TQSim SIM10 · 模拟盘绩效（非真实业绩） (Compounded)

17 Sep, 2026 - 18 Sep, 2026

Key Performance Metrics

Metric	Strategy
Risk-Free Rate	0.0%
Time in Market	100.0%
Cumulative Return	-4.55%
CAGR﹪	-99.72%
Sharpe	-15.09
Prob. Sharpe Ratio	-
Smart Sharpe	-
Sortino	-12.74
Smart Sortino	-
Sortino/√2	-9.01
Smart Sortino/√2	-
Omega	0.0
Max Drawdown	%
Max DD Date
Max DD Period Start
Max DD Period End
Longest DD Days	-
Volatility (ann.)	38.16%
Calmar	-21.93
Skew	-
Kurtosis	-
Ulcer Performance Index	-0.75
Risk-Adjusted Return	-99.72%
Risk-Return Ratio	-0.95
Avg. Return	-2.29%
Avg. Win	-
Avg. Loss	-2.29%
Win/Loss Ratio	-
Profit Ratio	0.0
Expected Daily	-2.3%
Expected Monthly	-4.55%
Expected Yearly	-4.55%
Kelly Criterion	-
Risk of Ruin	1.0%
Daily Value-at-Risk	-6.24%
Expected Shortfall (cVaR)	-6.24%
Max Consecutive Wins	0
Max Consecutive Losses	2
Gain/Pain Ratio	-1.0
Gain/Pain (1M)	-1.0
Payoff Ratio	-
Profit Factor	0.0
Common Sense Ratio	0.0
CPC Index	-
Tail Ratio	0.2
Outlier Win Ratio	-
Outlier Loss Ratio	1.73
MTD	-4.55%
3M	-4.55%
6M	-4.55%
YTD	-4.55%
1Y	-4.55%
3Y (ann.)	-99.72%
5Y (ann.)	-99.72%
10Y (ann.)	-99.72%
All-time (ann.)	-99.72%
Best Day	-0.59%
Worst Day	-3.99%
Best Month	-4.55%
Worst Month	-4.55%
Best Year	-4.55%
Worst Year	-4.55%
Recovery Factor	1.01
Ulcer Index	0.06
Serenity Index	-0.37
Avg. Up Month	-
Avg. Down Month	-4.55%
Win Days	0.0%
Win Month	0.0%
Win Quarter	0.0%
Win Year	0.0%
Avg. Drawdown Days	-