TQSim SIM12 · 模拟盘绩效（非真实业绩） (Compounded)

18 Sep, 2026 - 2 Oct, 2026

Key Performance Metrics

Metric	Strategy
Risk-Free Rate	0.0%
Time in Market	73.0%
Cumulative Return	-2.03%
CAGR﹪	-37.47%
Sharpe	-0.32
Prob. Sharpe Ratio	47.53%
Smart Sharpe	-0.21
Sortino	-0.66
Smart Sortino	-0.43
Sortino/√2	-0.47
Smart Sortino/√2	-0.31
Omega	0.93
Max Drawdown	%
Max DD Date
Max DD Period Start
Max DD Period End
Longest DD Days	-
Volatility (ann.)	73.68%
Calmar	-3.21
Skew	2.21
Kurtosis	7.01
Ulcer Performance Index	-0.42
Risk-Adjusted Return	-51.34%
Risk-Return Ratio	-0.02
Avg. Return	-0.13%
Avg. Win	12.68%
Avg. Loss	-1.96%
Win/Loss Ratio	6.48
Profit Ratio	2.83
Expected Daily	-0.19%
Expected Monthly	-1.02%
Expected Yearly	-2.03%
Kelly Criterion	-1.01%
Risk of Ruin	0.06%
Daily Value-at-Risk	-7.73%
Expected Shortfall (cVaR)	-7.73%
Max Consecutive Wins	1
Max Consecutive Losses	5
Gain/Pain Ratio	-0.07
Gain/Pain (1M)	-1.0
Payoff Ratio	6.48
Profit Factor	0.93
Common Sense Ratio	1.29
CPC Index	0.75
Tail Ratio	1.4
Outlier Win Ratio	3.6
Outlier Loss Ratio	3.08
MTD	0.0%
3M	-2.03%
6M	-2.03%
YTD	-2.03%
1Y	-2.03%
3Y (ann.)	-37.47%
5Y (ann.)	-37.47%
10Y (ann.)	-37.47%
All-time (ann.)	-37.47%
Best Day	12.68%
Worst Day	-6.4%
Best Month	0.0%
Worst Month	-2.03%
Best Year	-2.03%
Worst Year	-2.03%
Recovery Factor	0.09
Ulcer Index	0.05
Serenity Index	-0.09
Avg. Up Month	-
Avg. Down Month	-2.03%
Win Days	12.5%
Win Month	0.0%
Win Quarter	0.0%
Win Year	0.0%
Avg. Drawdown Days	-