# Backtest Summary

- initial_capital: 1000000
- ending_equity: 26227895.0
- total_trades: 154
- total_pnl: 25227895.0
- option_pnl: 24613295.0
- futures_pnl: 614600.0
- day_pnl: 25317670.0
- night_pnl: -89775.0
- total_return_pct: 2522.79%
- mdd_pct: 22.47%
- winning_trades: 47
- losing_trades: 107
- win_rate_pct: 30.52%
- avg_trade_pnl: 163817.5
- avg_win_pnl: 580021.06
- avg_loss_pnl: -19000.89
- profit_factor: 13.41
- payoff_ratio: 30.53
- best_trade_pnl: 14805100.0
- worst_trade_pnl: -39600.0
- max_consecutive_losses: 17
- trade_sharpe_ratio: 1.26
- option_price_mode: taifex_previous_30_days
- option_contracts_considered: 3121
- 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: 4862

## 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 | 942200.0 | 6 | 0 | -57800.0 | -57800.0 | 0 | -57800.0 | -5.78% | 5.78% | 16.67% | 0.3 |
| 2025-06 | 942200.0 | 1027200.0 | 12 | 0 | 85000.0 | 85000.0 | 0 | 85000.0 | 9.02% | 5.32% | 41.67% | 1.72 |
| 2025-07 | 1027200.0 | 1039800.0 | 6 | 0 | 12600.0 | 12600.0 | 0 | 12600.0 | 1.23% | 2.78% | 50.00% | 1.36 |
| 2025-08 | 1039800.0 | 1039200.0 | 10 | 0 | -600.0 | -600.0 | 0 | -600.0 | -0.06% | 3.58% | 40.00% | 0.99 |
| 2025-09 | 1039200.0 | 1410400.0 | 14 | 0 | 371200.0 | 371200.0 | 0 | 371200.0 | 35.72% | 3.47% | 42.86% | 3.75 |
| 2025-10 | 1410400.0 | 1276400.0 | 14 | 0 | -134000.0 | -134000.0 | 0 | -134000.0 | -9.50% | 11.53% | 21.43% | 0.29 |
| 2025-11 | 1276400.0 | 1196800.0 | 13 | 0 | -79600.0 | -79600.0 | 0 | -79600.0 | -6.24% | 7.85% | 23.08% | 0.53 |
| 2025-12 | 1196800.0 | 1309600.0 | 15 | 0 | 112800.0 | 112800.0 | 0 | 112800.0 | 9.43% | 6.08% | 40.00% | 1.71 |
| 2026-01 | 1309600.0 | 1272800.0 | 6 | 0 | -36800.0 | -36800.0 | 0 | -36800.0 | -2.81% | 6.11% | 16.67% | 0.56 |
| 2026-02 | 1272800.0 | 1823800.0 | 10 | 0 | 551000.0 | 551000.0 | 0 | 551000.0 | 43.29% | 2.80% | 60.00% | 7.74 |
| 2026-03 | 1823800.0 | 1692200.0 | 14 | 0 | -131600.0 | -131600.0 | 0 | -131600.0 | -7.22% | 7.71% | 14.29% | 0.43 |
| 2026-04 | 1692200.0 | 21880975.0 | 28 | 20277375.0 | -88600.0 | 20278550.0 | -89775.0 | 20188775.0 | 1193.05% | 3.09% | 17.86% | 36.84 |
| 2026-05 | 21880975.0 | 26227895.0 | 6 | 4335920.0 | 11000.0 | 4346920.0 | 0 | 4346920.0 | 19.87% | 0.50% | 33.33% | 40.16 |