TQSim SIM14 · 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	50.0%
Cumulative Return	-0.17%
CAGR﹪	-4.14%
Sharpe	0.06
Prob. Sharpe Ratio	50.43%
Smart Sharpe	0.04
Sortino	0.09
Smart Sortino	0.05
Sortino/√2	0.06
Smart Sortino/√2	0.04
Omega	1.02
Max Drawdown	-5.05%
Max DD Date	2026-09-29
Max DD Period Start	2026-09-29
Max DD Period End	2026-10-02
Longest DD Days	4
Volatility (ann.)	37.64%
Calmar	-0.82
Skew	-0.05
Kurtosis	4.49
Ulcer Performance Index	-0.05
Risk-Adjusted Return	-8.28%
Risk-Return Ratio	0.0
Avg. Return	0.02%
Avg. Win	1.74%
Avg. Loss	-2.56%
Win/Loss Ratio	0.68
Profit Ratio	0.06
Expected Daily	-0.02%
Expected Monthly	-0.08%
Expected Yearly	-0.17%
Kelly Criterion	0.99%
Risk of Ruin	0.0%
Daily Value-at-Risk	-3.89%
Expected Shortfall (cVaR)	-5.05%
Max Consecutive Wins	1
Max Consecutive Losses	1
Gain/Pain Ratio	0.02
Gain/Pain (1M)	-
Payoff Ratio	0.68
Profit Factor	1.02
Common Sense Ratio	1.03
CPC Index	0.41
Tail Ratio	1.01
Outlier Win Ratio	7.02
Outlier Loss Ratio	1.8
MTD	0.0%
3M	-0.17%
6M	-0.17%
YTD	-0.17%
1Y	-0.17%
3Y (ann.)	-4.14%
5Y (ann.)	-4.14%
10Y (ann.)	-4.14%
All-time (ann.)	-4.14%
Best Day	5.0%
Worst Day	-5.05%
Best Month	0.0%
Worst Month	-0.17%
Best Year	-0.17%
Worst Year	-0.17%
Avg. Drawdown	-2.56%
Avg. Drawdown Days	2
Recovery Factor	0.02
Ulcer Index	0.03
Serenity Index	0.01
Avg. Up Month	-
Avg. Down Month	-0.17%
Win Days	60.0%
Win Month	0.0%
Win Quarter	0.0%
Win Year	0.0%