# Backtest Summary

- initial_capital: 1000000
- ending_equity: 21596979.52
- total_trades: 154
- total_pnl: 20596979.52
- option_pnl: 19846779.52
- futures_pnl: 750200.0
- day_pnl: 20596979.52
- night_pnl: 0
- total_return_pct: 2059.70%
- mdd_pct: 20.04%
- winning_trades: 38
- losing_trades: 116
- win_rate_pct: 24.68%
- avg_trade_pnl: 133746.62
- avg_win_pnl: 616576.17
- avg_loss_pnl: -24421.68
- profit_factor: 8.27
- payoff_ratio: 25.25
- best_trade_pnl: 4415806.45
- worst_trade_pnl: -43000.0
- max_consecutive_losses: 18
- trade_sharpe_ratio: 2.26
- option_price_mode: taifex_previous_30_days
- data_start: 2025-08-19
- data_end: 2026-03-14
- option_contracts_considered: 12518
- option_contracts_fetched: 0
- option_contracts_cache_used: 282
- option_entry_quotes_used: 77
- option_exit_quotes_used: 0
- option_missing_entry_quotes: 11
- option_missing_exit_quotes: 1
- option_fetch_errors: 0
- option_history_coverage: taifex_previous_30_trading_days
- taifex_option_bar_files: 282
- taifex_option_contracts: 10731

## 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 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| 2025-08 | 1000000 | 949935.0 | 9 | -119265.0 | 69200.0 | -50065.0 | 0 | -50065.0 | -5.01% | 8.62% | 33.33% | 0.63 |
| 2025-09 | 949935.0 | 9312148.39 | 26 | 7963613.39 | 398600.0 | 8362213.39 | 0 | 8362213.39 | 880.29% | 12.66% | 38.46% | 23.82 |
| 2025-10 | 9312148.39 | 8781857.74 | 29 | -387890.65 | -142400.0 | -530290.65 | 0 | -530290.65 | -5.69% | 6.25% | 10.34% | 0.12 |
| 2025-11 | 8781857.74 | 15935621.45 | 21 | 7264363.71 | -110600.0 | 7153763.71 | 0 | 7153763.71 | 81.46% | 1.40% | 23.81% | 19.17 |
| 2025-12 | 15935621.45 | 15582516.45 | 29 | -448705.0 | 95600.0 | -353105.0 | 0 | -353105.0 | -2.22% | 2.22% | 17.24% | 0.42 |
| 2026-01 | 15582516.45 | 15373536.45 | 12 | -178780.0 | -30200.0 | -208980.0 | 0 | -208980.0 | -1.34% | 1.66% | 8.33% | 0.19 |
| 2026-02 | 15373536.45 | 21462380.65 | 18 | 5602644.19 | 486200.0 | 6088844.19 | 0 | 6088844.19 | 39.61% | 0.89% | 50.00% | 26.73 |
| 2026-03 | 21462380.65 | 21596979.52 | 10 | 150798.87 | -16200.0 | 134598.87 | 0 | 134598.87 | 0.63% | 0.93% | 20.00% | 1.58 |