# Backtest Summary

- initial_capital: 1000000
- ending_equity: 40505184.52
- total_trades: 222
- total_pnl: 39505184.52
- option_pnl: 38260384.52
- futures_pnl: 1244800.0
- day_pnl: 39505184.52
- night_pnl: 0
- total_return_pct: 3950.52%
- mdd_pct: 7.99%
- winning_trades: 49
- losing_trades: 173
- win_rate_pct: 22.07%
- avg_trade_pnl: 177951.28
- avg_win_pnl: 891504.28
- avg_loss_pnl: -24153.32
- profit_factor: 10.45
- payoff_ratio: 36.91
- best_trade_pnl: 13983665.65
- worst_trade_pnl: -49600.0
- max_consecutive_losses: 18
- trade_sharpe_ratio: 2.6
- option_price_mode: taifex_previous_30_days
- data_start: 2025-09-02
- data_end: 2026-09-05
- option_contracts_considered: 17105
- option_contracts_fetched: 0
- option_contracts_cache_used: 292
- option_entry_quotes_used: 93
- option_exit_quotes_used: 0
- option_missing_entry_quotes: 76
- option_missing_exit_quotes: 0
- option_fetch_errors: 0
- option_history_coverage: taifex_previous_30_trading_days
- taifex_option_bar_files: 292
- taifex_option_contracts: 24064

## 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 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| 2025-09 | 1000000 | 9422498.39 | 23 | 8022898.39 | 399600.0 | 8422498.39 | 0 | 8422498.39 | 842.25% | 6.00% | 43.48% | 28.5 |
| 2025-10 | 9422498.39 | 8892207.74 | 29 | -387890.65 | -142400.0 | -530290.65 | 0 | -530290.65 | -5.63% | 6.18% | 10.34% | 0.12 |
| 2025-11 | 8892207.74 | 16045971.45 | 21 | 7264363.71 | -110600.0 | 7153763.71 | 0 | 7153763.71 | 80.45% | 1.38% | 23.81% | 19.17 |
| 2025-12 | 16045971.45 | 15692866.45 | 29 | -448705.0 | 95600.0 | -353105.0 | 0 | -353105.0 | -2.20% | 2.20% | 17.24% | 0.42 |
| 2026-01 | 15692866.45 | 15483886.45 | 12 | -178780.0 | -30200.0 | -208980.0 | 0 | -208980.0 | -1.33% | 1.65% | 8.33% | 0.19 |
| 2026-02 | 15483886.45 | 21572730.65 | 18 | 5602644.19 | 486200.0 | 6088844.19 | 0 | 6088844.19 | 39.32% | 0.88% | 50.00% | 26.73 |
| 2026-03 | 21572730.65 | 21518074.52 | 19 | 61343.87 | -116000.0 | -54656.13 | 0 | -54656.13 | -0.25% | 1.01% | 15.79% | 0.88 |
| 2026-04 | 21518074.52 | 39952204.52 | 23 | 18563530.0 | -129400.0 | 18434130.0 | 0 | 18434130.0 | 85.67% | 0.76% | 17.39% | 43.18 |
| 2026-05 | 39952204.52 | 39875874.52 | 10 | -29930.0 | -46400.0 | -76330.0 | 0 | -76330.0 | -0.19% | 0.50% | 10.00% | 0.62 |
| 2026-06 | 39875874.52 | 40565874.52 | 14 | 0 | 690000.0 | 690000.0 | 0 | 690000.0 | 1.73% | 0.24% | 28.57% | 3.7 |
| 2026-07 | 40565874.52 | 40681624.52 | 12 | -89450.0 | 205200.0 | 115750.0 | 0 | 115750.0 | 0.29% | 0.20% | 16.67% | 1.56 |
| 2026-08 | 40681624.52 | 40485984.52 | 10 | -119640.0 | -76000.0 | -195640.0 | 0 | -195640.0 | -0.48% | 0.48% | 10.00% | 0.08 |
| 2026-09 | 40485984.52 | 40505184.52 | 2 | 0 | 19200.0 | 19200.0 | 0 | 19200.0 | 0.05% | 0.05% | 50.00% | 1.88 |