TQSim SIM09 · 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	-69.74%
CAGR﹪	-100.0%
Sharpe	-6.24
Prob. Sharpe Ratio	0.89%
Smart Sharpe	-6.08
Sortino	-6.3
Smart Sortino	-6.13
Sortino/√2	-4.45
Smart Sortino/√2	-4.34
Omega	0.2
Max Drawdown	%
Max DD Date
Max DD Period Start
Max DD Period End
Longest DD Days	-
Volatility (ann.)	197.14%
Calmar	-1.34
Skew	-1.58
Kurtosis	4.77
Ulcer Performance Index	-1.07
Risk-Adjusted Return	-117.65%
Risk-Return Ratio	-0.39
Avg. Return	-5.75%
Avg. Win	6.05%
Avg. Loss	-9.38%
Win/Loss Ratio	0.65
Profit Ratio	0.69
Expected Daily	-5.8%
Expected Monthly	-44.99%
Expected Yearly	-69.74%
Kelly Criterion	-94.93%
Risk of Ruin	0.0%
Daily Value-at-Risk	-25.31%
Expected Shortfall (cVaR)	-43.65%
Max Consecutive Wins	1
Max Consecutive Losses	5
Gain/Pain Ratio	-0.8
Gain/Pain (1M)	-1.0
Payoff Ratio	0.65
Profit Factor	0.2
Common Sense Ratio	0.05
CPC Index	0.03
Tail Ratio	0.23
Outlier Win Ratio	4.66
Outlier Loss Ratio	4.26
MTD	0.0%
3M	-69.74%
6M	-69.74%
YTD	-69.74%
1Y	-69.74%
3Y (ann.)	-100.0%
5Y (ann.)	-100.0%
10Y (ann.)	-100.0%
All-time (ann.)	-100.0%
Best Day	18.66%
Worst Day	-43.65%
Best Month	0.0%
Worst Month	-69.74%
Best Year	-69.74%
Worst Year	-69.74%
Recovery Factor	1.31
Ulcer Index	0.65
Serenity Index	-0.2
Avg. Up Month	-
Avg. Down Month	-69.74%
Win Days	23.53%
Win Month	0.0%
Win Quarter	0.0%
Win Year	0.0%
Avg. Drawdown Days	-