# Backtest Summary

- initial_capital: 1000000
- ending_equity: 24115075.0
- total_trades: 154
- total_pnl: 23115075.0
- option_pnl: 22474875.0
- futures_pnl: 640200.0
- day_pnl: 23264740.0
- night_pnl: -149665.0
- total_return_pct: 2311.51%
- mdd_pct: 21.92%
- winning_trades: 47
- losing_trades: 107
- win_rate_pct: 30.52%
- avg_trade_pnl: 150097.89
- avg_win_pnl: 535165.74
- avg_loss_pnl: -19044.07
- profit_factor: 12.34
- payoff_ratio: 28.1
- 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: 3075
- 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: 3
- option_fetch_errors: 0
- option_history_coverage: taifex_previous_30_trading_days
- taifex_option_bar_files: 30
- taifex_option_contracts: 4849

## 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 | 979200.0 | 4 | 0 | -20800.0 | -20800.0 | 0 | -20800.0 | -2.08% | 4.39% | 25.00% | 0.54 |
| 2025-06 | 979200.0 | 1064200.0 | 12 | 0 | 85000.0 | 85000.0 | 0 | 85000.0 | 8.68% | 5.14% | 41.67% | 1.72 |
| 2025-07 | 1064200.0 | 1076800.0 | 6 | 0 | 12600.0 | 12600.0 | 0 | 12600.0 | 1.18% | 2.69% | 50.00% | 1.36 |
| 2025-08 | 1076800.0 | 1076200.0 | 10 | 0 | -600.0 | -600.0 | 0 | -600.0 | -0.06% | 3.45% | 40.00% | 0.99 |
| 2025-09 | 1076200.0 | 1447400.0 | 14 | 0 | 371200.0 | 371200.0 | 0 | 371200.0 | 34.49% | 3.39% | 42.86% | 3.75 |
| 2025-10 | 1447400.0 | 1313400.0 | 14 | 0 | -134000.0 | -134000.0 | 0 | -134000.0 | -9.26% | 11.23% | 21.43% | 0.29 |
| 2025-11 | 1313400.0 | 1233800.0 | 13 | 0 | -79600.0 | -79600.0 | 0 | -79600.0 | -6.06% | 7.63% | 23.08% | 0.53 |
| 2025-12 | 1233800.0 | 1346600.0 | 15 | 0 | 112800.0 | 112800.0 | 0 | 112800.0 | 9.14% | 5.89% | 40.00% | 1.71 |
| 2026-01 | 1346600.0 | 1309800.0 | 6 | 0 | -36800.0 | -36800.0 | 0 | -36800.0 | -2.73% | 5.95% | 16.67% | 0.56 |
| 2026-02 | 1309800.0 | 1860800.0 | 10 | 0 | 551000.0 | 551000.0 | 0 | 551000.0 | 42.07% | 2.72% | 60.00% | 7.74 |
| 2026-03 | 1860800.0 | 1729200.0 | 14 | 0 | -131600.0 | -131600.0 | 0 | -131600.0 | -7.07% | 7.56% | 14.29% | 0.43 |
| 2026-04 | 1729200.0 | 21947645.0 | 27 | 20307045.0 | -88600.0 | 20308220.0 | -89775.0 | 20218445.0 | 1169.24% | 2.97% | 18.52% | 38.89 |
| 2026-05 | 21947645.0 | 24115075.0 | 9 | 2167830.0 | -400.0 | 2227320.0 | -59890.0 | 2167430.0 | 9.88% | 0.55% | 22.22% | 12.89 |