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

17 Sep, 2026 - 9 Oct, 2026

Key Performance Metrics

Metric	Strategy
Risk-Free Rate	0.0%
Time in Market	65.0%
Cumulative Return	0.9%
CAGR﹪	14.27%
Sharpe	0.52
Prob. Sharpe Ratio	55.47%
Smart Sharpe	0.39
Sortino	1.21
Smart Sortino	0.91
Sortino/√2	0.86
Smart Sortino/√2	0.64
Omega	1.16
Max Drawdown	%
Max DD Date
Max DD Period Start
Max DD Period End
Longest DD Days	-
Volatility (ann.)	82.68%
Calmar	0.88
Skew	2.9
Kurtosis	11.25
Ulcer Performance Index	0.13
Risk-Adjusted Return	21.96%
Risk-Return Ratio	0.03
Avg. Return	0.26%
Avg. Win	5.13%
Avg. Loss	-2.52%
Win/Loss Ratio	2.04
Profit Ratio	0.57
Expected Daily	0.05%
Expected Monthly	0.45%
Expected Yearly	0.9%
Kelly Criterion	5.14%
Risk of Ruin	0.0%
Daily Value-at-Risk	-8.4%
Expected Shortfall (cVaR)	-8.4%
Max Consecutive Wins	2
Max Consecutive Losses	4
Gain/Pain Ratio	0.16
Gain/Pain (1M)	-
Payoff Ratio	2.04
Profit Factor	1.16
Common Sense Ratio	1.13
CPC Index	0.86
Tail Ratio	0.97
Outlier Win Ratio	7.72
Outlier Loss Ratio	2.68
MTD	1.53%
3M	0.9%
6M	0.9%
YTD	0.9%
1Y	0.9%
3Y (ann.)	14.27%
5Y (ann.)	14.27%
10Y (ann.)	14.27%
All-time (ann.)	14.27%
Best Day	18.66%
Worst Day	-7.27%
Best Month	1.53%
Worst Month	-0.62%
Best Year	0.9%
Worst Year	0.9%
Recovery Factor	0.18
Ulcer Index	0.07
Serenity Index	0.14
Avg. Up Month	1.53%
Avg. Down Month	-0.62%
Win Days	36.36%
Win Month	50.0%
Win Quarter	50.0%
Win Year	100.0%
Avg. Drawdown Days	-