# Backtest Summary

- initial_capital: 1000000
- ending_equity: 6141390.0
- total_trades: 152
- total_pnl: 5141390.0
- option_pnl: 4544390.0
- futures_pnl: 597000.0
- day_pnl: 5320840.0
- night_pnl: -179450.0
- total_return_pct: 514.14%
- mdd_pct: 22.05%
- winning_trades: 43
- losing_trades: 109
- win_rate_pct: 28.29%
- avg_trade_pnl: 33824.93
- avg_win_pnl: 168785.35
- avg_loss_pnl: -19416.33
- profit_factor: 3.43
- payoff_ratio: 8.69
- best_trade_pnl: 4992570.0
- worst_trade_pnl: -39600.0
- max_consecutive_losses: 17
- trade_sharpe_ratio: 1.18
- option_price_mode: taifex_previous_30_days
- option_contracts_considered: 2683
- 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: 1
- option_fetch_errors: 0
- option_history_coverage: taifex_previous_30_trading_days
- taifex_option_bar_files: 30
- taifex_option_contracts: 4684

## 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 | 970200.0 | 2 | 0 | -29800.0 | -29800.0 | 0 | -29800.0 | -2.98% | 2.98% | 0.00% | 0.0 |
| 2025-06 | 970200.0 | 1055200.0 | 12 | 0 | 85000.0 | 85000.0 | 0 | 85000.0 | 8.76% | 5.18% | 41.67% | 1.72 |
| 2025-07 | 1055200.0 | 1067800.0 | 6 | 0 | 12600.0 | 12600.0 | 0 | 12600.0 | 1.19% | 2.71% | 50.00% | 1.36 |
| 2025-08 | 1067800.0 | 1067200.0 | 10 | 0 | -600.0 | -600.0 | 0 | -600.0 | -0.06% | 3.48% | 40.00% | 0.99 |
| 2025-09 | 1067200.0 | 1438400.0 | 14 | 0 | 371200.0 | 371200.0 | 0 | 371200.0 | 34.78% | 3.41% | 42.86% | 3.75 |
| 2025-10 | 1438400.0 | 1304400.0 | 14 | 0 | -134000.0 | -134000.0 | 0 | -134000.0 | -9.32% | 11.30% | 21.43% | 0.29 |
| 2025-11 | 1304400.0 | 1224800.0 | 13 | 0 | -79600.0 | -79600.0 | 0 | -79600.0 | -6.10% | 7.68% | 23.08% | 0.53 |
| 2025-12 | 1224800.0 | 1337600.0 | 15 | 0 | 112800.0 | 112800.0 | 0 | 112800.0 | 9.21% | 5.94% | 40.00% | 1.71 |
| 2026-01 | 1337600.0 | 1300800.0 | 6 | 0 | -36800.0 | -36800.0 | 0 | -36800.0 | -2.75% | 5.98% | 16.67% | 0.56 |
| 2026-02 | 1300800.0 | 1851800.0 | 10 | 0 | 551000.0 | 551000.0 | 0 | 551000.0 | 42.36% | 2.74% | 60.00% | 7.74 |
| 2026-03 | 1851800.0 | 1720200.0 | 14 | 0 | -131600.0 | -131600.0 | 0 | -131600.0 | -7.11% | 7.60% | 14.29% | 0.43 |
| 2026-04 | 1720200.0 | 6325470.0 | 24 | 4693870.0 | -88600.0 | 4665120.0 | -59850.0 | 4605270.0 | 267.72% | 6.34% | 12.50% | 10.14 |
| 2026-05 | 6325470.0 | 6141390.0 | 12 | -149480.0 | -34600.0 | -64480.0 | -119600.0 | -184080.0 | -2.91% | 4.75% | 8.33% | 0.4 |