okx-codex-trader/reports/eth-exploration/eth-nextgen-micro-switch-validation.md

ETH nextgen micro switch validation

Target: switch-l30-r96_q0.15_mf0.25_us / maker_taker

This is a read-only replay from raw local candles and strategy functions. It does not call OKX private APIs and does not place orders.

Result

Validation status: pass

Differences

{
  "equity": {
    "equity": 3.637978807091713e-12
  },
  "horizons": {
    "net_annualized_return": 5.551115123125783e-17,
    "net_calmar": 0.0,
    "net_max_drawdown": 8.326672684688674e-17,
    "net_total_return": 5.551115123125783e-17,
    "payoff_ratio": 0.0,
    "profit_factor": 4.440892098500626e-16,
    "risk_reward_ratio": 0.0,
    "trades": 0.0,
    "win_rate": 0.0,
    "worst_month_return": 9.194034422677078e-17
  },
  "monthly": {
    "end_equity": 3.637978807091713e-12,
    "return": 9.746977530644685e-17,
    "start_equity": 3.637978807091713e-12
  },
  "summary": {
    "net_annualized_return": 2.7755575615628914e-17,
    "net_calmar": 0.0,
    "net_max_drawdown": 8.326672684688674e-17,
    "net_total_return": 0.0,
    "payoff_ratio": 0.0,
    "profit_factor": 4.440892098500626e-16,
    "risk_reward_ratio": 0.0,
    "trades": 0.0,
    "win_rate": 0.0
  }
}

Replay Metadata

{
  "active_days": 333,
  "inactive_days": 1980,
  "micro_trade_count": 340,
  "nextgen_trade_counts": {
    "btc_shock_guard_eth_rsi:15m:eth-btc-shock-filter-et50-l3.0-x55.0-bt480-bm240-br0.01-sw96-sv0.01-sd0.05": 241,
    "btc_trend_eth_rsi:15m:eth-btc-rsi-filter-et50-l3.0-x55.0-bt480-bm240-br0.0": 282
  },
  "selected_micro_events": 44,
  "selected_nextgen_events": 430
}

Freqtrade Cross-Check Boundary

The available Freqtrade run is not an equivalent check for this target. Standard Freqtrade backtesting produces one executable position stream, while this target selects between two independently compounded virtual engines using prior-day equity state. The valid next comparison is to implement this exact state machine as a Freqtrade strategy or compare a generated single signal stream candle-by-candle.