TQSim SIM08 · 模拟盘绩效（非真实业绩） (Compounded)

4 Sep, 2026 - 18 Sep, 2026

Key Performance Metrics

Metric	Strategy
Risk-Free Rate	0.0%
Time in Market	100.0%
Cumulative Return	-71.86%
CAGR﹪	-100.0%
Sharpe	-11.93
Prob. Sharpe Ratio	0.0%
Smart Sharpe	-9.31
Sortino	-9.88
Smart Sortino	-7.7
Sortino/√2	-6.98
Smart Sortino/√2	-5.45
Omega	0.03
Max Drawdown	%
Max DD Date
Max DD Period Start
Max DD Period End
Longest DD Days	-
Volatility (ann.)	227.34%
Calmar	-1.39
Skew	-0.98
Kurtosis	-0.61
Ulcer Performance Index	-1.19
Risk-Adjusted Return	-100.0%
Risk-Return Ratio	-0.75
Avg. Return	-10.76%
Avg. Win	1.24%
Avg. Loss	-15.91%
Win/Loss Ratio	0.08
Profit Ratio	0.18
Expected Daily	-11.91%
Expected Monthly	-71.86%
Expected Yearly	-71.86%
Kelly Criterion	-865.2%
Risk of Ruin	0.0%
Daily Value-at-Risk	-34.32%
Expected Shortfall (cVaR)	-34.44%
Max Consecutive Wins	1
Max Consecutive Losses	4
Gain/Pain Ratio	-0.97
Gain/Pain (1M)	-1.0
Payoff Ratio	0.08
Profit Factor	0.03
Common Sense Ratio	0.0
CPC Index	0.0
Tail Ratio	0.06
Outlier Win Ratio	2.37
Outlier Loss Ratio	2.16
MTD	-71.86%
3M	-71.86%
6M	-71.86%
YTD	-71.86%
1Y	-71.86%
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	-71.86%
Worst Month	-71.86%
Best Year	-71.86%
Worst Year	-71.86%
Recovery Factor	1.49
Ulcer Index	0.61
Serenity Index	-0.29
Avg. Up Month	-
Avg. Down Month	-71.86%
Win Days	30.0%
Win Month	0.0%
Win Quarter	0.0%
Win Year	0.0%
Avg. Drawdown Days	-