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

17 Sep, 2026 - 2 Oct, 2026

Key Performance Metrics

Metric	Strategy
Risk-Free Rate	0.0%
Time in Market	75.0%
Cumulative Return	-0.62%
CAGR﹪	-12.19%
Sharpe	0.29
Prob. Sharpe Ratio	52.47%
Smart Sharpe	0.22
Sortino	0.68
Smart Sortino	0.52
Sortino/√2	0.48
Smart Sortino/√2	0.36
Omega	1.08
Max Drawdown	%
Max DD Date
Max DD Period Start
Max DD Period End
Longest DD Days	-
Volatility (ann.)	99.62%
Calmar	-0.75
Skew	2.59
Kurtosis	8.34
Ulcer Performance Index	-0.08
Risk-Adjusted Return	-16.26%
Risk-Return Ratio	0.02
Avg. Return	0.15%
Avg. Win	9.49%
Avg. Loss	-2.52%
Win/Loss Ratio	3.77
Profit Ratio	2.11
Expected Daily	-0.05%
Expected Monthly	-0.31%
Expected Yearly	-0.62%
Kelly Criterion	1.61%
Risk of Ruin	0.0%
Daily Value-at-Risk	-10.21%
Expected Shortfall (cVaR)	-10.21%
Max Consecutive Wins	1
Max Consecutive Losses	4
Gain/Pain Ratio	0.08
Gain/Pain (1M)	-
Payoff Ratio	3.77
Profit Factor	1.08
Common Sense Ratio	1.69
CPC Index	0.9
Tail Ratio	1.57
Outlier Win Ratio	4.39
Outlier Loss Ratio	2.75
MTD	0.0%
3M	-0.62%
6M	-0.62%
YTD	-0.62%
1Y	-0.62%
3Y (ann.)	-12.19%
5Y (ann.)	-12.19%
10Y (ann.)	-12.19%
All-time (ann.)	-12.19%
Best Day	18.66%
Worst Day	-7.27%
Best Month	0.0%
Worst Month	-0.62%
Best Year	-0.62%
Worst Year	-0.62%
Recovery Factor	0.08
Ulcer Index	0.08
Serenity Index	0.07
Avg. Up Month	-
Avg. Down Month	-0.62%
Win Days	22.22%
Win Month	0.0%
Win Quarter	0.0%
Win Year	0.0%
Avg. Drawdown Days	-