TQSim SIM18 · 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	-10.98%
CAGR﹪	-98.48%
Sharpe	-6.34
Prob. Sharpe Ratio	9.37%
Smart Sharpe	-4.16
Sortino	-6.55
Smart Sortino	-4.3
Sortino/√2	-4.63
Smart Sortino/√2	-3.04
Omega	0.21
Max Drawdown	-13.56%
Max DD Date	2026-10-09
Max DD Period Start	2026-10-08
Max DD Period End	2026-10-09
Longest DD Days	2
Volatility (ann.)	62.79%
Calmar	-7.26
Skew	-1.05
Kurtosis	0.19
Ulcer Performance Index	-1.68
Risk-Adjusted Return	-229.03%
Risk-Return Ratio	-0.4
Avg. Return	-3.68%
Avg. Win	2.98%
Avg. Loss	-7.01%
Win/Loss Ratio	0.42
Profit Ratio	0.03
Expected Daily	-1.65%
Expected Monthly	-10.98%
Expected Yearly	-10.98%
Kelly Criterion	-123.79%
Risk of Ruin	0.01%
Daily Value-at-Risk	-8.08%
Expected Shortfall (cVaR)	-8.44%
Max Consecutive Wins	1
Max Consecutive Losses	2
Gain/Pain Ratio	-0.79
Gain/Pain (1M)	-1.0
Payoff Ratio	0.42
Profit Factor	0.21
Common Sense Ratio	0.06
CPC Index	0.03
Tail Ratio	0.27
Outlier Win Ratio	4.7
Outlier Loss Ratio	1.18
MTD	-10.98%
3M	-10.98%
6M	-10.98%
YTD	-10.98%
1Y	-10.98%
3Y (ann.)	-98.48%
5Y (ann.)	-98.48%
10Y (ann.)	-98.48%
All-time (ann.)	-98.48%
Best Day	2.98%
Worst Day	-8.44%
Best Month	-10.98%
Worst Month	-10.98%
Best Year	-10.98%
Worst Year	-10.98%
Avg. Drawdown	-13.56%
Avg. Drawdown Days	2
Recovery Factor	0.82
Ulcer Index	0.07
Serenity Index	-0.49
Avg. Up Month	-
Avg. Down Month	-10.98%
Win Days	33.33%
Win Month	0.0%
Win Quarter	0.0%
Win Year	0.0%