# Backtest Summary

- initial_capital: 1000000
- ending_equity: 40147319.52
- total_trades: 228
- total_pnl: 39147319.52
- option_pnl: 38051919.52
- futures_pnl: 1095400.0
- day_pnl: 39147319.52
- night_pnl: 0
- total_return_pct: 3914.73%
- mdd_pct: 43.65%
- winning_trades: 51
- losing_trades: 177
- win_rate_pct: 22.37%
- avg_trade_pnl: 171698.77
- avg_win_pnl: 851131.56
- avg_loss_pnl: -24070.0
- profit_factor: 10.19
- payoff_ratio: 35.36
- best_trade_pnl: 13983665.65
- worst_trade_pnl: -49600.0
- max_consecutive_losses: 18
- trade_sharpe_ratio: 2.35
- option_price_mode: taifex_previous_30_days
- data_start: 2025-07-03
- data_end: 2026-07-07
- option_contracts_considered: 17258
- option_contracts_fetched: 0
- option_contracts_cache_used: 248
- option_entry_quotes_used: 100
- option_exit_quotes_used: 0
- option_missing_entry_quotes: 60
- option_missing_exit_quotes: 0
- option_fetch_errors: 0
- option_history_coverage: taifex_previous_30_trading_days
- taifex_option_bar_files: 248
- taifex_option_contracts: 20794

## Monthly Performance

| month | starting_equity | ending_equity | trades | option_pnl | futures_pnl | day_pnl | night_pnl | pnl | return_pct | mdd_pct | win_rate_pct | profit_factor |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| 2025-07 | 1000000 | 916605.0 | 6 | -89795.0 | 6400.0 | -83395.0 | 0 | -83395.0 | -8.34% | 8.76% | 33.33% | 0.13 |
| 2025-08 | 916605.0 | 686330.0 | 19 | -268475.0 | 38200.0 | -230275.0 | 0 | -230275.0 | -25.12% | 25.32% | 21.05% | 0.28 |
| 2025-09 | 686330.0 | 9048543.39 | 26 | 7963613.39 | 398600.0 | 8362213.39 | 0 | 8362213.39 | 1218.40% | 17.53% | 38.46% | 23.82 |
| 2025-10 | 9048543.39 | 8518252.74 | 29 | -387890.65 | -142400.0 | -530290.65 | 0 | -530290.65 | -5.86% | 6.43% | 10.34% | 0.12 |
| 2025-11 | 8518252.74 | 15672016.45 | 21 | 7264363.71 | -110600.0 | 7153763.71 | 0 | 7153763.71 | 83.98% | 1.44% | 23.81% | 19.17 |
| 2025-12 | 15672016.45 | 15318911.45 | 29 | -448705.0 | 95600.0 | -353105.0 | 0 | -353105.0 | -2.25% | 2.25% | 17.24% | 0.42 |
| 2026-01 | 15318911.45 | 15109931.45 | 12 | -178780.0 | -30200.0 | -208980.0 | 0 | -208980.0 | -1.36% | 1.69% | 8.33% | 0.19 |
| 2026-02 | 15109931.45 | 21198775.65 | 18 | 5602644.19 | 486200.0 | 6088844.19 | 0 | 6088844.19 | 40.30% | 0.90% | 50.00% | 26.73 |
| 2026-03 | 21198775.65 | 21144119.52 | 19 | 61343.87 | -116000.0 | -54656.13 | 0 | -54656.13 | -0.26% | 1.03% | 15.79% | 0.88 |
| 2026-04 | 21144119.52 | 39578249.52 | 23 | 18563530.0 | -129400.0 | 18434130.0 | 0 | 18434130.0 | 87.18% | 0.76% | 17.39% | 43.18 |
| 2026-05 | 39578249.52 | 39501919.52 | 10 | -29930.0 | -46400.0 | -76330.0 | 0 | -76330.0 | -0.19% | 0.50% | 10.00% | 0.62 |
| 2026-06 | 39501919.52 | 40191919.52 | 14 | 0 | 690000.0 | 690000.0 | 0 | 690000.0 | 1.75% | 0.24% | 28.57% | 3.7 |
| 2026-07 | 40191919.52 | 40147319.52 | 2 | 0 | -44600.0 | -44600.0 | 0 | -44600.0 | -0.11% | 0.11% | 0.00% | 0.0 |