TQSim SIM01 · 模拟盘绩效（非真实业绩） (Compounded)

4 Sep, 2026 - 11 Sep, 2026

Key Performance Metrics

Metric	Strategy
Risk-Free Rate	0.0%
Time in Market	100.0%
Cumulative Return	4.05%
CAGR﹪	428.84%
Sharpe	1.72
Prob. Sharpe Ratio	59.31%
Smart Sharpe	1.47
Sortino	2.71
Smart Sortino	2.31
Sortino/√2	1.92
Smart Sortino/√2	1.63
Omega	1.36
Max Drawdown	-15.75%
Max DD Date	2026-09-09
Max DD Period Start	2026-09-09
Max DD Period End	2026-09-10
Longest DD Days	4
Volatility (ann.)	162.46%
Calmar	27.22
Skew	-0.55
Kurtosis	1.44
Ulcer Performance Index	0.46
Risk-Adjusted Return	428.84%
Risk-Return Ratio	0.11
Avg. Return	1.11%
Avg. Win	8.3%
Avg. Loss	-6.08%
Win/Loss Ratio	1.36
Profit Ratio	1.36
Expected Daily	0.66%
Expected Monthly	4.05%
Expected Yearly	4.05%
Kelly Criterion	13.37%
Risk of Ruin	0.0%
Daily Value-at-Risk	-15.72%
Expected Shortfall (cVaR)	-15.75%
Max Consecutive Wins	2
Max Consecutive Losses	2
Gain/Pain Ratio	0.36
Gain/Pain (1M)	-
Payoff Ratio	1.36
Profit Factor	1.36
Common Sense Ratio	1.4
CPC Index	0.93
Tail Ratio	1.02
Outlier Win Ratio	1.77
Outlier Loss Ratio	2.48
MTD	4.05%
3M	4.05%
6M	4.05%
YTD	4.05%
1Y	4.05%
3Y (ann.)	428.84%
5Y (ann.)	428.84%
10Y (ann.)	428.84%
All-time (ann.)	428.84%
Best Day	15.17%
Worst Day	-15.75%
Best Month	4.05%
Worst Month	4.05%
Best Year	4.05%
Worst Year	4.05%
Avg. Drawdown	-9.12%
Avg. Drawdown Days	3
Recovery Factor	0.42
Ulcer Index	0.09
Serenity Index	0.48
Avg. Up Month	4.05%
Avg. Down Month	-
Win Days	50.0%
Win Month	100.0%
Win Quarter	100.0%
Win Year	100.0%