TQSim SIM02 · 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	21.49%
CAGR﹪	355724.94%
Sharpe	8.15
Prob. Sharpe Ratio	91.56%
Smart Sharpe	5.25
Sortino	25.84
Smart Sortino	16.65
Sortino/√2	18.27
Smart Sortino/√2	11.77
Omega	4.48
Max Drawdown	-5.17%
Max DD Date	2026-09-11
Max DD Period Start	2026-09-11
Max DD Period End	2026-09-11
Longest DD Days	1
Volatility (ann.)	107.74%
Calmar	68754.55
Skew	0.27
Kurtosis	-1.52
Ulcer Performance Index	9.17
Risk-Adjusted Return	355724.94%
Risk-Return Ratio	0.51
Avg. Return	3.48%
Avg. Win	6.72%
Avg. Loss	-3.0%
Win/Loss Ratio	2.24
Profit Ratio	1.12
Expected Daily	3.3%
Expected Monthly	21.49%
Expected Yearly	21.49%
Kelly Criterion	51.79%
Risk of Ruin	0.0%
Daily Value-at-Risk	-7.68%
Expected Shortfall (cVaR)	-7.68%
Max Consecutive Wins	3
Max Consecutive Losses	1
Gain/Pain Ratio	3.48
Gain/Pain (1M)	-
Payoff Ratio	2.24
Profit Factor	4.48
Common Sense Ratio	12.77
CPC Index	6.7
Tail Ratio	2.85
Outlier Win Ratio	1.75
Outlier Loss Ratio	1.65
MTD	21.49%
3M	21.49%
6M	21.49%
YTD	21.49%
1Y	21.49%
3Y (ann.)	355724.94%
5Y (ann.)	355724.94%
10Y (ann.)	355724.94%
All-time (ann.)	355724.94%
Best Day	11.8%
Worst Day	-5.17%
Best Month	21.49%
Worst Month	21.49%
Best Year	21.49%
Worst Year	21.49%
Avg. Drawdown	-3.0%
Avg. Drawdown Days	1
Recovery Factor	4.04
Ulcer Index	0.02
Serenity Index	11.7
Avg. Up Month	21.49%
Avg. Down Month	-
Win Days	66.67%
Win Month	100.0%
Win Quarter	100.0%
Win Year	100.0%