TQSim SIM09 · 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	-69.27%
CAGR﹪	-100.0%
Sharpe	-5.43
Prob. Sharpe Ratio	0.91%
Smart Sharpe	-5.12
Sortino	-5.54
Smart Sortino	-5.23
Sortino/√2	-3.92
Smart Sortino/√2	-3.7
Omega	0.21
Max Drawdown	%
Max DD Date
Max DD Period Start
Max DD Period End
Longest DD Days	-
Volatility (ann.)	178.62%
Calmar	-1.34
Skew	-1.93
Kurtosis	6.51
Ulcer Performance Index	-1.05
Risk-Adjusted Return	-131.58%
Risk-Return Ratio	-0.34
Avg. Return	-5.06%
Avg. Win	4.29%
Avg. Loss	-9.38%
Win/Loss Ratio	0.46
Profit Ratio	0.25
Expected Daily	-4.61%
Expected Monthly	-44.57%
Expected Yearly	-69.27%
Kelly Criterion	-117.99%
Risk of Ruin	0.0%
Daily Value-at-Risk	-22.35%
Expected Shortfall (cVaR)	-34.01%
Max Consecutive Wins	2
Max Consecutive Losses	5
Gain/Pain Ratio	-0.79
Gain/Pain (1M)	-0.98
Payoff Ratio	0.46
Profit Factor	0.21
Common Sense Ratio	0.04
CPC Index	0.03
Tail Ratio	0.2
Outlier Win Ratio	7.2
Outlier Loss Ratio	4.16
MTD	1.53%
3M	-69.27%
6M	-69.27%
YTD	-69.27%
1Y	-69.27%
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	1.53%
Worst Month	-69.74%
Best Year	-69.27%
Worst Year	-69.27%
Recovery Factor	1.29
Ulcer Index	0.66
Serenity Index	-0.18
Avg. Up Month	1.53%
Avg. Down Month	-69.74%
Win Days	31.58%
Win Month	50.0%
Win Quarter	50.0%
Win Year	0.0%
Avg. Drawdown Days	-