# Backtest Summary

- initial_capital: 1000000
- ending_equity: 7028350.0
- total_trades: 152
- total_pnl: 6028350.0
- option_pnl: 5412350.0
- futures_pnl: 616000.0
- day_pnl: 6177840.0
- night_pnl: -149490.0
- total_return_pct: 602.83%
- mdd_pct: 22.28%
- winning_trades: 44
- losing_trades: 108
- win_rate_pct: 28.95%
- avg_trade_pnl: 39660.2
- avg_win_pnl: 183994.77
- avg_loss_pnl: -19142.78
- profit_factor: 3.92
- payoff_ratio: 9.61
- best_trade_pnl: 4992570.0
- worst_trade_pnl: -39600.0
- max_consecutive_losses: 17
- trade_sharpe_ratio: 1.47
- option_price_mode: taifex_previous_30_days
- option_contracts_considered: 2794
- option_contracts_fetched: 0
- option_contracts_cache_used: 30
- option_entry_quotes_used: 16
- option_exit_quotes_used: 0
- option_missing_entry_quotes: 143
- 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: 4727

## 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 | 955000.0 | 3 | 0 | -45000.0 | -45000.0 | 0 | -45000.0 | -4.50% | 4.50% | 0.00% | 0.0 |
| 2025-06 | 955000.0 | 1040000.0 | 12 | 0 | 85000.0 | 85000.0 | 0 | 85000.0 | 8.90% | 5.25% | 41.67% | 1.72 |
| 2025-07 | 1040000.0 | 1052600.0 | 6 | 0 | 12600.0 | 12600.0 | 0 | 12600.0 | 1.21% | 2.75% | 50.00% | 1.36 |
| 2025-08 | 1052600.0 | 1052000.0 | 10 | 0 | -600.0 | -600.0 | 0 | -600.0 | -0.06% | 3.53% | 40.00% | 0.99 |
| 2025-09 | 1052000.0 | 1423200.0 | 14 | 0 | 371200.0 | 371200.0 | 0 | 371200.0 | 35.29% | 3.44% | 42.86% | 3.75 |
| 2025-10 | 1423200.0 | 1289200.0 | 14 | 0 | -134000.0 | -134000.0 | 0 | -134000.0 | -9.42% | 11.42% | 21.43% | 0.29 |
| 2025-11 | 1289200.0 | 1209600.0 | 13 | 0 | -79600.0 | -79600.0 | 0 | -79600.0 | -6.17% | 7.77% | 23.08% | 0.53 |
| 2025-12 | 1209600.0 | 1322400.0 | 15 | 0 | 112800.0 | 112800.0 | 0 | 112800.0 | 9.33% | 6.01% | 40.00% | 1.71 |
| 2026-01 | 1322400.0 | 1285600.0 | 6 | 0 | -36800.0 | -36800.0 | 0 | -36800.0 | -2.78% | 6.05% | 16.67% | 0.56 |
| 2026-02 | 1285600.0 | 1836600.0 | 10 | 0 | 551000.0 | 551000.0 | 0 | 551000.0 | 42.86% | 2.77% | 60.00% | 7.74 |
| 2026-03 | 1836600.0 | 1705000.0 | 14 | 0 | -131600.0 | -131600.0 | 0 | -131600.0 | -7.17% | 7.66% | 14.29% | 0.43 |
| 2026-04 | 1705000.0 | 7148270.0 | 25 | 5531870.0 | -88600.0 | 5503120.0 | -59850.0 | 5443270.0 | 319.25% | 5.66% | 16.00% | 11.81 |
| 2026-05 | 7148270.0 | 7028350.0 | 10 | -119520.0 | -400.0 | -30280.0 | -89640.0 | -119920.0 | -1.68% | 3.33% | 10.00% | 0.5 |