{
  "target": "equal-2-c0003",
  "cost_model": "maker_taker",
  "roundtrip_cost_on_margin": 0.0021,
  "start": "2019-12-30",
  "end": "2026-04-29",
  "strategy_checks": [
    {
      "leg": "btc_trend_eth_rsi:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0",
      "trades": 282,
      "reported_trades": 282,
      "exact_net_total_return": 1.6873344313085128,
      "rounded_net_total_return": 1.6873395911345326,
      "reported_net_total_return": 1.6873395911345326,
      "rounded_minus_reported": 0.0,
      "exact_minus_rounded": -5.15982601978493e-06
    },
    {
      "leg": "btc_shock_guard_eth_rsi:15m:eth-btc-shock-filter-et50-l3.0-x55.0-bt480-bm240-br0.01-sw96-sv0.01-sd0.05",
      "trades": 241,
      "reported_trades": 241,
      "exact_net_total_return": 1.3639724206046506,
      "rounded_net_total_return": 1.3639788002545292,
      "reported_net_total_return": 1.3639788002545292,
      "rounded_minus_reported": 0.0,
      "exact_minus_rounded": -6.379649878596183e-06
    }
  ],
  "portfolio_metrics": {
    "net_total_return": 1.521939752888712,
    "net_annualized_return": 0.1572379055506259,
    "net_max_drawdown": 0.10291260750887886,
    "risk_reward_ratio": 1.6247459908200372
  },
  "reported_portfolio": {
    "net_total_return": 1.521939752888712,
    "net_annualized_return": 0.1572379055506259,
    "net_max_drawdown": 0.1029126075088788,
    "risk_reward_ratio": 1.6247459908200372
  },
  "portfolio_diff": {
    "net_total_return": 0.0,
    "net_annualized_return": 0.0,
    "net_max_drawdown": 5.551115123125783e-17,
    "risk_reward_ratio": 0.0,
    "max_daily_equity_abs_diff": 3.637978807091713e-12
  },
  "first_50_trade_mismatches": 0,
  "conclusion": "Validation passes: the target portfolio can be trusted under the report's closed-trade cost and daily equal-weight portfolio definitions. The detected full-precision-vs-rounded trade-return difference is immaterial and does not affect ranking.",
  "freqtrade_mapping": "A complete Freqtrade equivalence is not direct: this portfolio is built from two independently compounded strategy equity curves and daily equal-weight returns on the same ETH pair, while a normal Freqtrade backtest emits one executable position stream per pair. A custom Freqtrade strategy could reproduce the indicators and one leg, but not this report's two-leg synthetic portfolio accounting without custom subportfolio accounting."
}