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

18 Sep, 2026 - 9 Oct, 2026

Key Performance Metrics

Metric	Strategy
Risk-Free Rate	0.0%
Time in Market	63.0%
Cumulative Return	-5.39%
CAGR﹪	-58.23%
Sharpe	-1.16
Prob. Sharpe Ratio	39.83%
Smart Sharpe	-0.76
Sortino	-2.26
Smart Sortino	-1.48
Sortino/√2	-1.6
Smart Sortino/√2	-1.05
Omega	0.74
Max Drawdown	%
Max DD Date
Max DD Period Start
Max DD Period End
Longest DD Days	-
Volatility (ann.)	60.99%
Calmar	-4.99
Skew	2.58
Kurtosis	9.88
Ulcer Performance Index	-1.22
Risk-Adjusted Return	-92.43%
Risk-Return Ratio	-0.07
Avg. Return	-0.45%
Avg. Win	12.68%
Avg. Loss	-1.91%
Win/Loss Ratio	6.65
Profit Ratio	1.22
Expected Daily	-0.35%
Expected Monthly	-2.73%
Expected Yearly	-5.39%
Kelly Criterion	-3.53%
Risk of Ruin	0.04%
Daily Value-at-Risk	-6.6%
Expected Shortfall (cVaR)	-6.6%
Max Consecutive Wins	1
Max Consecutive Losses	5
Gain/Pain Ratio	-0.26
Gain/Pain (1M)	-1.0
Payoff Ratio	6.65
Profit Factor	0.74
Common Sense Ratio	0.65
CPC Index	0.49
Tail Ratio	0.88
Outlier Win Ratio	5.95
Outlier Loss Ratio	3.06
MTD	-3.43%
3M	-5.39%
6M	-5.39%
YTD	-5.39%
1Y	-5.39%
3Y (ann.)	-58.23%
5Y (ann.)	-58.23%
10Y (ann.)	-58.23%
All-time (ann.)	-58.23%
Best Day	12.68%
Worst Day	-6.4%
Best Month	-2.03%
Worst Month	-3.43%
Best Year	-5.39%
Worst Year	-5.39%
Recovery Factor	0.38
Ulcer Index	0.04
Serenity Index	-0.34
Avg. Up Month	-
Avg. Down Month	-2.73%
Win Days	10.0%
Win Month	0.0%
Win Quarter	0.0%
Win Year	0.0%
Avg. Drawdown Days	-