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

17 Sep, 2026 - 25 Sep, 2026

Key Performance Metrics

Metric	Strategy
Risk-Free Rate	0.0%
Time in Market	86.0%
Cumulative Return	-9.62%
CAGR﹪	-97.38%
Sharpe	-13.05
Prob. Sharpe Ratio	0.0%
Smart Sharpe	-12.77
Sortino	-10.56
Smart Sortino	-10.33
Sortino/√2	-7.47
Smart Sortino/√2	-7.3
Omega	0.03
Max Drawdown	%
Max DD Date
Max DD Period Start
Max DD Period End
Longest DD Days	-
Volatility (ann.)	27.45%
Calmar	-9.96
Skew	-0.56
Kurtosis	-1.75
Ulcer Performance Index	-1.11
Risk-Adjusted Return	-113.23%
Risk-Return Ratio	-0.82
Avg. Return	-1.66%
Avg. Win	0.32%
Avg. Loss	-2.05%
Win/Loss Ratio	0.15
Profit Ratio	0.19
Expected Daily	-1.44%
Expected Monthly	-9.62%
Expected Yearly	-9.62%
Kelly Criterion	-524.83%
Risk of Ruin	0.09%
Daily Value-at-Risk	-4.27%
Expected Shortfall (cVaR)	-4.27%
Max Consecutive Wins	1
Max Consecutive Losses	4
Gain/Pain Ratio	-0.97
Gain/Pain (1M)	-1.0
Payoff Ratio	0.15
Profit Factor	0.03
Common Sense Ratio	0.0
CPC Index	0.0
Tail Ratio	0.06
Outlier Win Ratio	1.88
Outlier Loss Ratio	1.92
MTD	-9.62%
3M	-9.62%
6M	-9.62%
YTD	-9.62%
1Y	-9.62%
3Y (ann.)	-97.38%
5Y (ann.)	-97.38%
10Y (ann.)	-97.38%
All-time (ann.)	-97.38%
Best Day	0.32%
Worst Day	-3.99%
Best Month	-9.62%
Worst Month	-9.62%
Best Year	-9.62%
Worst Year	-9.62%
Recovery Factor	1.02
Ulcer Index	0.09
Serenity Index	-0.17
Avg. Up Month	-
Avg. Down Month	-9.62%
Win Days	16.67%
Win Month	0.0%
Win Quarter	0.0%
Win Year	0.0%
Avg. Drawdown Days	-