# Backtest Summary

- initial_capital: 1000000
- ending_equity: 1377600.0
- total_trades: 51
- total_pnl: 377600.0
- option_pnl: 0
- futures_pnl: 377600.0
- day_pnl: 377600.0
- night_pnl: 0
- total_return_pct: 37.76%
- mdd_pct: 10.68%
- winning_trades: 19
- losing_trades: 32
- win_rate_pct: 37.25%
- avg_trade_pnl: 7403.92
- avg_win_pnl: 45084.21
- avg_loss_pnl: -14968.75
- profit_factor: 1.79
- payoff_ratio: 3.01
- best_trade_pnl: 177800.0
- worst_trade_pnl: -25600.0
- max_consecutive_losses: 5
- trade_sharpe_ratio: 1.27
- option_price_mode: taifex_previous_30_days_unavailable
- option_contracts_considered: 0
- option_contracts_fetched: 0
- option_contracts_cache_used: 30
- option_entry_quotes_used: 0
- option_exit_quotes_used: 0
- option_missing_entry_quotes: 53
- option_missing_exit_quotes: 0
- 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 | 1377600.0 | 2 | 0 | -24200.0 | -24200.0 | 0 | -24200.0 | -1.73% | 1.73% | 0.00% | 0.0 |