| Metric | FULCRUM | returns_benchmark |
|---|---|---|
| Time in Market | 54.0% | 100.0% |
| Cumulative Return | -10.4% | -7.21% |
| Max Drawdown | -39.66% | -44.15% |
| Sharpe | 0.01 | 0.31 |
| Sortino | 0.01 | 0.47 |
| Payoff Ratio | 1.28 | 1.22 |
| Profit Factor | 1.0 | 1.05 |
| Common Sense Ratio | 1.12 | 1.03 |
| CPC Index | 0.54 | 0.62 |
| Tail Ratio | 1.12 | 0.98 |
| Outlier Win Ratio | 9.39 | 3.23 |
| Outlier Loss Ratio | 3.63 | 3.09 |
| Volatility (ann.) | 62.53% | 92.52% |
| R^2 | 0.46 | 0.46 |
| Calmar | -0.31 | -0.19 |
| Skew | -0.07 | 0.53 |
| Kurtosis | 6.26 | 3.62 |
| Expected Daily % | -0.05% | -0.04% |
| Expected Monthly % | -0.99% | -0.68% |
| Expected Yearly % | -10.4% | -7.21% |
| Kelly Criterion | -3.2% | 6.38% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.38% | -7.89% |
| Expected Shortfall (cVaR) | -5.38% | -7.89% |
| Year | returns_benchmark | FULCRUM | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -7.21 | -10.40 | 1.44 | - |
| Metric | FULCRUM | returns_benchmark |
|---|---|---|
| MTD | 0.0% | -0.3% |
| 3M | -14.48% | -26.7% |
| 6M | -13.58% | -31.85% |
| YTD | -10.4% | -7.21% |
| 1Y | -10.4% | -7.21% |
| 3Y (ann.) | -12.31% | -8.57% |
| 5Y (ann.) | -12.31% | -8.57% |
| Metric | FULCRUM | returns_benchmark |
|---|---|---|
| Max Drawdown | -39.66% | -44.15% |
| Longest DD Days | 286.0 | 109.0 |
| Avg. Drawdown | -19.92% | -19.31% |
| Avg. Drawdown Days | 144.0 | 48.0 |
| Recovery Factor | -0.26 | -0.16 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-21 | 2025-11-03 | -39.66 | 286 |
| 2025-01-13 | 2025-01-14 | -0.18 | 1 |
| Metric | FULCRUM | returns_benchmark |
|---|---|---|
| Best Day | 13.0% | 24.76% |
| Worst Day | -16.68% | -16.68% |
| Best Week | 20.52% | 20.92% |
| Worst Week | -14.77% | -14.77% |
| Best Month | 33.56% | 31.87% |
| Worst Month | -23.7% | -23.7% |
| Best Year | -10.4% | -7.21% |
| Worst Year | -10.4% | -7.21% |
| Avg. Up Day | 3.83% | 3.84% |
| Avg. Down Day | -2.98% | -3.15% |
| Avg. Up Week | 6.81% | 7.7% |
| Avg. Down Week | -6.34% | -7.52% |
| Avg. Up Month | 17.65% | 14.21% |
| Avg. Down Month | -13.5% | -14.71% |
| Win Days % | 41.96% | 48.57% |
| Win Month % | 57.14% | 36.36% |
| Win Week % | 46.15% | 46.67% |
| Win Quarter % | 66.67% | 25.0% |
| Win Year % | 0.0% | 0.0% |