# Backtest Summary

- initial_capital: 1000000
- ending_equity: 15266991.45
- total_trades: 140
- total_pnl: 14266991.45
- option_pnl: 13943391.45
- futures_pnl: 323600.0
- day_pnl: 14266991.45
- night_pnl: 0
- total_return_pct: 1426.70%
- mdd_pct: 51.50%
- winning_trades: 32
- losing_trades: 108
- win_rate_pct: 22.86%
- avg_trade_pnl: 101907.08
- avg_win_pnl: 525216.45
- avg_loss_pnl: -23517.92
- profit_factor: 6.62
- payoff_ratio: 22.33
- best_trade_pnl: 4415806.45
- worst_trade_pnl: -30000.0
- max_consecutive_losses: 18
- trade_sharpe_ratio: 1.89
- option_price_mode: taifex_previous_30_days
- data_start: 2025-06-17
- data_end: 2026-01-09
- option_contracts_considered: 10497
- option_contracts_fetched: 0
- option_contracts_cache_used: 236
- option_entry_quotes_used: 68
- option_exit_quotes_used: 0
- option_missing_entry_quotes: 10
- option_missing_exit_quotes: 0
- option_fetch_errors: 0
- option_history_coverage: taifex_previous_30_trading_days
- taifex_option_bar_files: 236
- taifex_option_contracts: 8600

## 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 | 1017400.0 | 4 | 0 | 17400.0 | 17400.0 | 0 | 17400.0 | 1.74% | 1.90% | 50.00% | 1.55 |
| 2025-07 | 1017400.0 | 844045.0 | 10 | -149755.0 | -23600.0 | -173355.0 | 0 | -173355.0 | -17.04% | 17.04% | 20.00% | 0.07 |
| 2025-08 | 844045.0 | 613770.0 | 19 | -268475.0 | 38200.0 | -230275.0 | 0 | -230275.0 | -27.28% | 27.50% | 21.05% | 0.28 |
| 2025-09 | 613770.0 | 8975983.39 | 26 | 7963613.39 | 398600.0 | 8362213.39 | 0 | 8362213.39 | 1362.43% | 19.60% | 38.46% | 23.82 |
| 2025-10 | 8975983.39 | 8445692.74 | 29 | -387890.65 | -142400.0 | -530290.65 | 0 | -530290.65 | -5.91% | 6.48% | 10.34% | 0.12 |
| 2025-11 | 8445692.74 | 15599456.45 | 21 | 7264363.71 | -110600.0 | 7153763.71 | 0 | 7153763.71 | 84.70% | 1.45% | 23.81% | 19.17 |
| 2025-12 | 15599456.45 | 15246351.45 | 29 | -448705.0 | 95600.0 | -353105.0 | 0 | -353105.0 | -2.26% | 2.26% | 17.24% | 0.42 |
| 2026-01 | 15246351.45 | 15266991.45 | 2 | -29760.0 | 50400.0 | 20640.0 | 0 | 20640.0 | 0.14% | 0.19% | 50.00% | 1.69 |