Fitness freak here as well...
My first mistake was trying to " bulk up" by increasing my healthy diet. Two chicken breasts instead of one won't cut it. Got behind the eight-ball right off the bat. You need calorie dense (read "crap") stuff like gravy, ice cream, sweets.
Second, early on I did my usual 6 mile training run. That was actually the day after my first chemo and 3rd day of rads. Thing is, if they've given you a calorie target it is NET not gross. If you burn 600 you have to replace that plus your target or once again you're behind the 8-ball. I did really really well IMO because I was in shape so I guess it's a matter of finding the right balance.
I did my deal with no PEG and had to cheat on my weigh-ins to finish. Busted my red line weight the week after my last rads. I'm glad I did it that way but its hard. Being an athlete will help you a lot.