TQSim SIM16 · 模拟盘绩效（非真实业绩） (Compounded)

1 Oct, 2026 - 9 Oct, 2026

Key Performance Metrics

Metric	Strategy
Risk-Free Rate	0.0%
Time in Market	43.0%
Cumulative Return	15.19%
CAGR﹪	16140.25%
Sharpe	9.98
Prob. Sharpe Ratio	100.0%
Smart Sharpe	6.17
Sortino	-
Smart Sortino	-
Sortino/√2	-
Smart Sortino/√2	-
Omega	-
Max Drawdown	%
Max DD Date
Max DD Period Start
Max DD Period End
Longest DD Days	-
Volatility (ann.)	52.64%
Calmar	-
Skew	1.23
Kurtosis	-0.68
Ulcer Performance Index	-
Risk-Adjusted Return	37535.48%
Risk-Return Ratio	0.63
Avg. Return	4.87%
Avg. Win	4.87%
Avg. Loss	-
Win/Loss Ratio	-
Profit Ratio	-
Expected Daily	2.04%
Expected Monthly	15.19%
Expected Yearly	15.19%
Kelly Criterion	-
Risk of Ruin	0.0%
Daily Value-at-Risk	-3.37%
Expected Shortfall (cVaR)	-3.37%
Max Consecutive Wins	2
Max Consecutive Losses	0
Gain/Pain Ratio	-
Gain/Pain (1M)	-
Payoff Ratio	-
Profit Factor	0.0
Common Sense Ratio	-
CPC Index	-
Tail Ratio	-
Outlier Win Ratio	3.52
Outlier Loss Ratio	-
MTD	15.19%
3M	15.19%
6M	15.19%
YTD	15.19%
1Y	15.19%
3Y (ann.)	16140.25%
5Y (ann.)	16140.25%
10Y (ann.)	16140.25%
All-time (ann.)	16140.25%
Best Day	7.4%
Worst Day	0.0%
Best Month	15.19%
Worst Month	15.19%
Best Year	15.19%
Worst Year	15.19%
Recovery Factor	-
Ulcer Index	0.0
Serenity Index	-
Avg. Up Month	15.19%
Avg. Down Month	-
Win Days	100.0%
Win Month	100.0%
Win Quarter	100.0%
Win Year	100.0%
Avg. Drawdown Days	-