# Backtest Summary

- initial_capital: 1000000
- ending_equity: 102727595.0
- total_trades: 251
- total_pnl: 101727595.0
- option_pnl: 100924595.0
- futures_pnl: 803000.0
- day_pnl: 100770460.0
- night_pnl: 957135.0
- total_return_pct: 10172.76%
- mdd_pct: 40.91%
- winning_trades: 69
- losing_trades: 182
- win_rate_pct: 27.49%
- avg_trade_pnl: 405289.22
- avg_win_pnl: 1528674.49
- avg_loss_pnl: -20609.59
- profit_factor: 28.12
- payoff_ratio: 74.17
- best_trade_pnl: 73270000.0
- worst_trade_pnl: -39600.0
- max_consecutive_losses: 23
- trade_sharpe_ratio: 1.56
- option_price_mode: taifex_previous_30_days
- option_contracts_considered: 7110
- option_contracts_fetched: 0
- option_contracts_cache_used: 30
- option_entry_quotes_used: 39
- option_exit_quotes_used: 0
- option_missing_entry_quotes: 412
- 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: 4961

## 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 | 864800.0 | 12 | 0 | -135200.0 | -135200.0 | 0 | -135200.0 | -13.52% | 13.52% | 16.67% | 0.22 |
| 2025-06 | 864800.0 | 1067800.0 | 18 | 0 | 203000.0 | 203000.0 | 0 | 203000.0 | 23.47% | 7.08% | 44.44% | 2.13 |
| 2025-07 | 1067800.0 | 960800.0 | 13 | 0 | -107000.0 | -107000.0 | 0 | -107000.0 | -10.02% | 13.26% | 30.77% | 0.31 |
| 2025-08 | 960800.0 | 1086200.0 | 16 | 0 | 125400.0 | 125400.0 | 0 | 125400.0 | 13.05% | 6.08% | 43.75% | 1.92 |
| 2025-09 | 1086200.0 | 1635600.0 | 17 | 0 | 549400.0 | 549400.0 | 0 | 549400.0 | 50.58% | 5.30% | 41.18% | 4.13 |
| 2025-10 | 1635600.0 | 1400400.0 | 23 | 0 | -235200.0 | -235200.0 | 0 | -235200.0 | -14.38% | 15.76% | 26.09% | 0.28 |
| 2025-11 | 1400400.0 | 1136000.0 | 22 | 0 | -264400.0 | -264400.0 | 0 | -264400.0 | -18.88% | 19.19% | 13.64% | 0.24 |
| 2025-12 | 1136000.0 | 1320200.0 | 22 | 0 | 184200.0 | 184200.0 | 0 | 184200.0 | 16.21% | 10.97% | 36.36% | 1.7 |
| 2026-01 | 1320200.0 | 1357600.0 | 10 | 0 | 37400.0 | 37400.0 | 0 | 37400.0 | 2.83% | 4.25% | 30.00% | 1.31 |
| 2026-02 | 1357600.0 | 1873400.0 | 14 | 0 | 515800.0 | 515800.0 | 0 | 515800.0 | 37.99% | 5.95% | 50.00% | 4.45 |
| 2026-03 | 1873400.0 | 1729960.0 | 25 | -59640.0 | -83800.0 | -113800.0 | -29640.0 | -143440.0 | -7.66% | 15.12% | 12.00% | 0.67 |
| 2026-04 | 1729960.0 | 23007920.0 | 49 | 21294160.0 | -16200.0 | 20171690.0 | 1106270.0 | 21277960.0 | 1229.97% | 7.02% | 16.33% | 20.92 |
| 2026-05 | 23007920.0 | 102727595.0 | 10 | 79690075.0 | 29600.0 | 79839170.0 | -119495.0 | 79719675.0 | 346.49% | 0.81% | 30.00% | 377.22 |