# Backtest Summary

- initial_capital: 1000000
- ending_equity: 84160675.0
- total_trades: 252
- total_pnl: 83160675.0
- option_pnl: 82326275.0
- futures_pnl: 834400.0
- day_pnl: 82203540.0
- night_pnl: 957135.0
- total_return_pct: 8316.07%
- mdd_pct: 40.84%
- winning_trades: 69
- losing_trades: 183
- win_rate_pct: 27.38%
- avg_trade_pnl: 330002.68
- avg_win_pnl: 1259997.68
- avg_loss_pnl: -20651.17
- profit_factor: 23.01
- payoff_ratio: 61.01
- best_trade_pnl: 55470000.0
- worst_trade_pnl: -39600.0
- max_consecutive_losses: 23
- trade_sharpe_ratio: 1.5
- option_price_mode: taifex_previous_30_days
- option_contracts_considered: 7660
- option_contracts_fetched: 0
- option_contracts_cache_used: 30
- option_entry_quotes_used: 41
- option_exit_quotes_used: 0
- option_missing_entry_quotes: 410
- 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 | 867800.0 | 12 | 0 | -132200.0 | -132200.0 | 0 | -132200.0 | -13.22% | 13.22% | 16.67% | 0.22 |
| 2025-06 | 867800.0 | 1070800.0 | 18 | 0 | 203000.0 | 203000.0 | 0 | 203000.0 | 23.39% | 7.05% | 44.44% | 2.13 |
| 2025-07 | 1070800.0 | 963800.0 | 13 | 0 | -107000.0 | -107000.0 | 0 | -107000.0 | -9.99% | 13.22% | 30.77% | 0.31 |
| 2025-08 | 963800.0 | 1089200.0 | 16 | 0 | 125400.0 | 125400.0 | 0 | 125400.0 | 13.01% | 6.06% | 43.75% | 1.92 |
| 2025-09 | 1089200.0 | 1638600.0 | 17 | 0 | 549400.0 | 549400.0 | 0 | 549400.0 | 50.44% | 5.30% | 41.18% | 4.13 |
| 2025-10 | 1638600.0 | 1403400.0 | 23 | 0 | -235200.0 | -235200.0 | 0 | -235200.0 | -14.35% | 15.73% | 26.09% | 0.28 |
| 2025-11 | 1403400.0 | 1139000.0 | 22 | 0 | -264400.0 | -264400.0 | 0 | -264400.0 | -18.84% | 19.15% | 13.64% | 0.24 |
| 2025-12 | 1139000.0 | 1323200.0 | 22 | 0 | 184200.0 | 184200.0 | 0 | 184200.0 | 16.17% | 10.94% | 36.36% | 1.7 |
| 2026-01 | 1323200.0 | 1360600.0 | 10 | 0 | 37400.0 | 37400.0 | 0 | 37400.0 | 2.83% | 4.24% | 30.00% | 1.31 |
| 2026-02 | 1360600.0 | 1876400.0 | 14 | 0 | 515800.0 | 515800.0 | 0 | 515800.0 | 37.91% | 5.93% | 50.00% | 4.45 |
| 2026-03 | 1876400.0 | 1673340.0 | 27 | -119260.0 | -83800.0 | -173420.0 | -29640.0 | -203060.0 | -10.82% | 18.27% | 11.11% | 0.59 |
| 2026-04 | 1673340.0 | 22951300.0 | 49 | 21294160.0 | -16200.0 | 20171690.0 | 1106270.0 | 21277960.0 | 1271.59% | 7.25% | 16.33% | 20.92 |
| 2026-05 | 22951300.0 | 84160675.0 | 9 | 61151375.0 | 58000.0 | 61328870.0 | -119495.0 | 61209375.0 | 266.69% | 0.69% | 33.33% | 334.58 |