TQSim SIM18 · 模拟盘绩效（非真实业绩） (Compounded)

1 Oct, 2026 - 2 Oct, 2026

Key Performance Metrics

Metric	Strategy
Risk-Free Rate	0.0%
Time in Market	50.0%
Cumulative Return	2.98%
CAGR﹪	3924.29%
Sharpe	11.22
Prob. Sharpe Ratio	-
Smart Sharpe	-
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.)	33.4%
Calmar	-
Skew	-
Kurtosis	-
Ulcer Performance Index	-
Risk-Adjusted Return	7848.58%
Risk-Return Ratio	0.71
Avg. Return	2.98%
Avg. Win	2.98%
Avg. Loss	-
Win/Loss Ratio	-
Profit Ratio	-
Expected Daily	1.48%
Expected Monthly	2.98%
Expected Yearly	2.98%
Kelly Criterion	-
Risk of Ruin	0.0%
Daily Value-at-Risk	-1.97%
Expected Shortfall (cVaR)	-1.97%
Max Consecutive Wins	1
Max Consecutive Losses	0
Gain/Pain Ratio	-
Gain/Pain (1M)	-
Payoff Ratio	-
Profit Factor	0.0
Common Sense Ratio	-
CPC Index	-
Tail Ratio	19.0
Outlier Win Ratio	1.98
Outlier Loss Ratio	-
MTD	2.98%
3M	2.98%
6M	2.98%
YTD	2.98%
1Y	2.98%
3Y (ann.)	3924.29%
5Y (ann.)	3924.29%
10Y (ann.)	3924.29%
All-time (ann.)	3924.29%
Best Day	2.98%
Worst Day	0.0%
Best Month	2.98%
Worst Month	2.98%
Best Year	2.98%
Worst Year	2.98%
Recovery Factor	-
Ulcer Index	0.0
Serenity Index	-
Avg. Up Month	2.98%
Avg. Down Month	-
Win Days	100.0%
Win Month	100.0%
Win Quarter	100.0%
Win Year	100.0%
Avg. Drawdown Days	-