TQSim SIM07 · 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	-15.41%
CAGR﹪	-80.26%
Sharpe	-1.87
Prob. Sharpe Ratio	25.75%
Smart Sharpe	-1.8
Sortino	-2.22
Smart Sortino	-2.13
Sortino/√2	-1.57
Smart Sortino/√2	-1.51
Omega	0.67
Max Drawdown	-26.79%
Max DD Date	2026-10-09
Max DD Period Start	2026-09-15
Max DD Period End	2026-10-09
Longest DD Days	25
Volatility (ann.)	72.21%
Calmar	-3.0
Skew	-1.7
Kurtosis	6.43
Ulcer Performance Index	-0.81
Risk-Adjusted Return	-108.46%
Risk-Return Ratio	-0.12
Avg. Return	-0.73%
Avg. Win	3.08%
Avg. Loss	-4.17%
Win/Loss Ratio	0.74
Profit Ratio	0.26
Expected Daily	-0.64%
Expected Monthly	-8.03%
Expected Yearly	-15.41%
Kelly Criterion	-23.78%
Risk of Ruin	0.0%
Daily Value-at-Risk	-8.02%
Expected Shortfall (cVaR)	-17.04%
Max Consecutive Wins	3
Max Consecutive Losses	3
Gain/Pain Ratio	-0.33
Gain/Pain (1M)	-1.0
Payoff Ratio	0.74
Profit Factor	0.67
Common Sense Ratio	0.75
CPC Index	0.23
Tail Ratio	1.13
Outlier Win Ratio	3.92
Outlier Loss Ratio	3.4
MTD	-2.78%
3M	-15.41%
6M	-15.41%
YTD	-15.41%
1Y	-15.41%
3Y (ann.)	-80.26%
5Y (ann.)	-80.26%
10Y (ann.)	-80.26%
All-time (ann.)	-80.26%
Best Day	6.91%
Worst Day	-17.04%
Best Month	-2.78%
Worst Month	-13.0%
Best Year	-15.41%
Worst Year	-15.41%
Avg. Drawdown	-10.2%
Avg. Drawdown Days	9
Recovery Factor	0.52
Ulcer Index	0.19
Serenity Index	-0.1
Avg. Up Month	-
Avg. Down Month	-7.89%
Win Days	47.37%
Win Month	0.0%
Win Quarter	0.0%
Win Year	0.0%