{ "caseId": "btc-seasonality-adaptation-v1", "benchmarkType": "ENGINE_PARITY_ADAPTATION_NOT_PAPER_REPLICATION", "status": "PARITY_WITHIN_TOLERANCE", "fixtureSha256": "9006ccc06bf63a8fe883656248462fe92ef220d9adef5ae8ce8e161465958ebb", "sourceSelectedSha256": "6b5b9f0d324ab13025f79b6b70edc7e5d426ef1315049e9611eb723ab9ff16f0", "referenceImplementation": "Independent TypeScript candle-level simulator", "pythonReference": "Companion implementation exists at research/benchmarks/btc-seasonality-adaptation-reference.py; Python parity was not run in this environment.", "candleCount": 1096, "range": { "start": "2023-10-01T00:00:00.000Z", "endExclusive": "2026-10-01T00:00:00.000Z" }, "rule": "btc-local-max-10d: completed UTC daily close equals the highest close over current and prior nine days; next-open entry; 2x Wilder ATR(14) stop; one completed daily bar; 1% equity risk; Bybit VIP 0 perpetual taker fees; zero slippage unless configured; conservative default funding because recorded rates are unavailable.", "sourceDifferences": [ "The pinned archive is Bybit BTCUSDT data from 2023-10-01 to 2026-09-30, not Gemini spot data from the source study period.", "This adaptation compares daily closes, adds an ATR(14) protective stop and fixed-risk sizing, and applies Edge Theory venue fees and conservative funding assumptions. Slippage is zero unless configured.", "The public PWB result supplies aggregate performance, not the source trade ledger or the matching candle file; this benchmark checks Edge Theory engine parity, not whether it reproduces PWB's published return." ], "comparison": { "tradeCount": 222, "numericalTolerance": 1e-7, "maxNumericDifference": 1.3005774235352874e-10, "fields": [ "signalTime", "entryTime", "entryPrice", "stopPrice", "exitTime", "exitPrice", "exitReason", "quantity", "riskDollars", "grossPnlBeforeTradingCosts", "slippageCost", "fees", "fundingPaid", "fundingDefaultSettlements", "pnl" ], "summaryFields": [ "tradeCount", "netPnl", "fees", "slippageCost", "fundingPaid", "fundingDefaultSettlements", "finalEquity" ], "firstDisagreement": null }, "assumptions": { "entry": "next_completed_candle_open", "stops": "stop_first_when_stop_and_target_share_a_candle", "candles": "completed_only", "noLookahead": true, "funding": "included", "fundingSource": "conservative_default", "fundingDefaultRatePer8Hours": 0.0001, "fundingRecordedSettlements": 0, "fundingDefaultSettlements": 654, "entryFeeRate": 0.00055, "makerFeeRate": 0.0002, "exitFeeRate": 0.00055, "feeSchedule": { "id": "exchange-fees-2026-10-21-v1", "venue": "BYBIT", "product": "PERPETUAL", "tier": "VIP 0 / non-VIP", "makerRate": 0.0002, "takerRate": 0.00055, "asOf": "2026-10-12", "sourceUrl": "https://www.bybit.com/en/help-center/article/Benefits-of-the-VIP-Program", "note": "Standard USDT perpetual rates; regional and account-specific rates can differ.", "sourceKind": "EXCHANGE_PUBLISHED_BASE_TIER" }, "slippageBps": 0, "targetSlippageBps": 0, "targetOnEntryCandle": false, "dayEndClose": null, "maxEntryVolumeParticipationPercent": null }, "summary": { "initialCapital": 100000, "finalEquity": 107568.30017337676, "netPnl": 7568.30017337676, "fees": 3924.6176842348377, "slippageCost": 0, "fundingPaid": 1049.9086177511542, "fundingDefaultSettlements": 654 }, "trades": [ { "id": "1697414400000-0", 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