TQSim SIM03 · 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	81.0%
Cumulative Return	-2.12%
CAGR﹪	-22.68%
Sharpe	0.23
Prob. Sharpe Ratio	52.59%
Smart Sharpe	0.15
Sortino	0.42
Smart Sortino	0.28
Sortino/√2	0.29
Smart Sortino/√2	0.2
Omega	1.05
Max Drawdown	%
Max DD Date
Max DD Period Start
Max DD Period End
Longest DD Days	-
Volatility (ann.)	104.29%
Calmar	-1.45
Skew	1.24
Kurtosis	2.18
Ulcer Performance Index	-0.22
Risk-Adjusted Return	-28.0%
Risk-Return Ratio	0.01
Avg. Return	0.12%
Avg. Win	7.23%
Avg. Loss	-3.77%
Win/Loss Ratio	1.92
Profit Ratio	1.27
Expected Daily	-0.1%
Expected Monthly	-1.07%
Expected Yearly	-2.12%
Kelly Criterion	1.62%
Risk of Ruin	0.0%
Daily Value-at-Risk	-10.71%
Expected Shortfall (cVaR)	-10.71%
Max Consecutive Wins	2
Max Consecutive Losses	4
Gain/Pain Ratio	0.05
Gain/Pain (1M)	-
Payoff Ratio	1.92
Profit Factor	1.05
Common Sense Ratio	1.66
CPC Index	0.71
Tail Ratio	1.58
Outlier Win Ratio	3.87
Outlier Loss Ratio	2.7
MTD	0.0%
3M	-2.12%
6M	-2.12%
YTD	-2.12%
1Y	-2.12%
3Y (ann.)	-22.68%
5Y (ann.)	-22.68%
10Y (ann.)	-22.68%
All-time (ann.)	-22.68%
Best Day	17.48%
Worst Day	-10.5%
Best Month	0.0%
Worst Month	-2.12%
Best Year	-2.12%
Worst Year	-2.12%
Recovery Factor	0.13
Ulcer Index	0.1
Serenity Index	0.08
Avg. Up Month	-
Avg. Down Month	-2.12%
Win Days	35.29%
Win Month	0.0%
Win Quarter	0.0%
Win Year	0.0%
Avg. Drawdown Days	-