# Backtest Summary

- initial_capital: 1000000
- ending_equity: 15528756.45
- total_trades: 112
- total_pnl: 14528756.45
- option_pnl: 14301756.45
- futures_pnl: 227000.0
- day_pnl: 14528756.45
- night_pnl: 0
- total_return_pct: 1452.88%
- mdd_pct: 7.99%
- winning_trades: 24
- losing_trades: 88
- win_rate_pct: 21.43%
- avg_trade_pnl: 129721.04
- avg_win_pnl: 693930.27
- avg_loss_pnl: -24154.2
- profit_factor: 7.84
- payoff_ratio: 28.73
- best_trade_pnl: 4415806.45
- worst_trade_pnl: -30000.0
- max_consecutive_losses: 18
- trade_sharpe_ratio: 2.14
- option_price_mode: taifex_previous_30_days
- data_start: 2025-09-02
- data_end: 2026-01-27
- option_contracts_considered: 8796
- option_contracts_fetched: 0
- option_contracts_cache_used: 292
- option_entry_quotes_used: 56
- option_exit_quotes_used: 0
- option_missing_entry_quotes: 7
- option_missing_exit_quotes: 1
- option_fetch_errors: 0
- option_history_coverage: taifex_previous_30_trading_days
- taifex_option_bar_files: 292
- taifex_option_contracts: 7670

## 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 | 15528756.45 | 10 | -148910.0 | -15200.0 | -164110.0 | 0 | -164110.0 | -1.05% | 1.36% | 10.00% | 0.23 |