# Backtest Summary

- initial_capital: 1000000
- ending_equity: 40161759.52
- total_trades: 231
- total_pnl: 39161759.52
- option_pnl: 37991959.52
- futures_pnl: 1169800.0
- day_pnl: 39161759.52
- night_pnl: 0
- total_return_pct: 3916.18%
- mdd_pct: 47.21%
- winning_trades: 53
- losing_trades: 178
- win_rate_pct: 22.94%
- avg_trade_pnl: 169531.43
- avg_win_pnl: 819598.29
- avg_loss_pnl: -24027.81
- profit_factor: 10.16
- payoff_ratio: 34.11
- best_trade_pnl: 13983665.65
- worst_trade_pnl: -49600.0
- max_consecutive_losses: 18
- trade_sharpe_ratio: 2.37
- option_price_mode: taifex_previous_30_days
- data_start: 2025-06-09
- data_end: 2026-06-11
- option_contracts_considered: 17558
- option_contracts_fetched: 0
- option_contracts_cache_used: 231
- option_entry_quotes_used: 102
- option_exit_quotes_used: 0
- option_missing_entry_quotes: 52
- option_missing_exit_quotes: 0
- option_fetch_errors: 0
- option_history_coverage: taifex_previous_30_trading_days
- taifex_option_bar_files: 231
- taifex_option_contracts: 18934

## 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 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| 2025-06 | 1000000 | 1128400.0 | 8 | 0 | 128400.0 | 128400.0 | 0 | 128400.0 | 12.84% | 4.52% | 50.00% | 2.96 |
| 2025-07 | 1128400.0 | 955045.0 | 10 | -149755.0 | -23600.0 | -173355.0 | 0 | -173355.0 | -15.36% | 15.36% | 20.00% | 0.07 |
| 2025-08 | 955045.0 | 724770.0 | 19 | -268475.0 | 38200.0 | -230275.0 | 0 | -230275.0 | -24.11% | 24.30% | 21.05% | 0.28 |
| 2025-09 | 724770.0 | 9086983.39 | 26 | 7963613.39 | 398600.0 | 8362213.39 | 0 | 8362213.39 | 1153.77% | 16.60% | 38.46% | 23.82 |
| 2025-10 | 9086983.39 | 8556692.74 | 29 | -387890.65 | -142400.0 | -530290.65 | 0 | -530290.65 | -5.84% | 6.40% | 10.34% | 0.12 |
| 2025-11 | 8556692.74 | 15710456.45 | 21 | 7264363.71 | -110600.0 | 7153763.71 | 0 | 7153763.71 | 83.60% | 1.43% | 23.81% | 19.17 |
| 2025-12 | 15710456.45 | 15357351.45 | 29 | -448705.0 | 95600.0 | -353105.0 | 0 | -353105.0 | -2.25% | 2.25% | 17.24% | 0.42 |
| 2026-01 | 15357351.45 | 15148371.45 | 12 | -178780.0 | -30200.0 | -208980.0 | 0 | -208980.0 | -1.36% | 1.68% | 8.33% | 0.19 |
| 2026-02 | 15148371.45 | 21237215.65 | 18 | 5602644.19 | 486200.0 | 6088844.19 | 0 | 6088844.19 | 40.19% | 0.90% | 50.00% | 26.73 |
| 2026-03 | 21237215.65 | 21182559.52 | 19 | 61343.87 | -116000.0 | -54656.13 | 0 | -54656.13 | -0.26% | 1.02% | 15.79% | 0.88 |
| 2026-04 | 21182559.52 | 39616689.52 | 23 | 18563530.0 | -129400.0 | 18434130.0 | 0 | 18434130.0 | 87.03% | 0.76% | 17.39% | 43.18 |
| 2026-05 | 39616689.52 | 39540359.52 | 10 | -29930.0 | -46400.0 | -76330.0 | 0 | -76330.0 | -0.19% | 0.50% | 10.00% | 0.62 |
| 2026-06 | 39540359.52 | 40161759.52 | 7 | 0 | 621400.0 | 621400.0 | 0 | 621400.0 | 1.57% | 0.24% | 28.57% | 4.86 |