TQSim SIM03 · 模拟盘绩效（非真实业绩） (Compounded)

4 Sep, 2026 - 18 Sep, 2026

Key Performance Metrics

Metric	Strategy
Risk-Free Rate	0.0%
Time in Market	91.0%
Cumulative Return	-8.5%
CAGR﹪	-86.95%
Sharpe	-1.06
Prob. Sharpe Ratio	41.97%
Smart Sharpe	-0.57
Sortino	-1.77
Smart Sortino	-0.95
Sortino/√2	-1.25
Smart Sortino/√2	-0.67
Omega	0.82
Max Drawdown	%
Max DD Date
Max DD Period Start
Max DD Period End
Longest DD Days	-
Volatility (ann.)	126.12%
Calmar	-5.83
Skew	1.2
Kurtosis	1.76
Ulcer Performance Index	-1.02
Risk-Adjusted Return	-95.55%
Risk-Return Ratio	-0.07
Avg. Return	-0.58%
Avg. Win	6.81%
Avg. Loss	-5.51%
Win/Loss Ratio	1.24
Profit Ratio	1.19
Expected Daily	-0.8%
Expected Monthly	-8.5%
Expected Yearly	-8.5%
Kelly Criterion	-8.55%
Risk of Ruin	0.0%
Daily Value-at-Risk	-13.6%
Expected Shortfall (cVaR)	-13.6%
Max Consecutive Wins	1
Max Consecutive Losses	2
Gain/Pain Ratio	-0.18
Gain/Pain (1M)	-1.0
Payoff Ratio	1.24
Profit Factor	0.82
Common Sense Ratio	1.12
CPC Index	0.41
Tail Ratio	1.36
Outlier Win Ratio	3.05
Outlier Loss Ratio	1.88
MTD	-8.5%
3M	-8.5%
6M	-8.5%
YTD	-8.5%
1Y	-8.5%
3Y (ann.)	-86.95%
5Y (ann.)	-86.95%
10Y (ann.)	-86.95%
All-time (ann.)	-86.95%
Best Day	17.48%
Worst Day	-10.5%
Best Month	-8.5%
Worst Month	-8.5%
Best Year	-8.5%
Worst Year	-8.5%
Recovery Factor	0.39
Ulcer Index	0.08
Serenity Index	-0.37
Avg. Up Month	-
Avg. Down Month	-8.5%
Win Days	40.0%
Win Month	0.0%
Win Quarter	0.0%
Win Year	0.0%
Avg. Drawdown Days	-