# Backtest Summary

- initial_capital: 1000000
- ending_equity: 30126330.0
- total_trades: 171
- total_pnl: 29126330.0
- option_pnl: 28463730.0
- futures_pnl: 662600.0
- day_pnl: 28169195.0
- night_pnl: 957135.0
- total_return_pct: 2912.63%
- mdd_pct: 22.40%
- winning_trades: 49
- losing_trades: 122
- win_rate_pct: 28.65%
- avg_trade_pnl: 170329.42
- avg_win_pnl: 644963.06
- avg_loss_pnl: -20302.13
- profit_factor: 12.76
- payoff_ratio: 31.77
- best_trade_pnl: 14805100.0
- worst_trade_pnl: -39600.0
- max_consecutive_losses: 24
- trade_sharpe_ratio: 1.27
- option_price_mode: taifex_previous_30_days
- option_contracts_considered: 6197
- option_contracts_fetched: 0
- option_contracts_cache_used: 34
- option_entry_quotes_used: 33
- option_exit_quotes_used: 0
- option_missing_entry_quotes: 328
- option_missing_exit_quotes: 1
- option_fetch_errors: 0
- option_history_coverage: taifex_previous_30_trading_days
- taifex_option_bar_files: 34
- taifex_option_contracts: 5295

## 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 | 947200.0 | 8 | 0 | -52800.0 | -52800.0 | 0 | -52800.0 | -5.28% | 6.55% | 25.00% | 0.42 |
| 2025-06 | 947200.0 | 1032200.0 | 12 | 0 | 85000.0 | 85000.0 | 0 | 85000.0 | 8.97% | 5.29% | 41.67% | 1.72 |
| 2025-07 | 1032200.0 | 1044800.0 | 6 | 0 | 12600.0 | 12600.0 | 0 | 12600.0 | 1.22% | 2.77% | 50.00% | 1.36 |
| 2025-08 | 1044800.0 | 1044200.0 | 10 | 0 | -600.0 | -600.0 | 0 | -600.0 | -0.06% | 3.56% | 40.00% | 0.99 |
| 2025-09 | 1044200.0 | 1415400.0 | 14 | 0 | 371200.0 | 371200.0 | 0 | 371200.0 | 35.55% | 3.46% | 42.86% | 3.75 |
| 2025-10 | 1415400.0 | 1281400.0 | 14 | 0 | -134000.0 | -134000.0 | 0 | -134000.0 | -9.47% | 11.49% | 21.43% | 0.29 |
| 2025-11 | 1281400.0 | 1201800.0 | 13 | 0 | -79600.0 | -79600.0 | 0 | -79600.0 | -6.21% | 7.82% | 23.08% | 0.53 |
| 2025-12 | 1201800.0 | 1314600.0 | 15 | 0 | 112800.0 | 112800.0 | 0 | 112800.0 | 9.39% | 6.05% | 40.00% | 1.71 |
| 2026-01 | 1314600.0 | 1277800.0 | 6 | 0 | -36800.0 | -36800.0 | 0 | -36800.0 | -2.80% | 6.09% | 16.67% | 0.56 |
| 2026-02 | 1277800.0 | 1828800.0 | 10 | 0 | 551000.0 | 551000.0 | 0 | 551000.0 | 43.12% | 2.79% | 60.00% | 7.74 |
| 2026-03 | 1828800.0 | 1607585.0 | 17 | -89615.0 | -131600.0 | -191575.0 | -29640.0 | -221215.0 | -12.10% | 12.56% | 11.76% | 0.31 |
| 2026-04 | 1607585.0 | 22992405.0 | 38 | 21473420.0 | -88600.0 | 20278550.0 | 1106270.0 | 21384820.0 | 1330.25% | 4.58% | 15.79% | 26.69 |
| 2026-05 | 22992405.0 | 30126330.0 | 8 | 7079925.0 | 54000.0 | 7253420.0 | -119495.0 | 7133925.0 | 31.03% | 0.81% | 25.00% | 39.05 |