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

4 Sep, 2026 - 9 Oct, 2026

Key Performance Metrics

Metric	Strategy
Risk-Free Rate	0.0%
Time in Market	74.0%
Cumulative Return	-0.07%
CAGR﹪	-0.72%
Sharpe	0.45
Prob. Sharpe Ratio	55.71%
Smart Sharpe	0.29
Sortino	0.81
Smart Sortino	0.52
Sortino/√2	0.57
Smart Sortino/√2	0.37
Omega	1.1
Max Drawdown	%
Max DD Date
Max DD Period Start
Max DD Period End
Longest DD Days	-
Volatility (ann.)	98.73%
Calmar	-0.05
Skew	1.17
Kurtosis	2.06
Ulcer Performance Index	-0.01
Risk-Adjusted Return	-0.97%
Risk-Return Ratio	0.03
Avg. Return	0.24%
Avg. Win	7.4%
Avg. Loss	-3.94%
Win/Loss Ratio	1.88
Profit Ratio	0.81
Expected Daily	-0.0%
Expected Monthly	-0.04%
Expected Yearly	-0.07%
Kelly Criterion	3.25%
Risk of Ruin	0.0%
Daily Value-at-Risk	-10.05%
Expected Shortfall (cVaR)	-10.5%
Max Consecutive Wins	2
Max Consecutive Losses	4
Gain/Pain Ratio	0.1
Gain/Pain (1M)	-
Payoff Ratio	1.88
Profit Factor	1.1
Common Sense Ratio	1.73
CPC Index	0.76
Tail Ratio	1.58
Outlier Win Ratio	4.49
Outlier Loss Ratio	2.56
MTD	2.09%
3M	-0.07%
6M	-0.07%
YTD	-0.07%
1Y	-0.07%
3Y (ann.)	-0.72%
5Y (ann.)	-0.72%
10Y (ann.)	-0.72%
All-time (ann.)	-0.72%
Best Day	17.48%
Worst Day	-10.5%
Best Month	2.09%
Worst Month	-2.12%
Best Year	-0.07%
Worst Year	-0.07%
Recovery Factor	0.29
Ulcer Index	0.09
Serenity Index	0.2
Avg. Up Month	2.09%
Avg. Down Month	-2.12%
Win Days	36.84%
Win Month	50.0%
Win Quarter	50.0%
Win Year	0.0%
Avg. Drawdown Days	-