# Backtest Summary

- initial_capital: 1000000
- ending_equity: 8856295.16
- total_trades: 48
- total_pnl: 7856295.16
- option_pnl: 7467495.16
- futures_pnl: 388800.0
- day_pnl: 7856295.16
- night_pnl: 0
- total_return_pct: 785.63%
- mdd_pct: 51.50%
- winning_trades: 15
- losing_trades: 33
- win_rate_pct: 31.25%
- avg_trade_pnl: 163672.82
- avg_win_pnl: 570855.34
- avg_loss_pnl: -21410.15
- profit_factor: 12.12
- payoff_ratio: 26.66
- best_trade_pnl: 3885570.0
- worst_trade_pnl: -30000.0
- max_consecutive_losses: 9
- trade_sharpe_ratio: 1.68
- option_price_mode: taifex_previous_30_days
- data_start: 2025-06-17
- data_end: 2025-09-11
- option_contracts_considered: 3118
- option_contracts_fetched: 0
- option_contracts_cache_used: 237
- option_entry_quotes_used: 22
- option_exit_quotes_used: 0
- option_missing_entry_quotes: 5
- option_missing_exit_quotes: 3
- option_fetch_errors: 0
- option_history_coverage: taifex_previous_30_trading_days
- taifex_option_bar_files: 237
- taifex_option_contracts: 3306

## 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 | 8856295.16 | 15 | 7885725.16 | 356800.0 | 8242525.16 | 0 | 8242525.16 | 1342.93% | 19.60% | 46.67% | 50.15 |