TQSim SIM08 · 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	76.0%
Cumulative Return	-70.78%
CAGR﹪	-100.0%
Sharpe	-5.74
Prob. Sharpe Ratio	0.79%
Smart Sharpe	-5.53
Sortino	-5.83
Smart Sortino	-5.62
Sortino/√2	-4.12
Smart Sortino/√2	-3.97
Omega	0.21
Max Drawdown	%
Max DD Date
Max DD Period Start
Max DD Period End
Longest DD Days	-
Volatility (ann.)	178.76%
Calmar	-1.32
Skew	-1.5
Kurtosis	3.52
Ulcer Performance Index	-1.04
Risk-Adjusted Return	-131.58%
Risk-Return Ratio	-0.36
Avg. Return	-5.36%
Avg. Win	3.86%
Avg. Loss	-10.74%
Win/Loss Ratio	0.36
Profit Ratio	0.18
Expected Daily	-4.8%
Expected Monthly	-45.94%
Expected Yearly	-70.78%
Kelly Criterion	-138.69%
Risk of Ruin	0.0%
Daily Value-at-Risk	-22.59%
Expected Shortfall (cVaR)	-34.37%
Max Consecutive Wins	2
Max Consecutive Losses	4
Gain/Pain Ratio	-0.79
Gain/Pain (1M)	-0.98
Payoff Ratio	0.36
Profit Factor	0.21
Common Sense Ratio	0.02
CPC Index	0.03
Tail Ratio	0.1
Outlier Win Ratio	7.35
Outlier Loss Ratio	3.21
MTD	1.96%
3M	-70.78%
6M	-70.78%
YTD	-70.78%
1Y	-70.78%
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	1.96%
Worst Month	-71.34%
Best Year	-70.78%
Worst Year	-70.78%
Recovery Factor	1.35
Ulcer Index	0.68
Serenity Index	-0.18
Avg. Up Month	1.96%
Avg. Down Month	-71.34%
Win Days	36.84%
Win Month	50.0%
Win Quarter	50.0%
Win Year	0.0%
Avg. Drawdown Days	-