TQSim SIM08 · 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	-70.69%
CAGR﹪	-100.0%
Sharpe	-17.76
Prob. Sharpe Ratio	0.0%
Smart Sharpe	-10.89
Sortino	-12.32
Smart Sortino	-7.55
Sortino/√2	-8.71
Smart Sortino/√2	-5.34
Omega	0.03
Max Drawdown	%
Max DD Date
Max DD Period Start
Max DD Period End
Longest DD Days	-
Volatility (ann.)	245.17%
Calmar	-1.41
Skew	0.0
Kurtosis	-1.8
Ulcer Performance Index	-1.4
Risk-Adjusted Return	-100.0%
Risk-Return Ratio	-1.12
Avg. Return	-17.28%
Avg. Win	3.19%
Avg. Loss	-21.38%
Win/Loss Ratio	0.15
Profit Ratio	0.75
Expected Daily	-18.5%
Expected Monthly	-70.69%
Expected Yearly	-70.69%
Kelly Criterion	-540.94%
Risk of Ruin	0.13%
Daily Value-at-Risk	-42.68%
Expected Shortfall (cVaR)	-42.68%
Max Consecutive Wins	1
Max Consecutive Losses	3
Gain/Pain Ratio	-0.97
Gain/Pain (1M)	-1.0
Payoff Ratio	0.15
Profit Factor	0.03
Common Sense Ratio	0.0
CPC Index	0.0
Tail Ratio	0.02
Outlier Win Ratio	0.83
Outlier Loss Ratio	1.61
MTD	-70.69%
3M	-70.69%
6M	-70.69%
YTD	-70.69%
1Y	-70.69%
3Y (ann.)	-100.0%
5Y (ann.)	-100.0%
10Y (ann.)	-100.0%
All-time (ann.)	-100.0%
Best Day	3.19%
Worst Day	-34.44%
Best Month	-70.69%
Worst Month	-70.69%
Best Year	-70.69%
Worst Year	-70.69%
Recovery Factor	1.47
Ulcer Index	0.5
Serenity Index	-0.43
Avg. Up Month	-
Avg. Down Month	-70.69%
Win Days	16.67%
Win Month	0.0%
Win Quarter	0.0%
Win Year	0.0%
Avg. Drawdown Days	-