TQSim SIM08 · 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	94.0%
Cumulative Return	-74.29%
CAGR﹪	-100.0%
Sharpe	-9.94
Prob. Sharpe Ratio	0.0%
Smart Sharpe	-9.05
Sortino	-8.65
Smart Sortino	-7.88
Sortino/√2	-6.12
Smart Sortino/√2	-5.57
Omega	0.04
Max Drawdown	%
Max DD Date
Max DD Period Start
Max DD Period End
Longest DD Days	-
Volatility (ann.)	196.78%
Calmar	-1.34
Skew	-1.56
Kurtosis	1.27
Ulcer Performance Index	-1.13
Risk-Adjusted Return	-106.38%
Risk-Return Ratio	-0.63
Avg. Return	-8.32%
Avg. Win	0.96%
Avg. Loss	-13.47%
Win/Loss Ratio	0.07
Profit Ratio	0.09
Expected Daily	-8.66%
Expected Monthly	-74.29%
Expected Yearly	-74.29%
Kelly Criterion	-862.78%
Risk of Ruin	0.0%
Daily Value-at-Risk	-28.15%
Expected Shortfall (cVaR)	-34.37%
Max Consecutive Wins	2
Max Consecutive Losses	4
Gain/Pain Ratio	-0.96
Gain/Pain (1M)	-1.0
Payoff Ratio	0.07
Profit Factor	0.04
Common Sense Ratio	0.0
CPC Index	0.0
Tail Ratio	0.04
Outlier Win Ratio	3.56
Outlier Loss Ratio	2.56
MTD	-74.29%
3M	-74.29%
6M	-74.29%
YTD	-74.29%
1Y	-74.29%
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	-74.29%
Worst Month	-74.29%
Best Year	-74.29%
Worst Year	-74.29%
Recovery Factor	1.56
Ulcer Index	0.66
Serenity Index	-0.24
Avg. Up Month	-
Avg. Down Month	-74.29%
Win Days	35.71%
Win Month	0.0%
Win Quarter	0.0%
Win Year	0.0%
Avg. Drawdown Days	-