# Backtest Summary

- initial_capital: 1000000
- ending_equity: 25759395.0
- total_trades: 154
- total_pnl: 24759395.0
- option_pnl: 24123595.0
- futures_pnl: 635800.0
- day_pnl: 24849170.0
- night_pnl: -89775.0
- total_return_pct: 2475.94%
- mdd_pct: 22.61%
- winning_trades: 47
- losing_trades: 107
- win_rate_pct: 30.52%
- avg_trade_pnl: 160775.29
- avg_win_pnl: 569601.91
- avg_loss_pnl: -18802.76
- profit_factor: 13.31
- payoff_ratio: 30.29
- best_trade_pnl: 14805100.0
- worst_trade_pnl: -39600.0
- max_consecutive_losses: 17
- trade_sharpe_ratio: 1.25
- option_price_mode: taifex_previous_30_days
- option_contracts_considered: 3391
- option_contracts_fetched: 0
- option_contracts_cache_used: 30
- option_entry_quotes_used: 16
- option_exit_quotes_used: 0
- option_missing_entry_quotes: 141
- option_missing_exit_quotes: 1
- option_fetch_errors: 0
- option_history_coverage: taifex_previous_30_trading_days
- taifex_option_bar_files: 30
- taifex_option_contracts: 4802

## 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 | 933600.0 | 7 | 0 | -66400.0 | -66400.0 | 0 | -66400.0 | -6.64% | 6.64% | 14.29% | 0.27 |
| 2025-06 | 933600.0 | 1018600.0 | 12 | 0 | 85000.0 | 85000.0 | 0 | 85000.0 | 9.10% | 5.36% | 41.67% | 1.72 |
| 2025-07 | 1018600.0 | 1031200.0 | 6 | 0 | 12600.0 | 12600.0 | 0 | 12600.0 | 1.24% | 2.81% | 50.00% | 1.36 |
| 2025-08 | 1031200.0 | 1030600.0 | 10 | 0 | -600.0 | -600.0 | 0 | -600.0 | -0.06% | 3.61% | 40.00% | 0.99 |
| 2025-09 | 1030600.0 | 1401800.0 | 14 | 0 | 371200.0 | 371200.0 | 0 | 371200.0 | 36.02% | 3.49% | 42.86% | 3.75 |
| 2025-10 | 1401800.0 | 1267800.0 | 14 | 0 | -134000.0 | -134000.0 | 0 | -134000.0 | -9.56% | 11.60% | 21.43% | 0.29 |
| 2025-11 | 1267800.0 | 1188200.0 | 13 | 0 | -79600.0 | -79600.0 | 0 | -79600.0 | -6.28% | 7.90% | 23.08% | 0.53 |
| 2025-12 | 1188200.0 | 1301000.0 | 15 | 0 | 112800.0 | 112800.0 | 0 | 112800.0 | 9.49% | 6.12% | 40.00% | 1.71 |
| 2026-01 | 1301000.0 | 1264200.0 | 6 | 0 | -36800.0 | -36800.0 | 0 | -36800.0 | -2.83% | 6.15% | 16.67% | 0.56 |
| 2026-02 | 1264200.0 | 1815200.0 | 10 | 0 | 551000.0 | 551000.0 | 0 | 551000.0 | 43.58% | 2.82% | 60.00% | 7.74 |
| 2026-03 | 1815200.0 | 1683600.0 | 14 | 0 | -131600.0 | -131600.0 | 0 | -131600.0 | -7.25% | 7.75% | 14.29% | 0.43 |
| 2026-04 | 1683600.0 | 21872375.0 | 28 | 20277375.0 | -88600.0 | 20278550.0 | -89775.0 | 20188775.0 | 1199.14% | 3.10% | 17.86% | 36.84 |
| 2026-05 | 21872375.0 | 25759395.0 | 5 | 3846220.0 | 40800.0 | 3887020.0 | 0 | 3887020.0 | 17.77% | 0.37% | 40.00% | 48.87 |