TQSim SIM02 · 模拟盘绩效（非真实业绩） (Compounded)

4 Sep, 2026 - 2 Oct, 2026

Key Performance Metrics

Metric	Strategy
Risk-Free Rate	0.0%
Time in Market	86.0%
Cumulative Return	-13.76%
CAGR﹪	-83.07%
Sharpe	-0.45
Prob. Sharpe Ratio	44.92%
Smart Sharpe	-0.43
Sortino	-0.62
Smart Sortino	-0.59
Sortino/√2	-0.44
Smart Sortino/√2	-0.42
Omega	0.9
Max Drawdown	-45.19%
Max DD Date	2026-09-28
Max DD Period Start	2026-09-11
Max DD Period End	2026-10-02
Longest DD Days	22
Volatility (ann.)	147.42%
Calmar	-1.84
Skew	-0.64
Kurtosis	5.43
Ulcer Performance Index	-0.45
Risk-Adjusted Return	-96.6%
Risk-Return Ratio	-0.03
Avg. Return	-0.31%
Avg. Win	7.26%
Avg. Loss	-5.12%
Win/Loss Ratio	1.42
Profit Ratio	1.09
Expected Daily	-0.7%
Expected Monthly	-7.13%
Expected Yearly	-13.76%
Kelly Criterion	-4.23%
Risk of Ruin	0.0%
Daily Value-at-Risk	-15.54%
Expected Shortfall (cVaR)	-28.99%
Max Consecutive Wins	3
Max Consecutive Losses	7
Gain/Pain Ratio	-0.1
Gain/Pain (1M)	-1.0
Payoff Ratio	1.42
Profit Factor	0.9
Common Sense Ratio	1.73
CPC Index	0.5
Tail Ratio	1.92
Outlier Win Ratio	3.99
Outlier Loss Ratio	4.77
MTD	-0.38%
3M	-13.76%
6M	-13.76%
YTD	-13.76%
1Y	-13.76%
3Y (ann.)	-83.07%
5Y (ann.)	-83.07%
10Y (ann.)	-83.07%
All-time (ann.)	-83.07%
Best Day	22.37%
Worst Day	-28.99%
Best Month	-0.38%
Worst Month	-13.43%
Best Year	-13.76%
Worst Year	-13.76%
Avg. Drawdown	-23.01%
Avg. Drawdown Days	12
Recovery Factor	0.12
Ulcer Index	0.31
Serenity Index	-0.03
Avg. Up Month	-
Avg. Down Month	-6.91%
Win Days	38.89%
Win Month	0.0%
Win Quarter	0.0%
Win Year	0.0%