# Backtest Summary

- initial_capital: 1000000
- ending_equity: 40400869.52
- total_trades: 227
- total_pnl: 39400869.52
- option_pnl: 38141469.52
- futures_pnl: 1259400.0
- day_pnl: 39400869.52
- night_pnl: 0
- total_return_pct: 3940.09%
- mdd_pct: 17.60%
- winning_trades: 50
- losing_trades: 177
- win_rate_pct: 22.03%
- avg_trade_pnl: 173572.11
- avg_win_pnl: 873422.19
- avg_loss_pnl: -24125.65
- profit_factor: 10.23
- payoff_ratio: 36.2
- best_trade_pnl: 13983665.65
- worst_trade_pnl: -49600.0
- max_consecutive_losses: 18
- trade_sharpe_ratio: 2.53
- option_price_mode: taifex_previous_30_days
- data_start: 2025-08-25
- data_end: 2026-08-27
- option_contracts_considered: 17560
- option_contracts_fetched: 0
- option_contracts_cache_used: 285
- option_entry_quotes_used: 97
- option_exit_quotes_used: 0
- option_missing_entry_quotes: 72
- option_missing_exit_quotes: 0
- option_fetch_errors: 0
- option_history_coverage: taifex_previous_30_trading_days
- taifex_option_bar_files: 285
- taifex_option_contracts: 23783

## 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 | 954170.0 | 5 | -59630.0 | 13800.0 | -45830.0 | 0 | -45830.0 | -4.58% | 5.89% | 40.00% | 0.38 |
| 2025-09 | 954170.0 | 9316383.39 | 26 | 7963613.39 | 398600.0 | 8362213.39 | 0 | 8362213.39 | 876.39% | 12.61% | 38.46% | 23.82 |
| 2025-10 | 9316383.39 | 8786092.74 | 29 | -387890.65 | -142400.0 | -530290.65 | 0 | -530290.65 | -5.69% | 6.25% | 10.34% | 0.12 |
| 2025-11 | 8786092.74 | 15939856.45 | 21 | 7264363.71 | -110600.0 | 7153763.71 | 0 | 7153763.71 | 81.42% | 1.40% | 23.81% | 19.17 |
| 2025-12 | 15939856.45 | 15586751.45 | 29 | -448705.0 | 95600.0 | -353105.0 | 0 | -353105.0 | -2.22% | 2.22% | 17.24% | 0.42 |
| 2026-01 | 15586751.45 | 15377771.45 | 12 | -178780.0 | -30200.0 | -208980.0 | 0 | -208980.0 | -1.34% | 1.66% | 8.33% | 0.19 |
| 2026-02 | 15377771.45 | 21466615.65 | 18 | 5602644.19 | 486200.0 | 6088844.19 | 0 | 6088844.19 | 39.60% | 0.89% | 50.00% | 26.73 |
| 2026-03 | 21466615.65 | 21411959.52 | 19 | 61343.87 | -116000.0 | -54656.13 | 0 | -54656.13 | -0.25% | 1.01% | 15.79% | 0.88 |
| 2026-04 | 21411959.52 | 39846089.52 | 23 | 18563530.0 | -129400.0 | 18434130.0 | 0 | 18434130.0 | 86.09% | 0.76% | 17.39% | 43.18 |
| 2026-05 | 39846089.52 | 39769759.52 | 10 | -29930.0 | -46400.0 | -76330.0 | 0 | -76330.0 | -0.19% | 0.50% | 10.00% | 0.62 |
| 2026-06 | 39769759.52 | 40459759.52 | 14 | 0 | 690000.0 | 690000.0 | 0 | 690000.0 | 1.73% | 0.24% | 28.57% | 3.7 |
| 2026-07 | 40459759.52 | 40575509.52 | 12 | -89450.0 | 205200.0 | 115750.0 | 0 | 115750.0 | 0.29% | 0.20% | 16.67% | 1.56 |
| 2026-08 | 40575509.52 | 40400869.52 | 9 | -119640.0 | -55000.0 | -174640.0 | 0 | -174640.0 | -0.43% | 0.43% | 11.11% | 0.09 |