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

4 Sep, 2026 - 25 Sep, 2026

Key Performance Metrics

Metric	Strategy
Risk-Free Rate	0.0%
Time in Market	88.0%
Cumulative Return	-11.07%
CAGR﹪	-84.25%
Sharpe	-0.82
Prob. Sharpe Ratio	42.08%
Smart Sharpe	-0.56
Sortino	-1.2
Smart Sortino	-0.82
Sortino/√2	-0.85
Smart Sortino/√2	-0.58
Omega	0.86
Max Drawdown	-19.01%
Max DD Date	2026-09-23
Max DD Period Start	2026-09-17
Max DD Period End	2026-09-25
Longest DD Days	9
Volatility (ann.)	128.87%
Calmar	-4.43
Skew	0.24
Kurtosis	0.62
Ulcer Performance Index	-0.89
Risk-Adjusted Return	-95.74%
Risk-Return Ratio	-0.05
Avg. Return	-0.48%
Avg. Win	6.87%
Avg. Loss	-5.99%
Win/Loss Ratio	1.15
Profit Ratio	0.86
Expected Daily	-0.73%
Expected Monthly	-11.07%
Expected Yearly	-11.07%
Kelly Criterion	-7.01%
Risk of Ruin	0.0%
Daily Value-at-Risk	-13.77%
Expected Shortfall (cVaR)	-15.75%
Max Consecutive Wins	2
Max Consecutive Losses	3
Gain/Pain Ratio	-0.14
Gain/Pain (1M)	-1.0
Payoff Ratio	1.15
Profit Factor	0.86
Common Sense Ratio	0.96
CPC Index	0.42
Tail Ratio	1.12
Outlier Win Ratio	2.93
Outlier Loss Ratio	2.54
MTD	-11.07%
3M	-11.07%
6M	-11.07%
YTD	-11.07%
1Y	-11.07%
3Y (ann.)	-84.25%
5Y (ann.)	-84.25%
10Y (ann.)	-84.25%
All-time (ann.)	-84.25%
Best Day	15.17%
Worst Day	-15.75%
Best Month	-11.07%
Worst Month	-11.07%
Best Year	-11.07%
Worst Year	-11.07%
Avg. Drawdown	-11.3%
Avg. Drawdown Days	4
Recovery Factor	0.35
Ulcer Index	0.12
Serenity Index	-0.2
Avg. Up Month	-
Avg. Down Month	-11.07%
Win Days	42.86%
Win Month	0.0%
Win Quarter	0.0%
Win Year	0.0%