TQSim SIM15 · 模拟盘绩效（非真实业绩） (Compounded)

21 Sep, 2026 - 9 Oct, 2026

Key Performance Metrics

Metric	Strategy
Risk-Free Rate	0.0%
Time in Market	60.0%
Cumulative Return	6.73%
CAGR﹪	198.8%
Sharpe	1.84
Prob. Sharpe Ratio	69.74%
Smart Sharpe	1.5
Sortino	5.13
Smart Sortino	4.18
Sortino/√2	3.63
Smart Sortino/√2	2.95
Omega	1.59
Max Drawdown	-5.43%
Max DD Date	2026-09-23
Max DD Period Start	2026-09-22
Max DD Period End	2026-10-07
Longest DD Days	16
Volatility (ann.)	71.53%
Calmar	36.6
Skew	2.76
Kurtosis	9.23
Ulcer Performance Index	1.74
Risk-Adjusted Return	331.34%
Risk-Return Ratio	0.12
Avg. Return	0.87%
Avg. Win	5.27%
Avg. Loss	-2.64%
Win/Loss Ratio	1.99
Profit Ratio	0.4
Expected Daily	0.44%
Expected Monthly	3.31%
Expected Yearly	6.73%
Kelly Criterion	16.56%
Risk of Ruin	0.0%
Daily Value-at-Risk	-6.89%
Expected Shortfall (cVaR)	-6.89%
Max Consecutive Wins	1
Max Consecutive Losses	2
Gain/Pain Ratio	0.59
Gain/Pain (1M)	2.4
Payoff Ratio	1.99
Profit Factor	1.59
Common Sense Ratio	3.04
CPC Index	1.41
Tail Ratio	1.91
Outlier Win Ratio	6.46
Outlier Loss Ratio	1.35
MTD	10.53%
3M	6.73%
6M	6.73%
YTD	6.73%
1Y	6.73%
3Y (ann.)	198.8%
5Y (ann.)	198.8%
10Y (ann.)	198.8%
All-time (ann.)	198.8%
Best Day	15.32%
Worst Day	-3.59%
Best Month	10.53%
Worst Month	-3.43%
Best Year	6.73%
Worst Year	6.73%
Avg. Drawdown	-4.22%
Avg. Drawdown Days	8
Recovery Factor	1.45
Ulcer Index	0.04
Serenity Index	1.42
Avg. Up Month	10.53%
Avg. Down Month	-3.43%
Win Days	44.44%
Win Month	50.0%
Win Quarter	50.0%
Win Year	100.0%