| Metric | FULCRUM10.10 | MSTR |
|---|---|---|
| Time in Market | 100.0% | 13.0% |
| Cumulative Return | -1.67% | -4.84% |
| Max Drawdown | -1.33% | -4.84% |
| Sharpe | -15.55 | -6.75 |
| Sortino | -12.8 | -6.75 |
| Payoff Ratio | NaN | NaN |
| Profit Factor | 0.1 | 0.0 |
| Common Sense Ratio | 0.02 | 0.0 |
| CPC Index | NaN | NaN |
| Tail Ratio | 0.21 | 0.0 |
| Outlier Win Ratio | 0.46 | inf |
| Outlier Loss Ratio | 9.53 | 0.52 |
| Volatility (ann.) | 4.93% | 32.69% |
| R^2 | 0.1 | 0.1 |
| Calmar | -74.77 | -20.66 |
| Skew | -0.05 | -2.83 |
| Kurtosis | -0.99 | 8.0 |
| Expected Daily % | -0.21% | -0.62% |
| Expected Monthly % | -1.67% | -4.84% |
| Expected Yearly % | -1.67% | -4.84% |
| Kelly Criterion | NaN% | NaN% |
| Risk of Ruin | 0.13% | 1.0% |
| Daily Value-at-Risk | -0.63% | -3.42% |
| Expected Shortfall (cVaR) | -0.63% | -3.42% |
| Year | MSTR | FULCRUM10.10 | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -4.84 | -1.67 | 0.35 | + |
| Metric | FULCRUM10.10 | MSTR |
|---|---|---|
| MTD | -1.67% | -4.84% |
| 3M | -1.67% | -4.84% |
| 6M | -1.67% | -4.84% |
| YTD | -1.67% | -4.84% |
| 1Y | -1.67% | -4.84% |
| 3Y (ann.) | -99.79% | -100.0% |
| 5Y (ann.) | -99.79% | -100.0% |
| Metric | FULCRUM10.10 | MSTR |
|---|---|---|
| Max Drawdown | -1.33% | -4.84% |
| Longest DD Days | 1.0 | 1.0 |
| Avg. Drawdown | -1.33% | -4.84% |
| Avg. Drawdown Days | 1.0 | 1.0 |
| Recovery Factor | -1.25 | -1.0 |
| Ulcer Index | 2.31 | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-10-09 | 2025-10-11 | -1.33 | 1 |
| Metric | FULCRUM10.10 | MSTR |
|---|---|---|
| Best Day | 0.18% | 0.0% |
| Worst Day | -0.57% | -4.84% |
| Best Week | -0.08% | 0.0% |
| Worst Week | -1.59% | -4.84% |
| Best Month | -1.67% | -4.84% |
| Worst Month | -1.67% | -4.84% |
| Best Year | -1.67% | -4.84% |
| Worst Year | -1.67% | -4.84% |
| Avg. Up Day | NaN% | NaN% |
| Avg. Down Day | -0.01% | -4.84% |
| Avg. Up Week | NaN% | NaN% |
| Avg. Down Week | -1.59% | -4.84% |
| Avg. Up Month | NaN% | NaN% |
| Avg. Down Month | -1.67% | -4.84% |
| Win Days % | 12.5% | 0.0% |
| Win Month % | 0.0% | 0.0% |
| Win Week % | 0.0% | 0.0% |
| Win Quarter % | 0.0% | 0.0% |
| Win Year % | 0.0% | 0.0% |