# Backtest Summary

- initial_capital: 1000000
- ending_equity: 39346292.42
- total_trades: 249
- total_pnl: 38346292.42
- option_pnl: 37726092.42
- futures_pnl: 620200.0
- day_pnl: 38346292.42
- night_pnl: 0
- total_return_pct: 3834.63%
- mdd_pct: 52.74%
- winning_trades: 60
- losing_trades: 189
- win_rate_pct: 24.10%
- avg_trade_pnl: 154001.17
- avg_win_pnl: 714445.12
- avg_loss_pnl: -23917.54
- profit_factor: 9.48
- payoff_ratio: 29.87
- best_trade_pnl: 14455945.16
- worst_trade_pnl: -39600.0
- max_consecutive_losses: 20
- trade_sharpe_ratio: 2.3
- option_price_mode: taifex_previous_30_days
- data_start: 2025-05-27
- data_end: 2026-05-29
- option_contracts_considered: 19375
- option_contracts_fetched: 0
- option_contracts_cache_used: 222
- option_entry_quotes_used: 111
- option_exit_quotes_used: 0
- option_missing_entry_quotes: 51
- option_missing_exit_quotes: 0
- option_fetch_errors: 0
- option_history_coverage: taifex_previous_30_trading_days
- taifex_option_bar_files: 222
- taifex_option_contracts: 18195

## 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 | 982000.0 | 1 | 0 | -18000.0 | -18000.0 | 0 | -18000.0 | -1.80% | 1.80% | 0.00% | 0.0 |
| 2025-06 | 982000.0 | 1070200.0 | 12 | 0 | 88200.0 | 88200.0 | 0 | 88200.0 | 8.98% | 5.11% | 41.67% | 1.75 |
| 2025-07 | 1070200.0 | 896765.0 | 12 | -179435.0 | 6000.0 | -173435.0 | 0 | -173435.0 | -16.21% | 18.82% | 25.00% | 0.19 |
| 2025-08 | 896765.0 | 639690.0 | 19 | -268875.0 | 11800.0 | -257075.0 | 0 | -257075.0 | -28.67% | 29.16% | 21.05% | 0.26 |
| 2025-09 | 639690.0 | 8859388.06 | 27 | 7858298.06 | 361400.0 | 8219698.06 | 0 | 8219698.06 | 1284.95% | 19.59% | 37.04% | 21.27 |
| 2025-10 | 8859388.06 | 8314637.26 | 30 | -409950.81 | -134800.0 | -544750.81 | 0 | -544750.81 | -6.15% | 6.82% | 13.33% | 0.14 |
| 2025-11 | 8314637.26 | 15044532.74 | 24 | 6811295.48 | -81400.0 | 6729895.48 | 0 | 6729895.48 | 80.94% | 1.75% | 25.00% | 17.52 |
| 2025-12 | 15044532.74 | 14642437.74 | 32 | -507895.0 | 105800.0 | -402095.0 | 0 | -402095.0 | -2.67% | 2.67% | 18.75% | 0.4 |
| 2026-01 | 14642437.74 | 14426817.74 | 12 | -178820.0 | -36800.0 | -215620.0 | 0 | -215620.0 | -1.47% | 1.78% | 8.33% | 0.18 |
| 2026-02 | 14426817.74 | 20065784.35 | 20 | 5087166.61 | 551800.0 | 5638966.61 | 0 | 5638966.61 | 39.09% | 0.87% | 55.00% | 25.37 |
| 2026-03 | 20065784.35 | 19899864.35 | 24 | -19120.0 | -146800.0 | -165920.0 | 0 | -165920.0 | -0.83% | 1.59% | 12.50% | 0.67 |
| 2026-04 | 19899864.35 | 39372172.42 | 25 | 19563308.06 | -91000.0 | 19472308.06 | 0 | 19472308.06 | 97.85% | 0.93% | 20.00% | 42.12 |
| 2026-05 | 39372172.42 | 39346292.42 | 11 | -29880.0 | 4000.0 | -25880.0 | 0 | -25880.0 | -0.07% | 0.61% | 18.18% | 0.89 |