TQSim SIM13 · 模拟盘绩效（非真实业绩） (Compounded)

21 Sep, 2026 - 25 Sep, 2026

Key Performance Metrics

Metric	Strategy
Risk-Free Rate	0.0%
Time in Market	80.0%
Cumulative Return	-4.62%
CAGR﹪	-90.78%
Sharpe	-6.15
Prob. Sharpe Ratio	19.37%
Smart Sharpe	-4.23
Sortino	-6.88
Smart Sortino	-4.73
Sortino/√2	-4.87
Smart Sortino/√2	-3.35
Omega	0.31
Max Drawdown	%
Max DD Date
Max DD Period Start
Max DD Period End
Longest DD Days	-
Volatility (ann.)	37.63%
Calmar	-16.31
Skew	-0.56
Kurtosis	1.52
Ulcer Performance Index	-0.98
Risk-Adjusted Return	-113.47%
Risk-Return Ratio	-0.39
Avg. Return	-1.15%
Avg. Win	2.06%
Avg. Loss	-2.22%
Win/Loss Ratio	0.93
Profit Ratio	0.7
Expected Daily	-0.94%
Expected Monthly	-4.62%
Expected Yearly	-4.62%
Kelly Criterion	-55.62%
Risk of Ruin	0.08%
Daily Value-at-Risk	-4.82%
Expected Shortfall (cVaR)	-4.82%
Max Consecutive Wins	1
Max Consecutive Losses	2
Gain/Pain Ratio	-0.69
Gain/Pain (1M)	-1.0
Payoff Ratio	0.93
Profit Factor	0.31
Common Sense Ratio	0.13
CPC Index	0.07
Tail Ratio	0.43
Outlier Win Ratio	1.92
Outlier Loss Ratio	1.96
MTD	-4.62%
3M	-4.62%
6M	-4.62%
YTD	-4.62%
1Y	-4.62%
3Y (ann.)	-90.78%
5Y (ann.)	-90.78%
10Y (ann.)	-90.78%
All-time (ann.)	-90.78%
Best Day	2.06%
Worst Day	-4.48%
Best Month	-4.62%
Worst Month	-4.62%
Best Year	-4.62%
Worst Year	-4.62%
Recovery Factor	0.83
Ulcer Index	0.05
Serenity Index	-0.35
Avg. Up Month	-
Avg. Down Month	-4.62%
Win Days	25.0%
Win Month	0.0%
Win Quarter	0.0%
Win Year	0.0%
Avg. Drawdown Days	-