⚠ 模拟盘演示：本页为 TQSim 模拟账户绩效，非真实交易业绩，不构成任何投资建议。市场有风险，入市需谨慎。
TQSim SIM09 · 模拟盘绩效（非真实业绩） (Compounded) 4 Sep, 2026 - 11 Sep, 2026
Periods/Year: 252 • RF: 0.0% | Generated by QuantStats (v. 0.0.81)
Key Performance Metrics
| Metric | Strategy |
|---|
| Risk-Free Rate | 0.0% |
| Time in Market | 100.0% |
|
| Cumulative Return | -69.55% |
| CAGR﹪ | -100.0% |
|
| Sharpe | -16.02 |
| Prob. Sharpe Ratio | 0.02% |
| Smart Sharpe | -11.34 |
| Sortino | -11.83 |
| Smart Sortino | -8.37 |
| Sortino/√2 | -8.36 |
| Smart Sortino/√2 | -5.92 |
| Omega | 0.05 |
|
| Max Drawdown | % |
| Max DD Date | |
| Max DD Period Start | |
| Max DD Period End | |
| Longest DD Days | - |
| Volatility (ann.) | 259.73% |
| Calmar | -1.44 |
| Skew | -0.67 |
| Kurtosis | 1.29 |
| Ulcer Performance Index | -1.58 |
| Risk-Adjusted Return | -100.0% |
| Risk-Return Ratio | -1.01 |
|
| Avg. Return | -16.51% |
| Avg. Win | 5.22% |
| Avg. Loss | -20.86% |
| Win/Loss Ratio | 0.25 |
| Profit Ratio | 1.25 |
|
| Expected Daily | -17.98% |
| Expected Monthly | -69.55% |
| Expected Yearly | -69.55% |
| Kelly Criterion | -316.14% |
| Risk of Ruin | 0.13% |
| Daily Value-at-Risk | -43.42% |
| Expected Shortfall (cVaR) | -43.65% |
|
| Max Consecutive Wins | 1 |
| Max Consecutive Losses | 3 |
| Gain/Pain Ratio | -0.95 |
| Gain/Pain (1M) | -1.0 |
|
| Payoff Ratio | 0.25 |
| Profit Factor | 0.05 |
| Common Sense Ratio | 0.0 |
| CPC Index | 0.0 |
| Tail Ratio | 0.04 |
| Outlier Win Ratio | 0.85 |
| Outlier Loss Ratio | 2.05 |
|
| MTD | -69.55% |
| 3M | -69.55% |
| 6M | -69.55% |
| YTD | -69.55% |
| 1Y | -69.55% |
| 3Y (ann.) | -100.0% |
| 5Y (ann.) | -100.0% |
| 10Y (ann.) | -100.0% |
| All-time (ann.) | -100.0% |
|
| Best Day | 5.22% |
| Worst Day | -43.65% |
| Best Month | -69.55% |
| Worst Month | -69.55% |
| Best Year | -69.55% |
| Worst Year | -69.55% |
|
| Recovery Factor | 1.42 |
| Ulcer Index | 0.44 |
| Serenity Index | -0.53 |
|
| Avg. Up Month | - |
| Avg. Down Month | -69.55% |
| Win Days | 16.67% |
| Win Month | 0.0% |
| Win Quarter | 0.0% |
| Win Year | 0.0% |
| Avg. Drawdown Days | - |
EOY Returns
| Year | Return | Cumulative |
|---|
| 2026 | -99.06 | -69.55 |
Worst 10 Drawdowns
| Started | Recovered | Drawdown | Days |
|---|
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