TQSim SIM05 · 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	0.1%
CAGR﹪	4.44%
Sharpe	0.52
Prob. Sharpe Ratio	52.89%
Smart Sharpe	0.35
Sortino	0.74
Smart Sortino	0.5
Sortino/√2	0.53
Smart Sortino/√2	0.35
Omega	1.09
Max Drawdown	-11.6%
Max DD Date	2026-09-09
Max DD Period Start	2026-09-09
Max DD Period End	2026-09-11
Longest DD Days	4
Volatility (ann.)	112.47%
Calmar	0.38
Skew	-1.0
Kurtosis	0.11
Ulcer Performance Index	0.02
Risk-Adjusted Return	4.44%
Risk-Return Ratio	0.03
Avg. Return	0.23%
Avg. Win	5.83%
Avg. Loss	-5.36%
Win/Loss Ratio	1.09
Profit Ratio	1.09
Expected Daily	0.02%
Expected Monthly	0.1%
Expected Yearly	0.1%
Kelly Criterion	4.0%
Risk of Ruin	0.0%
Daily Value-at-Risk	-11.42%
Expected Shortfall (cVaR)	-11.6%
Max Consecutive Wins	2
Max Consecutive Losses	2
Gain/Pain Ratio	0.09
Gain/Pain (1M)	-
Payoff Ratio	1.09
Profit Factor	1.09
Common Sense Ratio	0.7
CPC Index	0.59
Tail Ratio	0.64
Outlier Win Ratio	1.06
Outlier Loss Ratio	2.09
MTD	0.1%
3M	0.1%
6M	0.1%
YTD	0.1%
1Y	0.1%
3Y (ann.)	4.44%
5Y (ann.)	4.44%
10Y (ann.)	4.44%
All-time (ann.)	4.44%
Best Day	6.2%
Worst Day	-11.6%
Best Month	0.1%
Worst Month	0.1%
Best Year	0.1%
Worst Year	0.1%
Avg. Drawdown	-8.03%
Avg. Drawdown Days	4
Recovery Factor	0.12
Ulcer Index	0.06
Serenity Index	0.14
Avg. Up Month	0.1%
Avg. Down Month	-
Win Days	50.0%
Win Month	100.0%
Win Quarter	100.0%
Win Year	100.0%