TQSim SIM03 · 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	-10.63%
CAGR﹪	-99.11%
Sharpe	-4.12
Prob. Sharpe Ratio	29.33%
Smart Sharpe	-1.84
Sortino	-5.39
Smart Sortino	-2.41
Sortino/√2	-3.81
Smart Sortino/√2	-1.7
Omega	0.48
Max Drawdown	%
Max DD Date
Max DD Period Start
Max DD Period End
Longest DD Days	-
Volatility (ann.)	102.79%
Calmar	-9.33
Skew	0.51
Kurtosis	1.28
Ulcer Performance Index	-1.64
Risk-Adjusted Return	-99.11%
Risk-Return Ratio	-0.26
Avg. Return	-1.68%
Avg. Win	4.64%
Avg. Loss	-4.84%
Win/Loss Ratio	0.96
Profit Ratio	1.92
Expected Daily	-1.85%
Expected Monthly	-10.63%
Expected Yearly	-10.63%
Kelly Criterion	-36.17%
Risk of Ruin	0.02%
Daily Value-at-Risk	-12.33%
Expected Shortfall (cVaR)	-12.33%
Max Consecutive Wins	1
Max Consecutive Losses	2
Gain/Pain Ratio	-0.52
Gain/Pain (1M)	-1.0
Payoff Ratio	0.96
Profit Factor	0.48
Common Sense Ratio	0.35
CPC Index	0.15
Tail Ratio	0.74
Outlier Win Ratio	1.83
Outlier Loss Ratio	2.12
MTD	-10.63%
3M	-10.63%
6M	-10.63%
YTD	-10.63%
1Y	-10.63%
3Y (ann.)	-99.11%
5Y (ann.)	-99.11%
10Y (ann.)	-99.11%
All-time (ann.)	-99.11%
Best Day	8.93%
Worst Day	-10.5%
Best Month	-10.63%
Worst Month	-10.63%
Best Year	-10.63%
Worst Year	-10.63%
Recovery Factor	0.95
Ulcer Index	0.06
Serenity Index	-0.9
Avg. Up Month	-
Avg. Down Month	-10.63%
Win Days	33.33%
Win Month	0.0%
Win Quarter	0.0%
Win Year	0.0%
Avg. Drawdown Days	-