# Backtest Summary

- initial_capital: 1000000
- ending_equity: 39266492.42
- total_trades: 248
- total_pnl: 38266492.42
- option_pnl: 37726092.42
- futures_pnl: 540400.0
- day_pnl: 38266492.42
- night_pnl: 0
- total_return_pct: 3826.65%
- mdd_pct: 53.32%
- winning_trades: 59
- losing_trades: 189
- win_rate_pct: 23.79%
- avg_trade_pnl: 154300.37
- avg_win_pnl: 724971.31
- avg_loss_pnl: -23845.58
- profit_factor: 9.49
- payoff_ratio: 30.4
- best_trade_pnl: 14455945.16
- worst_trade_pnl: -39600.0
- max_consecutive_losses: 20
- trade_sharpe_ratio: 2.29
- option_price_mode: taifex_previous_30_days
- data_start: 2025-05-22
- data_end: 2026-05-26
- option_contracts_considered: 19375
- option_contracts_fetched: 0
- option_contracts_cache_used: 219
- option_entry_quotes_used: 111
- option_exit_quotes_used: 0
- option_missing_entry_quotes: 49
- option_missing_exit_quotes: 0
- option_fetch_errors: 0
- option_history_coverage: taifex_previous_30_trading_days
- taifex_option_bar_files: 219
- taifex_option_contracts: 17515

## 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 | 1058400.0 | 12 | 0 | 88200.0 | 88200.0 | 0 | 88200.0 | 9.09% | 5.16% | 41.67% | 1.75 |
| 2025-07 | 1058400.0 | 884965.0 | 12 | -179435.0 | 6000.0 | -173435.0 | 0 | -173435.0 | -16.39% | 19.03% | 25.00% | 0.19 |
| 2025-08 | 884965.0 | 627890.0 | 19 | -268875.0 | 11800.0 | -257075.0 | 0 | -257075.0 | -29.05% | 29.55% | 21.05% | 0.26 |
| 2025-09 | 627890.0 | 8847588.06 | 27 | 7858298.06 | 361400.0 | 8219698.06 | 0 | 8219698.06 | 1309.10% | 19.96% | 37.04% | 21.27 |
| 2025-10 | 8847588.06 | 8302837.26 | 30 | -409950.81 | -134800.0 | -544750.81 | 0 | -544750.81 | -6.16% | 6.83% | 13.33% | 0.14 |
| 2025-11 | 8302837.26 | 15032732.74 | 24 | 6811295.48 | -81400.0 | 6729895.48 | 0 | 6729895.48 | 81.06% | 1.76% | 25.00% | 17.52 |
| 2025-12 | 15032732.74 | 14630637.74 | 32 | -507895.0 | 105800.0 | -402095.0 | 0 | -402095.0 | -2.67% | 2.67% | 18.75% | 0.4 |
| 2026-01 | 14630637.74 | 14415017.74 | 12 | -178820.0 | -36800.0 | -215620.0 | 0 | -215620.0 | -1.47% | 1.78% | 8.33% | 0.18 |
| 2026-02 | 14415017.74 | 20053984.35 | 20 | 5087166.61 | 551800.0 | 5638966.61 | 0 | 5638966.61 | 39.12% | 0.88% | 55.00% | 25.37 |
| 2026-03 | 20053984.35 | 19888064.35 | 24 | -19120.0 | -146800.0 | -165920.0 | 0 | -165920.0 | -0.83% | 1.59% | 12.50% | 0.67 |
| 2026-04 | 19888064.35 | 39360372.42 | 25 | 19563308.06 | -91000.0 | 19472308.06 | 0 | 19472308.06 | 97.91% | 0.93% | 20.00% | 42.12 |
| 2026-05 | 39360372.42 | 39266492.42 | 9 | -29880.0 | -64000.0 | -93880.0 | 0 | -93880.0 | -0.24% | 0.55% | 11.11% | 0.57 |