TQSim SIM19 · 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	29.0%
Cumulative Return	0.01%
CAGR﹪	0.28%
Sharpe	0.1
Prob. Sharpe Ratio	50.62%
Smart Sharpe	0.05
Sortino	0.16
Smart Sortino	0.08
Sortino/√2	0.11
Smart Sortino/√2	0.05
Omega	1.03
Max Drawdown	-2.2%
Max DD Date	2026-10-09
Max DD Period Start	2026-10-09
Max DD Period End	2026-10-09
Longest DD Days	1
Volatility (ann.)	20.45%
Calmar	0.13
Skew	0.07
Kurtosis	3.0
Ulcer Performance Index	0.01
Risk-Adjusted Return	0.98%
Risk-Return Ratio	0.01
Avg. Return	0.03%
Avg. Win	2.26%
Avg. Loss	-2.2%
Win/Loss Ratio	1.03
Profit Ratio	0.03
Expected Daily	0.0%
Expected Monthly	0.01%
Expected Yearly	0.01%
Kelly Criterion	1.28%
Risk of Ruin	0.0%
Daily Value-at-Risk	-2.11%
Expected Shortfall (cVaR)	-2.2%
Max Consecutive Wins	1
Max Consecutive Losses	1
Gain/Pain Ratio	0.03
Gain/Pain (1M)	-
Payoff Ratio	1.03
Profit Factor	1.03
Common Sense Ratio	1.05
CPC Index	0.53
Tail Ratio	1.03
Outlier Win Ratio	5.64
Outlier Loss Ratio	0.94
MTD	0.01%
3M	0.01%
6M	0.01%
YTD	0.01%
1Y	0.01%
3Y (ann.)	0.28%
5Y (ann.)	0.28%
10Y (ann.)	0.28%
All-time (ann.)	0.28%
Best Day	2.26%
Worst Day	-2.2%
Best Month	0.01%
Worst Month	0.01%
Best Year	0.01%
Worst Year	0.01%
Avg. Drawdown	-2.2%
Avg. Drawdown Days	1
Recovery Factor	0.03
Ulcer Index	0.01
Serenity Index	0.04
Avg. Up Month	0.01%
Avg. Down Month	-
Win Days	50.0%
Win Month	100.0%
Win Quarter	100.0%
Win Year	100.0%