TQSim SIM09 · 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	-70.93%
CAGR﹪	-100.0%
Sharpe	-11.27
Prob. Sharpe Ratio	0.0%
Smart Sharpe	-9.28
Sortino	-9.56
Smart Sortino	-7.87
Sortino/√2	-6.76
Smart Sortino/√2	-5.56
Omega	0.05
Max Drawdown	%
Max DD Date
Max DD Period Start
Max DD Period End
Longest DD Days	-
Volatility (ann.)	231.63%
Calmar	-1.41
Skew	-1.45
Kurtosis	2.2
Ulcer Performance Index	-1.24
Risk-Adjusted Return	-100.0%
Risk-Return Ratio	-0.71
Avg. Return	-10.36%
Avg. Win	2.62%
Avg. Loss	-13.61%
Win/Loss Ratio	0.19
Profit Ratio	0.77
Expected Daily	-11.62%
Expected Monthly	-70.93%
Expected Yearly	-70.93%
Kelly Criterion	-396.11%
Risk of Ruin	0.02%
Daily Value-at-Risk	-34.36%
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	0.19
Profit Factor	0.05
Common Sense Ratio	0.0
CPC Index	0.0
Tail Ratio	0.08
Outlier Win Ratio	1.82
Outlier Loss Ratio	3.08
MTD	-70.93%
3M	-70.93%
6M	-70.93%
YTD	-70.93%
1Y	-70.93%
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	-70.93%
Worst Month	-70.93%
Best Year	-70.93%
Worst Year	-70.93%
Recovery Factor	1.46
Ulcer Index	0.57
Serenity Index	-0.3
Avg. Up Month	-
Avg. Down Month	-70.93%
Win Days	20.0%
Win Month	0.0%
Win Quarter	0.0%
Win Year	0.0%
Avg. Drawdown Days	-