TQSim SIM11 · 模拟盘绩效（非真实业绩） (Compounded)

18 Sep, 2026 - 25 Sep, 2026

Key Performance Metrics

Metric	Strategy
Risk-Free Rate	0.0%
Time in Market	84.0%
Cumulative Return	-12.37%
CAGR﹪	-99.61%
Sharpe	-14.06
Prob. Sharpe Ratio	-
Smart Sharpe	-9.48
Sortino	-11.05
Smart Sortino	-7.45
Sortino/√2	-7.82
Smart Sortino/√2	-5.27
Omega	0.01
Max Drawdown	%
Max DD Date
Max DD Period Start
Max DD Period End
Longest DD Days	-
Volatility (ann.)	38.57%
Calmar	-8.05
Skew	-0.37
Kurtosis	-2.47
Ulcer Performance Index	-1.07
Risk-Adjusted Return	-118.58%
Risk-Return Ratio	-0.89
Avg. Return	-2.58%
Avg. Win	0.11%
Avg. Loss	-3.25%
Win/Loss Ratio	0.03
Profit Ratio	0.03
Expected Daily	-2.18%
Expected Monthly	-12.37%
Expected Yearly	-12.37%
Kelly Criterion	-2341.08%
Risk of Ruin	0.09%
Daily Value-at-Risk	-6.15%
Expected Shortfall (cVaR)	-6.15%
Max Consecutive Wins	1
Max Consecutive Losses	3
Gain/Pain Ratio	-0.99
Gain/Pain (1M)	-1.0
Payoff Ratio	0.03
Profit Factor	0.01
Common Sense Ratio	0.0
CPC Index	0.0
Tail Ratio	0.02
Outlier Win Ratio	1.9
Outlier Loss Ratio	1.57
MTD	-12.37%
3M	-12.37%
6M	-12.37%
YTD	-12.37%
1Y	-12.37%
3Y (ann.)	-99.61%
5Y (ann.)	-99.61%
10Y (ann.)	-99.61%
All-time (ann.)	-99.61%
Best Day	0.11%
Worst Day	-5.13%
Best Month	-12.37%
Worst Month	-12.37%
Best Year	-12.37%
Worst Year	-12.37%
Recovery Factor	1.04
Ulcer Index	0.12
Serenity Index	-0.17
Avg. Up Month	-
Avg. Down Month	-12.37%
Win Days	20.0%
Win Month	0.0%
Win Quarter	0.0%
Win Year	0.0%
Avg. Drawdown Days	-