TQSim SIM06 · 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	-0.21%
CAGR﹪	-8.57%
Sharpe	0.3
Prob. Sharpe Ratio	51.68%
Smart Sharpe	0.21
Sortino	0.41
Smart Sortino	0.28
Sortino/√2	0.29
Smart Sortino/√2	0.2
Omega	1.06
Max Drawdown	-10.38%
Max DD Date	2026-09-11
Max DD Period Start	2026-09-11
Max DD Period End	2026-09-11
Longest DD Days	1
Volatility (ann.)	92.57%
Calmar	-0.83
Skew	-1.27
Kurtosis	2.26
Ulcer Performance Index	-0.05
Risk-Adjusted Return	-8.57%
Risk-Return Ratio	0.02
Avg. Return	0.11%
Avg. Win	3.14%
Avg. Loss	-5.95%
Win/Loss Ratio	0.53
Profit Ratio	0.26
Expected Daily	-0.04%
Expected Monthly	-0.21%
Expected Yearly	-0.21%
Kelly Criterion	3.54%
Risk of Ruin	0.0%
Daily Value-at-Risk	-9.48%
Expected Shortfall (cVaR)	-10.38%
Max Consecutive Wins	3
Max Consecutive Losses	1
Gain/Pain Ratio	0.06
Gain/Pain (1M)	-
Payoff Ratio	0.53
Profit Factor	1.06
Common Sense Ratio	0.74
CPC Index	0.37
Tail Ratio	0.7
Outlier Win Ratio	2.06
Outlier Loss Ratio	1.67
MTD	-0.21%
3M	-0.21%
6M	-0.21%
YTD	-0.21%
1Y	-0.21%
3Y (ann.)	-8.57%
5Y (ann.)	-8.57%
10Y (ann.)	-8.57%
All-time (ann.)	-8.57%
Best Day	6.66%
Worst Day	-10.38%
Best Month	-0.21%
Worst Month	-0.21%
Best Year	-0.21%
Worst Year	-0.21%
Avg. Drawdown	-5.95%
Avg. Drawdown Days	1
Recovery Factor	0.06
Ulcer Index	0.05
Serenity Index	0.08
Avg. Up Month	-
Avg. Down Month	-0.21%
Win Days	66.67%
Win Month	0.0%
Win Quarter	0.0%
Win Year	0.0%