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

4 Sep, 2026 - 2 Oct, 2026

Key Performance Metrics

Metric	Strategy
Risk-Free Rate	0.0%
Time in Market	85.0%
Cumulative Return	-71.34%
CAGR﹪	-100.0%
Sharpe	-6.66
Prob. Sharpe Ratio	0.74%
Smart Sharpe	-6.63
Sortino	-6.65
Smart Sortino	-6.62
Sortino/√2	-4.7
Smart Sortino/√2	-4.68
Omega	0.19
Max Drawdown	%
Max DD Date
Max DD Period Start
Max DD Period End
Longest DD Days	-
Volatility (ann.)	196.39%
Calmar	-1.32
Skew	-1.18
Kurtosis	2.28
Ulcer Performance Index	-1.06
Risk-Adjusted Return	-117.65%
Risk-Return Ratio	-0.42
Avg. Return	-6.1%
Avg. Win	3.99%
Avg. Loss	-11.61%
Win/Loss Ratio	0.34
Profit Ratio	0.28
Expected Daily	-6.06%
Expected Monthly	-46.46%
Expected Yearly	-71.34%
Kelly Criterion	-153.12%
Risk of Ruin	0.0%
Daily Value-at-Risk	-25.54%
Expected Shortfall (cVaR)	-34.37%
Max Consecutive Wins	2
Max Consecutive Losses	4
Gain/Pain Ratio	-0.81
Gain/Pain (1M)	-1.0
Payoff Ratio	0.34
Profit Factor	0.19
Common Sense Ratio	0.02
CPC Index	0.02
Tail Ratio	0.12
Outlier Win Ratio	6.05
Outlier Loss Ratio	2.96
MTD	0.0%
3M	-71.34%
6M	-71.34%
YTD	-71.34%
1Y	-71.34%
3Y (ann.)	-100.0%
5Y (ann.)	-100.0%
10Y (ann.)	-100.0%
All-time (ann.)	-100.0%
Best Day	19.1%
Worst Day	-34.44%
Best Month	0.0%
Worst Month	-71.34%
Best Year	-71.34%
Worst Year	-71.34%
Recovery Factor	1.37
Ulcer Index	0.68
Serenity Index	-0.21
Avg. Up Month	-
Avg. Down Month	-71.34%
Win Days	35.29%
Win Month	0.0%
Win Quarter	0.0%
Win Year	0.0%
Avg. Drawdown Days	-