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

4 Sep, 2026 - 25 Sep, 2026

Key Performance Metrics

Metric	Strategy
Risk-Free Rate	0.0%
Time in Market	88.0%
Cumulative Return	-15.67%
CAGR﹪	-93.17%
Sharpe	-2.09
Prob. Sharpe Ratio	32.13%
Smart Sharpe	-1.13
Sortino	-3.31
Smart Sortino	-1.79
Sortino/√2	-2.34
Smart Sortino/√2	-1.26
Omega	0.66
Max Drawdown	%
Max DD Date
Max DD Period Start
Max DD Period End
Longest DD Days	-
Volatility (ann.)	104.39%
Calmar	-5.95
Skew	1.48
Kurtosis	3.54
Ulcer Performance Index	-1.49
Risk-Adjusted Return	-105.88%
Risk-Return Ratio	-0.13
Avg. Return	-0.99%
Avg. Win	6.81%
Avg. Loss	-4.11%
Win/Loss Ratio	1.66
Profit Ratio	1.84
Expected Daily	-1.06%
Expected Monthly	-15.67%
Expected Yearly	-15.67%
Kelly Criterion	-14.52%
Risk of Ruin	0.0%
Daily Value-at-Risk	-11.68%
Expected Shortfall (cVaR)	-11.68%
Max Consecutive Wins	1
Max Consecutive Losses	4
Gain/Pain Ratio	-0.34
Gain/Pain (1M)	-1.0
Payoff Ratio	1.66
Profit Factor	0.66
Common Sense Ratio	0.79
CPC Index	0.31
Tail Ratio	1.19
Outlier Win Ratio	3.57
Outlier Loss Ratio	2.5
MTD	-15.67%
3M	-15.67%
6M	-15.67%
YTD	-15.67%
1Y	-15.67%
3Y (ann.)	-93.17%
5Y (ann.)	-93.17%
10Y (ann.)	-93.17%
All-time (ann.)	-93.17%
Best Day	17.48%
Worst Day	-10.5%
Best Month	-15.67%
Worst Month	-15.67%
Best Year	-15.67%
Worst Year	-15.67%
Recovery Factor	0.88
Ulcer Index	0.1
Serenity Index	-0.49
Avg. Up Month	-
Avg. Down Month	-15.67%
Win Days	28.57%
Win Month	0.0%
Win Quarter	0.0%
Win Year	0.0%
Avg. Drawdown Days	-