# Backtest Summary

- initial_capital: 1000000
- ending_equity: 46071865.0
- total_trades: 274
- total_pnl: 45071865.0
- option_pnl: 32185065.0
- futures_pnl: 12886800.0
- day_pnl: 44263570.0
- night_pnl: 808295.0
- total_return_pct: 4507.19%
- mdd_pct: 77.20%
- winning_trades: 65
- losing_trades: 209
- win_rate_pct: 23.72%
- avg_trade_pnl: 164495.86
- avg_win_pnl: 761674.46
- avg_loss_pnl: -21229.55
- profit_factor: 11.16
- payoff_ratio: 35.88
- best_trade_pnl: 14805100.0
- worst_trade_pnl: -110000.0
- max_consecutive_losses: 24
- trade_sharpe_ratio: 1.2
- option_price_mode: taifex_previous_30_days
- option_contracts_considered: 8603
- option_contracts_fetched: 0
- option_contracts_cache_used: 30
- option_entry_quotes_used: 46
- option_exit_quotes_used: 0
- option_missing_entry_quotes: 427
- option_missing_exit_quotes: 5
- option_fetch_errors: 0
- option_history_coverage: taifex_previous_30_trading_days
- taifex_option_bar_files: 30
- taifex_option_contracts: 4890

## 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 | 891400.0 | 15 | 0 | -108600.0 | -108600.0 | 0 | -108600.0 | -10.86% | 14.85% | 26.67% | 0.43 |
| 2025-06 | 891400.0 | 1016800.0 | 20 | 0 | 125400.0 | 125400.0 | 0 | 125400.0 | 14.07% | 10.32% | 40.00% | 1.57 |
| 2025-07 | 1016800.0 | 876000.0 | 14 | 0 | -140800.0 | -140800.0 | 0 | -140800.0 | -13.85% | 17.90% | 21.43% | 0.27 |
| 2025-08 | 876000.0 | 748000.0 | 16 | 0 | -128000.0 | -128000.0 | 0 | -128000.0 | -14.61% | 17.74% | 31.25% | 0.37 |
| 2025-09 | 748000.0 | 1326800.0 | 17 | 0 | 578800.0 | 578800.0 | 0 | 578800.0 | 77.38% | 7.14% | 35.29% | 4.01 |
| 2025-10 | 1326800.0 | 943400.0 | 26 | 0 | -383400.0 | -383400.0 | 0 | -383400.0 | -28.90% | 30.54% | 23.08% | 0.19 |
| 2025-11 | 943400.0 | 634400.0 | 22 | 0 | -309000.0 | -309000.0 | 0 | -309000.0 | -32.75% | 33.22% | 9.09% | 0.14 |
| 2025-12 | 634400.0 | 621600.0 | 24 | 0 | -12800.0 | -12800.0 | 0 | -12800.0 | -2.02% | 45.46% | 25.00% | 0.96 |
| 2026-01 | 621600.0 | 498000.0 | 11 | 0 | -123600.0 | -123600.0 | 0 | -123600.0 | -19.88% | 25.40% | 18.18% | 0.31 |
| 2026-02 | 498000.0 | 1030600.0 | 14 | 0 | 532600.0 | 532600.0 | 0 | 532600.0 | 106.95% | 14.96% | 50.00% | 4.56 |
| 2026-03 | 1030600.0 | 462900.0 | 28 | -148900.0 | -418800.0 | -508420.0 | -59280.0 | -567700.0 | -55.08% | 55.08% | 3.57% | 0.0 |
| 2026-04 | 462900.0 | 21588410.0 | 56 | 21144710.0 | -19200.0 | 20168320.0 | 957190.0 | 21125510.0 | 4563.73% | 30.23% | 14.29% | 18.01 |
| 2026-05 | 21588410.0 | 46071865.0 | 11 | 11189255.0 | 13294200.0 | 24573070.0 | -89615.0 | 24483455.0 | 113.41% | 0.17% | 63.64% | 215.74 |