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

4 Sep, 2026 - 18 Sep, 2026

Key Performance Metrics

Metric	Strategy
Risk-Free Rate	0.0%
Time in Market	91.0%
Cumulative Return	-2.12%
CAGR﹪	-38.73%
Sharpe	0.39
Prob. Sharpe Ratio	53.13%
Smart Sharpe	0.27
Sortino	0.59
Smart Sortino	0.4
Sortino/√2	0.42
Smart Sortino/√2	0.28
Omega	1.07
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.)	155.24%
Calmar	-2.46
Skew	-0.02
Kurtosis	-0.44
Ulcer Performance Index	-0.25
Risk-Adjusted Return	-42.56%
Risk-Return Ratio	0.02
Avg. Return	0.27%
Avg. Win	8.22%
Avg. Loss	-7.68%
Win/Loss Ratio	1.07
Profit Ratio	0.74
Expected Daily	-0.19%
Expected Monthly	-2.12%
Expected Yearly	-2.12%
Kelly Criterion	3.26%
Risk of Ruin	0.0%
Daily Value-at-Risk	-15.84%
Expected Shortfall (cVaR)	-15.84%
Max Consecutive Wins	2
Max Consecutive Losses	2
Gain/Pain Ratio	0.07
Gain/Pain (1M)	-
Payoff Ratio	1.07
Profit Factor	1.07
Common Sense Ratio	1.14
CPC Index	0.57
Tail Ratio	1.06
Outlier Win Ratio	2.21
Outlier Loss Ratio	2.0
MTD	-2.12%
3M	-2.12%
6M	-2.12%
YTD	-2.12%
1Y	-2.12%
3Y (ann.)	-38.73%
5Y (ann.)	-38.73%
10Y (ann.)	-38.73%
All-time (ann.)	-38.73%
Best Day	15.17%
Worst Day	-15.75%
Best Month	-2.12%
Worst Month	-2.12%
Best Year	-2.12%
Worst Year	-2.12%
Avg. Drawdown	-9.6%
Avg. Drawdown Days	2
Recovery Factor	0.17
Ulcer Index	0.08
Serenity Index	0.2
Avg. Up Month	-
Avg. Down Month	-2.12%
Win Days	50.0%
Win Month	0.0%
Win Quarter	0.0%
Win Year	0.0%