# Backtest Summary

- initial_capital: 1000000
- ending_equity: 119287805.0
- total_trades: 251
- total_pnl: 118287805.0
- option_pnl: 117514205.0
- futures_pnl: 773600.0
- day_pnl: 117301030.0
- night_pnl: 986775.0
- total_return_pct: 11828.78%
- mdd_pct: 40.34%
- winning_trades: 68
- losing_trades: 183
- win_rate_pct: 27.09%
- avg_trade_pnl: 471266.16
- avg_win_pnl: 1794526.32
- avg_loss_pnl: -20437.08
- profit_factor: 32.63
- payoff_ratio: 87.81
- best_trade_pnl: 89170000.0
- worst_trade_pnl: -39600.0
- max_consecutive_losses: 23
- trade_sharpe_ratio: 1.6
- option_price_mode: taifex_previous_30_days
- option_contracts_considered: 7140
- option_contracts_fetched: 0
- option_contracts_cache_used: 30
- option_entry_quotes_used: 38
- option_exit_quotes_used: 0
- option_missing_entry_quotes: 414
- 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: 4886

## 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 | 1064000.0 | 18 | 0 | 199200.0 | 199200.0 | 0 | 199200.0 | 23.03% | 7.08% | 44.44% | 2.11 |
| 2025-07 | 1064000.0 | 957800.0 | 13 | 0 | -106200.0 | -106200.0 | 0 | -106200.0 | -9.98% | 13.23% | 30.77% | 0.32 |
| 2025-08 | 957800.0 | 1050000.0 | 17 | 0 | 92200.0 | 92200.0 | 0 | 92200.0 | 9.63% | 7.27% | 41.18% | 1.59 |
| 2025-09 | 1050000.0 | 1599400.0 | 17 | 0 | 549400.0 | 549400.0 | 0 | 549400.0 | 52.32% | 5.42% | 41.18% | 4.13 |
| 2025-10 | 1599400.0 | 1346200.0 | 23 | 0 | -253200.0 | -253200.0 | 0 | -253200.0 | -15.83% | 17.24% | 21.74% | 0.24 |
| 2025-11 | 1346200.0 | 1104000.0 | 21 | 0 | -242200.0 | -242200.0 | 0 | -242200.0 | -17.99% | 18.75% | 14.29% | 0.27 |
| 2025-12 | 1104000.0 | 1317400.0 | 21 | 0 | 213400.0 | 213400.0 | 0 | 213400.0 | 19.33% | 9.90% | 38.10% | 1.88 |
| 2026-01 | 1317400.0 | 1354800.0 | 10 | 0 | 37400.0 | 37400.0 | 0 | 37400.0 | 2.84% | 4.25% | 30.00% | 1.31 |
| 2026-02 | 1354800.0 | 1871800.0 | 14 | 0 | 517000.0 | 517000.0 | 0 | 517000.0 | 38.16% | 5.96% | 50.00% | 4.46 |
| 2026-03 | 1871800.0 | 1788000.0 | 23 | 0 | -83800.0 | -83800.0 | 0 | -83800.0 | -4.48% | 11.95% | 13.04% | 0.78 |
| 2026-04 | 1788000.0 | 23018280.0 | 51 | 21264280.0 | -34000.0 | 20124010.0 | 1106270.0 | 21230280.0 | 1187.38% | 6.79% | 15.69% | 20.03 |
| 2026-05 | 23018280.0 | 119287805.0 | 11 | 96249925.0 | 19600.0 | 96389020.0 | -119495.0 | 96269525.0 | 418.23% | 0.85% | 27.27% | 434.85 |