TQSim SIM09 · 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	-72.48%
CAGR﹪	-100.0%
Sharpe	-9.17
Prob. Sharpe Ratio	0.0%
Smart Sharpe	-8.8
Sortino	-8.19
Smart Sortino	-7.85
Sortino/√2	-5.79
Smart Sortino/√2	-5.55
Omega	0.05
Max Drawdown	%
Max DD Date
Max DD Period Start
Max DD Period End
Longest DD Days	-
Volatility (ann.)	199.62%
Calmar	-1.38
Skew	-2.04
Kurtosis	4.5
Ulcer Performance Index	-1.15
Risk-Adjusted Return	-106.38%
Risk-Return Ratio	-0.58
Avg. Return	-7.79%
Avg. Win	1.85%
Avg. Loss	-10.41%
Win/Loss Ratio	0.18
Profit Ratio	0.37
Expected Daily	-8.24%
Expected Monthly	-72.48%
Expected Yearly	-72.48%
Kelly Criterion	-421.01%
Risk of Ruin	0.0%
Daily Value-at-Risk	-27.95%
Expected Shortfall (cVaR)	-43.65%
Max Consecutive Wins	1
Max Consecutive Losses	5
Gain/Pain Ratio	-0.95
Gain/Pain (1M)	-1.0
Payoff Ratio	0.18
Profit Factor	0.05
Common Sense Ratio	0.0
CPC Index	0.0
Tail Ratio	0.06
Outlier Win Ratio	3.27
Outlier Loss Ratio	3.93
MTD	-72.48%
3M	-72.48%
6M	-72.48%
YTD	-72.48%
1Y	-72.48%
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	-72.48%
Worst Month	-72.48%
Best Year	-72.48%
Worst Year	-72.48%
Recovery Factor	1.5
Ulcer Index	0.63
Serenity Index	-0.23
Avg. Up Month	-
Avg. Down Month	-72.48%
Win Days	21.43%
Win Month	0.0%
Win Quarter	0.0%
Win Year	0.0%
Avg. Drawdown Days	-