# Backtest Summary

- initial_capital: 1000000
- ending_equity: 1314600.0
- total_trades: 92
- total_pnl: 314600.0
- option_pnl: 0
- futures_pnl: 314600.0
- day_pnl: 314600.0
- night_pnl: 0
- total_return_pct: 31.46%
- mdd_pct: 22.40%
- winning_trades: 32
- losing_trades: 60
- win_rate_pct: 34.78%
- avg_trade_pnl: 3419.57
- avg_win_pnl: 40162.5
- avg_loss_pnl: -16176.67
- profit_factor: 1.32
- payoff_ratio: 2.48
- best_trade_pnl: 177800.0
- worst_trade_pnl: -25600.0
- max_consecutive_losses: 10
- trade_sharpe_ratio: 1.01
- option_price_mode: taifex_previous_30_days_unavailable
- option_contracts_considered: 0
- option_contracts_fetched: 0
- option_contracts_cache_used: 30
- option_entry_quotes_used: 0
- option_exit_quotes_used: 0
- option_missing_entry_quotes: 98
- option_missing_exit_quotes: 0
- option_fetch_errors: 0
- option_history_coverage: taifex_previous_30_trading_days
- taifex_option_bar_files: 30
- taifex_option_contracts: 4886

## 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 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| 2025-05 | 1000000 | 947200.0 | 8 | 0 | -52800.0 | -52800.0 | 0 | -52800.0 | -5.28% | 6.55% | 25.00% | 0.42 |
| 2025-06 | 947200.0 | 1032200.0 | 12 | 0 | 85000.0 | 85000.0 | 0 | 85000.0 | 8.97% | 5.29% | 41.67% | 1.72 |
| 2025-07 | 1032200.0 | 1044800.0 | 6 | 0 | 12600.0 | 12600.0 | 0 | 12600.0 | 1.22% | 2.77% | 50.00% | 1.36 |
| 2025-08 | 1044800.0 | 1044200.0 | 10 | 0 | -600.0 | -600.0 | 0 | -600.0 | -0.06% | 3.56% | 40.00% | 0.99 |
| 2025-09 | 1044200.0 | 1415400.0 | 14 | 0 | 371200.0 | 371200.0 | 0 | 371200.0 | 35.55% | 3.46% | 42.86% | 3.75 |
| 2025-10 | 1415400.0 | 1281400.0 | 14 | 0 | -134000.0 | -134000.0 | 0 | -134000.0 | -9.47% | 11.49% | 21.43% | 0.29 |
| 2025-11 | 1281400.0 | 1201800.0 | 13 | 0 | -79600.0 | -79600.0 | 0 | -79600.0 | -6.21% | 7.82% | 23.08% | 0.53 |
| 2025-12 | 1201800.0 | 1314600.0 | 15 | 0 | 112800.0 | 112800.0 | 0 | 112800.0 | 9.39% | 6.05% | 40.00% | 1.71 |