# Backtest Summary

- initial_capital: 1000000
- ending_equity: 33575760.0
- total_trades: 253
- total_pnl: 32575760.0
- total_return_pct: 3257.58%
- mdd_pct: 227.31%
- winning_trades: 56
- losing_trades: 196
- win_rate_pct: 22.13%
- avg_trade_pnl: 128757.94
- avg_win_pnl: 654796.88
- avg_loss_pnl: -20881.96
- profit_factor: 8.96
- payoff_ratio: 31.36
- best_trade_pnl: 3720600.0
- worst_trade_pnl: -110000.0
- max_consecutive_losses: 32
- trade_sharpe_ratio: -1.24
- option_price_mode: historical_kbars
- option_contracts_considered: 11478
- option_contracts_fetched: 0
- option_contracts_cache_used: 241
- option_entry_quotes_used: 7
- option_exit_quotes_used: 2841
- option_missing_entry_quotes: 11038
- option_missing_exit_quotes: 2196
- option_fetch_errors: 0
- option_history_coverage: available_contracts_only

## Monthly Performance

| month | starting_equity | ending_equity | trades | pnl | return_pct | mdd_pct | win_rate_pct | profit_factor |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |
| 2025-05 | 1000000 | 936800.0 | 18 | -63200.0 | -6.32% | 19.84% | 27.78% | 0.8 |
| 2025-06 | 936800.0 | 794800.0 | 21 | -142000.0 | -15.16% | 19.68% | 23.81% | 0.54 |
| 2025-07 | 794800.0 | 409600.0 | 21 | -385200.0 | -48.47% | 48.47% | 4.76% | 0.02 |
| 2025-08 | 409600.0 | 65200.0 | 18 | -344400.0 | -84.08% | 84.08% | 5.56% | 0.02 |
| 2025-09 | 65200.0 | 309600.0 | 18 | 244400.0 | 374.85% | 150.31% | 27.78% | 1.95 |
| 2025-10 | 309600.0 | -126400.0 | 22 | -436000.0 | -140.83% | 140.83% | 13.64% | 0.07 |
| 2025-11 | -126400.0 | -448400.0 | 17 | -322000.0 | 254.75% | 0.00% | 0.00% | 0.0 |
| 2025-12 | -448400.0 | -631400.0 | 20 | -183000.0 | 40.81% | 0.00% | 20.00% | 0.47 |
| 2026-01 | -631400.0 | -954200.0 | 17 | -322800.0 | 51.12% | 0.00% | 11.76% | 0.06 |
| 2026-02 | -954200.0 | -888800.0 | 11 | 65400.0 | -6.85% | 0.00% | 36.36% | 1.49 |
| 2026-03 | -888800.0 | -1411200.0 | 23 | -522400.0 | 58.78% | 0.00% | 0.00% | 0.0 |
| 2026-04 | -1411200.0 | -1398540.0 | 24 | 12660.0 | -0.90% | 0.00% | 29.17% | 1.04 |
| 2026-05 | -1398540.0 | 33575760.0 | 23 | 34974300.0 | -2500.77% | 0.00% | 82.61% | 1128.29 |