# Backtest Summary

- initial_capital: 1000000
- ending_equity: 40393235.0
- total_trades: 274
- total_pnl: 39393235.0
- option_pnl: 26635235.0
- futures_pnl: 12758000.0
- day_pnl: 38614820.0
- night_pnl: 778415.0
- total_return_pct: 3939.32%
- mdd_pct: 79.83%
- winning_trades: 63
- losing_trades: 211
- win_rate_pct: 22.99%
- avg_trade_pnl: 143770.93
- avg_win_pnl: 696820.48
- avg_loss_pnl: -21357.61
- profit_factor: 9.74
- payoff_ratio: 32.63
- 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: 8560
- option_contracts_fetched: 0
- option_contracts_cache_used: 30
- option_entry_quotes_used: 47
- option_exit_quotes_used: 0
- option_missing_entry_quotes: 424
- option_missing_exit_quotes: 2
- option_fetch_errors: 0
- option_history_coverage: taifex_previous_30_trading_days
- taifex_option_bar_files: 30
- taifex_option_contracts: 4759

## 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 | 844600.0 | 13 | 0 | -155400.0 | -155400.0 | 0 | -155400.0 | -15.54% | 15.54% | 15.38% | 0.19 |
| 2025-06 | 844600.0 | 970000.0 | 20 | 0 | 125400.0 | 125400.0 | 0 | 125400.0 | 14.85% | 10.78% | 40.00% | 1.57 |
| 2025-07 | 970000.0 | 829200.0 | 14 | 0 | -140800.0 | -140800.0 | 0 | -140800.0 | -14.52% | 18.76% | 21.43% | 0.27 |
| 2025-08 | 829200.0 | 701200.0 | 16 | 0 | -128000.0 | -128000.0 | 0 | -128000.0 | -15.44% | 18.74% | 31.25% | 0.37 |
| 2025-09 | 701200.0 | 1280000.0 | 17 | 0 | 578800.0 | 578800.0 | 0 | 578800.0 | 82.54% | 7.62% | 35.29% | 4.01 |
| 2025-10 | 1280000.0 | 896600.0 | 26 | 0 | -383400.0 | -383400.0 | 0 | -383400.0 | -29.95% | 31.66% | 23.08% | 0.19 |
| 2025-11 | 896600.0 | 587600.0 | 22 | 0 | -309000.0 | -309000.0 | 0 | -309000.0 | -34.46% | 34.95% | 9.09% | 0.14 |
| 2025-12 | 587600.0 | 574800.0 | 24 | 0 | -12800.0 | -12800.0 | 0 | -12800.0 | -2.18% | 49.08% | 25.00% | 0.96 |
| 2026-01 | 574800.0 | 451200.0 | 11 | 0 | -123600.0 | -123600.0 | 0 | -123600.0 | -21.50% | 27.32% | 18.18% | 0.31 |
| 2026-02 | 451200.0 | 983800.0 | 14 | 0 | 532600.0 | 532600.0 | 0 | 532600.0 | 118.04% | 16.31% | 50.00% | 4.56 |
| 2026-03 | 983800.0 | 416100.0 | 28 | -148900.0 | -418800.0 | -508420.0 | -59280.0 | -567700.0 | -57.70% | 57.70% | 3.57% | 0.0 |
| 2026-04 | 416100.0 | 21541610.0 | 56 | 21144710.0 | -19200.0 | 20168320.0 | 957190.0 | 21125510.0 | 5077.03% | 33.63% | 14.29% | 18.01 |
| 2026-05 | 21541610.0 | 40393235.0 | 13 | 5639425.0 | 13212200.0 | 18971120.0 | -119495.0 | 18851625.0 | 87.51% | 0.74% | 53.85% | 103.74 |