# Backtest Summary

- initial_capital: 1000000
- ending_equity: 963800.0
- total_trades: 43
- total_pnl: -36200.0
- option_pnl: 0
- futures_pnl: -36200.0
- day_pnl: -36200.0
- night_pnl: 0
- total_return_pct: -3.62%
- mdd_pct: 19.34%
- winning_trades: 14
- losing_trades: 29
- win_rate_pct: 32.56%
- avg_trade_pnl: -841.86
- avg_win_pnl: 33557.14
- avg_loss_pnl: -17448.28
- profit_factor: 0.93
- payoff_ratio: 1.92
- best_trade_pnl: 106600.0
- worst_trade_pnl: -23600.0
- max_consecutive_losses: 8
- trade_sharpe_ratio: -0.06
- option_price_mode: taifex_previous_30_days_unavailable
- option_contracts_considered: 0
- option_contracts_fetched: 0
- option_contracts_cache_used: 30
- option_entry_quotes_used: 0
- option_exit_quotes_used: 0
- option_missing_entry_quotes: 108
- option_missing_exit_quotes: 0
- 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 |