# Backtest Summary

- initial_capital: 1000000
- ending_equity: 23757795.0
- total_trades: 155
- total_pnl: 22757795.0
- option_pnl: 22134795.0
- futures_pnl: 623000.0
- day_pnl: 22877570.0
- night_pnl: -119775.0
- total_return_pct: 2275.78%
- mdd_pct: 22.17%
- winning_trades: 47
- losing_trades: 108
- win_rate_pct: 30.32%
- avg_trade_pnl: 146824.48
- avg_win_pnl: 527925.32
- avg_loss_pnl: -19024.95
- profit_factor: 12.08
- payoff_ratio: 27.75
- best_trade_pnl: 14805100.0
- worst_trade_pnl: -39600.0
- max_consecutive_losses: 17
- trade_sharpe_ratio: 1.24
- option_price_mode: taifex_previous_30_days
- option_contracts_considered: 3221
- option_contracts_fetched: 0
- option_contracts_cache_used: 30
- option_entry_quotes_used: 17
- option_exit_quotes_used: 0
- option_missing_entry_quotes: 141
- option_missing_exit_quotes: 2
- option_fetch_errors: 0
- option_history_coverage: taifex_previous_30_trading_days
- taifex_option_bar_files: 30
- taifex_option_contracts: 4927

## 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 | 962000.0 | 5 | 0 | -38000.0 | -38000.0 | 0 | -38000.0 | -3.80% | 4.47% | 20.00% | 0.39 |
| 2025-06 | 962000.0 | 1047000.0 | 12 | 0 | 85000.0 | 85000.0 | 0 | 85000.0 | 8.84% | 5.22% | 41.67% | 1.72 |
| 2025-07 | 1047000.0 | 1059600.0 | 6 | 0 | 12600.0 | 12600.0 | 0 | 12600.0 | 1.20% | 2.73% | 50.00% | 1.36 |
| 2025-08 | 1059600.0 | 1059000.0 | 10 | 0 | -600.0 | -600.0 | 0 | -600.0 | -0.06% | 3.51% | 40.00% | 0.99 |
| 2025-09 | 1059000.0 | 1430200.0 | 14 | 0 | 371200.0 | 371200.0 | 0 | 371200.0 | 35.05% | 3.43% | 42.86% | 3.75 |
| 2025-10 | 1430200.0 | 1296200.0 | 14 | 0 | -134000.0 | -134000.0 | 0 | -134000.0 | -9.37% | 11.37% | 21.43% | 0.29 |
| 2025-11 | 1296200.0 | 1216600.0 | 13 | 0 | -79600.0 | -79600.0 | 0 | -79600.0 | -6.14% | 7.73% | 23.08% | 0.53 |
| 2025-12 | 1216600.0 | 1329400.0 | 15 | 0 | 112800.0 | 112800.0 | 0 | 112800.0 | 9.27% | 5.98% | 40.00% | 1.71 |
| 2026-01 | 1329400.0 | 1292600.0 | 6 | 0 | -36800.0 | -36800.0 | 0 | -36800.0 | -2.77% | 6.02% | 16.67% | 0.56 |
| 2026-02 | 1292600.0 | 1843600.0 | 10 | 0 | 551000.0 | 551000.0 | 0 | 551000.0 | 42.63% | 2.76% | 60.00% | 7.74 |
| 2026-03 | 1843600.0 | 1712000.0 | 14 | 0 | -131600.0 | -131600.0 | 0 | -131600.0 | -7.14% | 7.63% | 14.29% | 0.43 |
| 2026-04 | 1712000.0 | 21900775.0 | 28 | 20277375.0 | -88600.0 | 20278550.0 | -89775.0 | 20188775.0 | 1179.25% | 3.05% | 17.86% | 36.84 |
| 2026-05 | 21900775.0 | 23757795.0 | 8 | 1857420.0 | -400.0 | 1887020.0 | -30000.0 | 1857020.0 | 8.48% | 0.56% | 25.00% | 13.19 |