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eth-exploration
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eth-btc-nextgen-validation-summary.json

eth-btc-nextgen-validation-summary.json 2.4 KB
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  1. {
    2. 

  2.   "target": "equal-2-c0003",
    3. 

  3.   "cost_model": "maker_taker",
    4. 

  4.   "roundtrip_cost_on_margin": 0.0021,
    5. 

  5.   "start": "2019-12-30",
    6. 

  6.   "end": "2026-04-29",
    7. 

  7.   "strategy_checks": [
    8. 

  8.     {
    9. 

  9.       "leg": "btc_trend_eth_rsi:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0",
    10. 

  10.       "trades": 282,
    11. 

  11.       "reported_trades": 282,
    12. 

  12.       "exact_net_total_return": 1.6873344313085128,
    13. 

  13.       "rounded_net_total_return": 1.6873395911345326,
    14. 

  14.       "reported_net_total_return": 1.6873395911345326,
    15. 

  15.       "rounded_minus_reported": 0.0,
    16. 

  16.       "exact_minus_rounded": -5.15982601978493e-06
    17. 

  17.     },
    18. 

  18.     {
    19. 

  19.       "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",
    20. 

  20.       "trades": 241,
    21. 

  21.       "reported_trades": 241,
    22. 

  22.       "exact_net_total_return": 1.3639724206046506,
    23. 

  23.       "rounded_net_total_return": 1.3639788002545292,
    24. 

  24.       "reported_net_total_return": 1.3639788002545292,
    25. 

  25.       "rounded_minus_reported": 0.0,
    26. 

  26.       "exact_minus_rounded": -6.379649878596183e-06
    27. 

  27.     }
    28. 

  28.   ],
    29. 

  29.   "portfolio_metrics": {
    30. 

  30.     "net_total_return": 1.521939752888712,
    31. 

  31.     "net_annualized_return": 0.1572379055506259,
    32. 

  32.     "net_max_drawdown": 0.10291260750887886,
    33. 

  33.     "risk_reward_ratio": 1.6247459908200372
    34. 

  34.   },
    35. 

  35.   "reported_portfolio": {
    36. 

  36.     "net_total_return": 1.521939752888712,
    37. 

  37.     "net_annualized_return": 0.1572379055506259,
    38. 

  38.     "net_max_drawdown": 0.1029126075088788,
    39. 

  39.     "risk_reward_ratio": 1.6247459908200372
    40. 

  40.   },
    41. 

  41.   "portfolio_diff": {
    42. 

  42.     "net_total_return": 0.0,
    43. 

  43.     "net_annualized_return": 0.0,
    44. 

  44.     "net_max_drawdown": 5.551115123125783e-17,
    45. 

  45.     "risk_reward_ratio": 0.0,
    46. 

  46.     "max_daily_equity_abs_diff": 3.637978807091713e-12
    47. 

  47.   },
    48. 

  48.   "first_50_trade_mismatches": 0,
    49. 

  49.   "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.",
    50. 

  50.   "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."
    51. 

  51. }
    52.