TQSim SIM07 · 模拟盘绩效（非真实业绩） (Compounded)

4 Sep, 2026 - 25 Sep, 2026

Key Performance Metrics

Metric	Strategy
Risk-Free Rate	0.0%
Time in Market	88.0%
Cumulative Return	-7.46%
CAGR﹪	-70.51%
Sharpe	-0.88
Prob. Sharpe Ratio	41.12%
Smart Sharpe	-0.85
Sortino	-1.07
Smart Sortino	-1.04
Sortino/√2	-0.76
Smart Sortino/√2	-0.73
Omega	0.84
Max Drawdown	-21.95%
Max DD Date	2026-09-21
Max DD Period Start	2026-09-15
Max DD Period End	2026-09-25
Longest DD Days	11
Volatility (ann.)	91.21%
Calmar	-3.21
Skew	-1.6
Kurtosis	4.15
Ulcer Performance Index	-0.5
Risk-Adjusted Return	-80.12%
Risk-Return Ratio	-0.06
Avg. Return	-0.36%
Avg. Win	3.34%
Avg. Loss	-5.31%
Win/Loss Ratio	0.63
Profit Ratio	0.3
Expected Daily	-0.48%
Expected Monthly	-7.46%
Expected Yearly	-7.46%
Kelly Criterion	-10.88%
Risk of Ruin	0.0%
Daily Value-at-Risk	-9.77%
Expected Shortfall (cVaR)	-17.04%
Max Consecutive Wins	3
Max Consecutive Losses	3
Gain/Pain Ratio	-0.16
Gain/Pain (1M)	-1.0
Payoff Ratio	0.63
Profit Factor	0.84
Common Sense Ratio	0.66
CPC Index	0.3
Tail Ratio	0.78
Outlier Win Ratio	2.56
Outlier Loss Ratio	2.89
MTD	-7.46%
3M	-7.46%
6M	-7.46%
YTD	-7.46%
1Y	-7.46%
3Y (ann.)	-70.51%
5Y (ann.)	-70.51%
10Y (ann.)	-70.51%
All-time (ann.)	-70.51%
Best Day	6.91%
Worst Day	-17.04%
Best Month	-7.46%
Worst Month	-7.46%
Best Year	-7.46%
Worst Year	-7.46%
Avg. Drawdown	-8.59%
Avg. Drawdown Days	5
Recovery Factor	0.23
Ulcer Index	0.15
Serenity Index	-0.07
Avg. Up Month	-
Avg. Down Month	-7.46%
Win Days	57.14%
Win Month	0.0%
Win Quarter	0.0%
Win Year	0.0%