# Backtest Summary

- initial_capital: 1000000.0
- ending_equity: 1836400.0
- total_trades: 227
- total_pnl: 836400.0
- option_pnl: 0
- futures_pnl: 836400.0
- day_pnl: 836400.0
- night_pnl: 0
- total_return_pct: 83.64%
- mdd_pct: 40.62%
- winning_trades: 71
- losing_trades: 154
- win_rate_pct: 31.28%
- avg_trade_pnl: 3684.58
- avg_win_pnl: 50408.45
- avg_loss_pnl: -17809.09
- profit_factor: 1.3
- payoff_ratio: 2.83
- best_trade_pnl: 218800.0
- worst_trade_pnl: -39600.0
- max_consecutive_losses: 13
- trade_sharpe_ratio: 1.41
- option_price_mode: disabled

## 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 | 1000000.0 | 872800.0 | 13 | 0 | -127200.0 | -127200.0 | 0 | -127200.0 | -12.72% | 12.88% | 23.08% | 0.25 |
| 2025-06 | 872800.0 | 1076000.0 | 20 | 0 | 203200.0 | 203200.0 | 0 | 203200.0 | 23.28% | 7.03% | 45.00% | 2.13 |
| 2025-07 | 1076000.0 | 967800.0 | 15 | 0 | -108200.0 | -108200.0 | 0 | -108200.0 | -10.06% | 13.12% | 33.33% | 0.31 |
| 2025-08 | 967800.0 | 1094000.0 | 18 | 0 | 126200.0 | 126200.0 | 0 | 126200.0 | 13.04% | 6.03% | 44.44% | 1.93 |
| 2025-09 | 1094000.0 | 1643400.0 | 17 | 0 | 549400.0 | 549400.0 | 0 | 549400.0 | 50.22% | 5.28% | 41.18% | 4.13 |
| 2025-10 | 1643400.0 | 1411400.0 | 26 | 0 | -232000.0 | -232000.0 | 0 | -232000.0 | -14.12% | 15.59% | 30.77% | 0.29 |
| 2025-11 | 1411400.0 | 1147000.0 | 22 | 0 | -264400.0 | -264400.0 | 0 | -264400.0 | -18.73% | 19.04% | 13.64% | 0.24 |
| 2025-12 | 1147000.0 | 1327400.0 | 24 | 0 | 180400.0 | 180400.0 | 0 | 180400.0 | 15.73% | 10.99% | 33.33% | 1.68 |
| 2026-01 | 1327400.0 | 1365800.0 | 12 | 0 | 38400.0 | 38400.0 | 0 | 38400.0 | 2.89% | 4.21% | 41.67% | 1.32 |
| 2026-02 | 1365800.0 | 1881600.0 | 14 | 0 | 515800.0 | 515800.0 | 0 | 515800.0 | 37.77% | 5.91% | 50.00% | 4.45 |
| 2026-03 | 1881600.0 | 1797800.0 | 23 | 0 | -83800.0 | -83800.0 | 0 | -83800.0 | -4.45% | 11.88% | 13.04% | 0.78 |
| 2026-04 | 1797800.0 | 1778400.0 | 20 | 0 | -19400.0 | -19400.0 | 0 | -19400.0 | -1.08% | 11.87% | 20.00% | 0.93 |
| 2026-05 | 1778400.0 | 1836400.0 | 3 | 0 | 58000.0 | 58000.0 | 0 | 58000.0 | 3.26% | 2.11% | 33.33% | 1.91 |