| Metric | FULCRUM | Actual_returns |
|---|---|---|
| Time in Market | 100.0% | 94.0% |
| Cumulative Return | 69.04% | 95.91% |
| Max Drawdown | -28.19% | -7.63% |
| Sharpe | 0.97 | 2.96 |
| Sortino | 1.49 | 6.33 |
| Payoff Ratio | 1.14 | 1.89 |
| Profit Factor | 1.16 | 1.85 |
| Common Sense Ratio | 1.32 | 3.32 |
| CPC Index | 0.67 | 1.78 |
| Tail Ratio | 1.14 | 1.79 |
| Outlier Win Ratio | 3.26 | 11.83 |
| Outlier Loss Ratio | 2.21 | 11.47 |
| Volatility (ann.) | 47.91% | 15.49% |
| R^2 | 0.05 | 0.05 |
| Calmar | 1.49 | 7.4 |
| Skew | 0.33 | 2.25 |
| Kurtosis | 3.66 | 13.31 |
| Expected Daily % | 0.1% | 0.12% |
| Expected Monthly % | 2.8% | 3.6% |
| Expected Yearly % | 30.02% | 39.97% |
| Kelly Criterion | 7.26% | 24.7% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.0% | -1.21% |
| Expected Shortfall (cVaR) | -4.0% | -1.21% |
| Year | Actual_returns | FULCRUM | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 41.49 | 48.30 | 1.16 | + |
| 2025 | 38.46 | 13.98 | 0.36 | - |
| Metric | FULCRUM | Actual_returns |
|---|---|---|
| MTD | 1.36% | 0.01% |
| 3M | -6.02% | 21.35% |
| 6M | 9.79% | 30.32% |
| YTD | 13.98% | 38.46% |
| 1Y | 53.16% | 71.54% |
| 3Y (ann.) | 41.86% | 56.51% |
| 5Y (ann.) | 41.86% | 56.51% |
| Metric | FULCRUM | Actual_returns |
|---|---|---|
| Max Drawdown | -28.19% | -7.63% |
| Longest DD Days | 161.0 | 67.0 |
| Avg. Drawdown | -6.82% | -1.28% |
| Avg. Drawdown Days | 23.0 | 10.0 |
| Recovery Factor | 2.45 | 12.56 |
| Ulcer Index | 1.03 | 0.98 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-22 | 2025-05-18 | -28.19 | 116 |
| 2024-05-21 | 2024-10-29 | -24.50 | 161 |
| 2025-10-08 | 2025-11-02 | -19.52 | 25 |
| 2024-12-18 | 2025-01-21 | -12.83 | 34 |
| 2025-08-14 | 2025-10-05 | -12.24 | 52 |
| 2025-05-23 | 2025-07-10 | -9.59 | 48 |
| 2024-11-23 | 2024-12-06 | -7.16 | 13 |
| 2024-10-30 | 2024-11-06 | -6.76 | 7 |
| 2025-07-23 | 2025-08-12 | -6.24 | 20 |
| 2024-05-06 | 2024-05-15 | -5.11 | 9 |
| Metric | FULCRUM | Actual_returns |
|---|---|---|
| Best Day | 11.89% | 5.49% |
| Worst Day | -13.18% | -3.63% |
| Best Week | 18.92% | 11.04% |
| Worst Week | -12.35% | -2.04% |
| Best Month | 37.42% | 22.34% |
| Worst Month | -17.71% | -1.97% |
| Best Year | 48.3% | 41.49% |
| Worst Year | 13.98% | 38.46% |
| Avg. Up Day | 2.15% | 0.55% |
| Avg. Down Day | -1.89% | -0.29% |
| Avg. Up Week | 5.09% | 2.4% |
| Avg. Down Week | -4.23% | -0.73% |
| Avg. Up Month | 9.85% | 4.36% |
| Avg. Down Month | -12.42% | -1.61% |
| Win Days % | 50.64% | 50.78% |
| Win Month % | 63.16% | 89.47% |
| Win Week % | 55.0% | 59.49% |
| Win Quarter % | 57.14% | 85.71% |
| Win Year % | 100.0% | 100.0% |