TQSim SIM12 · 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	-5.62%
CAGR﹪	-91.18%
Sharpe	-14.19
Prob. Sharpe Ratio	-
Smart Sharpe	-13.66
Sortino	-11.11
Smart Sortino	-10.69
Sortino/√2	-7.85
Smart Sortino/√2	-7.56
Omega	0.0
Max Drawdown	%
Max DD Date
Max DD Period Start
Max DD Period End
Longest DD Days	-
Volatility (ann.)	16.95%
Calmar	-16.23
Skew	-1.01
Kurtosis	-0.46
Ulcer Performance Index	-1.39
Risk-Adjusted Return	-108.55%
Risk-Return Ratio	-0.89
Avg. Return	-1.15%
Avg. Win	-
Avg. Loss	-1.15%
Win/Loss Ratio	-
Profit Ratio	0.0
Expected Daily	-0.96%
Expected Monthly	-5.62%
Expected Yearly	-5.62%
Kelly Criterion	-
Risk of Ruin	1.0%
Daily Value-at-Risk	-2.71%
Expected Shortfall (cVaR)	-2.71%
Max Consecutive Wins	0
Max Consecutive Losses	5
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	0.01
Outlier Win Ratio	-
Outlier Loss Ratio	2.3
MTD	-5.62%
3M	-5.62%
6M	-5.62%
YTD	-5.62%
1Y	-5.62%
3Y (ann.)	-91.18%
5Y (ann.)	-91.18%
10Y (ann.)	-91.18%
All-time (ann.)	-91.18%
Best Day	0.0%
Worst Day	-2.67%
Best Month	-5.62%
Worst Month	-5.62%
Best Year	-5.62%
Worst Year	-5.62%
Recovery Factor	1.02
Ulcer Index	0.04
Serenity Index	-0.22
Avg. Up Month	-
Avg. Down Month	-5.62%
Win Days	0.0%
Win Month	0.0%
Win Quarter	0.0%
Win Year	0.0%
Avg. Drawdown Days	-