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

21 Sep, 2026 - 2 Oct, 2026

Key Performance Metrics

Metric	Strategy
Risk-Free Rate	0.0%
Time in Market	70.0%
Cumulative Return	-2.28%
CAGR﹪	-44.04%
Sharpe	-0.73
Prob. Sharpe Ratio	44.68%
Smart Sharpe	-0.47
Sortino	-1.31
Smart Sortino	-0.84
Sortino/√2	-0.93
Smart Sortino/√2	-0.59
Omega	0.86
Max Drawdown	%
Max DD Date
Max DD Period Start
Max DD Period End
Longest DD Days	-
Volatility (ann.)	58.59%
Calmar	-5.14
Skew	1.57
Kurtosis	3.77
Ulcer Performance Index	-0.51
Risk-Adjusted Return	-62.92%
Risk-Return Ratio	-0.05
Avg. Return	-0.24%
Avg. Win	5.4%
Avg. Loss	-2.5%
Win/Loss Ratio	2.16
Profit Ratio	0.86
Expected Daily	-0.23%
Expected Monthly	-1.15%
Expected Yearly	-2.28%
Kelly Criterion	-4.51%
Risk of Ruin	0.0%
Daily Value-at-Risk	-6.24%
Expected Shortfall (cVaR)	-6.24%
Max Consecutive Wins	1
Max Consecutive Losses	2
Gain/Pain Ratio	-0.14
Gain/Pain (1M)	-1.0
Payoff Ratio	2.16
Profit Factor	0.86
Common Sense Ratio	1.14
CPC Index	0.53
Tail Ratio	1.32
Outlier Win Ratio	3.77
Outlier Loss Ratio	1.78
MTD	0.0%
3M	-2.28%
6M	-2.28%
YTD	-2.28%
1Y	-2.28%
3Y (ann.)	-44.04%
5Y (ann.)	-44.04%
10Y (ann.)	-44.04%
All-time (ann.)	-44.04%
Best Day	8.73%
Worst Day	-4.48%
Best Month	0.0%
Worst Month	-2.28%
Best Year	-2.28%
Worst Year	-2.28%
Recovery Factor	0.2
Ulcer Index	0.04
Serenity Index	-0.17
Avg. Up Month	-
Avg. Down Month	-2.28%
Win Days	28.57%
Win Month	0.0%
Win Quarter	0.0%
Win Year	0.0%
Avg. Drawdown Days	-