TQSim SIM07 · 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	15.54%
CAGR﹪	43067.26%
Sharpe	9.97
Prob. Sharpe Ratio	94.57%
Smart Sharpe	4.73
Sortino	34.79
Smart Sortino	16.51
Sortino/√2	24.6
Smart Sortino/√2	11.68
Omega	4.94
Max Drawdown	-2.44%
Max DD Date	2026-09-07
Max DD Period Start	2026-09-07
Max DD Period End	2026-09-07
Longest DD Days	2
Volatility (ann.)	63.21%
Calmar	17659.58
Skew	-0.13
Kurtosis	-2.19
Ulcer Performance Index	12.4
Risk-Adjusted Return	43067.26%
Risk-Return Ratio	0.63
Avg. Return	2.5%
Avg. Win	4.7%
Avg. Loss	-1.9%
Win/Loss Ratio	2.47
Profit Ratio	1.24
Expected Daily	2.44%
Expected Monthly	15.54%
Expected Yearly	15.54%
Kelly Criterion	53.18%
Risk of Ruin	0.0%
Daily Value-at-Risk	-4.05%
Expected Shortfall (cVaR)	-4.05%
Max Consecutive Wins	2
Max Consecutive Losses	1
Gain/Pain Ratio	3.94
Gain/Pain (1M)	-
Payoff Ratio	2.47
Profit Factor	4.94
Common Sense Ratio	15.48
CPC Index	8.14
Tail Ratio	3.13
Outlier Win Ratio	1.46
Outlier Loss Ratio	1.25
MTD	15.54%
3M	15.54%
6M	15.54%
YTD	15.54%
1Y	15.54%
3Y (ann.)	43067.26%
5Y (ann.)	43067.26%
10Y (ann.)	43067.26%
All-time (ann.)	43067.26%
Best Day	6.91%
Worst Day	-2.44%
Best Month	15.54%
Worst Month	15.54%
Best Year	15.54%
Worst Year	15.54%
Avg. Drawdown	-1.9%
Avg. Drawdown Days	2
Recovery Factor	6.15
Ulcer Index	0.01
Serenity Index	19.56
Avg. Up Month	15.54%
Avg. Down Month	-
Win Days	66.67%
Win Month	100.0%
Win Quarter	100.0%
Win Year	100.0%