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

4 Sep, 2026 - 9 Oct, 2026

Key Performance Metrics

Metric	Strategy
Risk-Free Rate	0.0%
Time in Market	70.0%
Cumulative Return	7.5%
CAGR﹪	101.55%
Sharpe	1.14
Prob. Sharpe Ratio	64.46%
Smart Sharpe	0.84
Sortino	2.01
Smart Sortino	1.48
Sortino/√2	1.42
Smart Sortino/√2	1.05
Omega	1.27
Max Drawdown	-19.01%
Max DD Date	2026-09-23
Max DD Period Start	2026-09-17
Max DD Period End	2026-10-07
Longest DD Days	21
Volatility (ann.)	124.58%
Calmar	5.34
Skew	0.87
Kurtosis	2.43
Ulcer Performance Index	0.72
Risk-Adjusted Return	145.07%
Risk-Return Ratio	0.07
Avg. Return	0.81%
Avg. Win	8.54%
Avg. Loss	-5.37%
Win/Loss Ratio	1.59
Profit Ratio	0.5
Expected Daily	0.28%
Expected Monthly	3.68%
Expected Yearly	7.5%
Kelly Criterion	9.54%
Risk of Ruin	0.0%
Daily Value-at-Risk	-12.34%
Expected Shortfall (cVaR)	-15.75%
Max Consecutive Wins	2
Max Consecutive Losses	3
Gain/Pain Ratio	0.27
Gain/Pain (1M)	-
Payoff Ratio	1.59
Profit Factor	1.27
Common Sense Ratio	1.71
CPC Index	0.9
Tail Ratio	1.35
Outlier Win Ratio	4.9
Outlier Loss Ratio	2.77
MTD	1.22%
3M	7.5%
6M	7.5%
YTD	7.5%
1Y	7.5%
3Y (ann.)	101.55%
5Y (ann.)	101.55%
10Y (ann.)	101.55%
All-time (ann.)	101.55%
Best Day	22.84%
Worst Day	-15.75%
Best Month	6.2%
Worst Month	1.22%
Best Year	7.5%
Worst Year	7.5%
Avg. Drawdown	-9.63%
Avg. Drawdown Days	6
Recovery Factor	0.77
Ulcer Index	0.1
Serenity Index	0.57
Avg. Up Month	3.71%
Avg. Down Month	-
Win Days	44.44%
Win Month	100.0%
Win Quarter	100.0%
Win Year	100.0%