | 0.0% |
| Win Week % | 33.33% | 33.33% |
| Win Quarter % | 0.0% | 0.0% |
| Win Year % | 0.0% | 0.0% |