Slot sweep — best_symbols_v3

Fixed mode best return: N=2 → +185.35% (DD 55.85%)
Fixed mode best Sharpe: N=2 → Sharpe 0.097 (return +185.35%)
Compound mode best return: N=1 → +1388.48% (DD 50.94%)
Compound mode best Sharpe: N=1 → Sharpe 0.099 (return +1388.48%)

2026-05-20 podaci

Najjači per-trade edge u kohorti (+0.560%). Fixed N=2 +185%, compound N=1 +1388% uz DD 51%.

Fixed-slots mode

Slots	Accepted	Skipped	Skip %	Realized $	Equity $	Return %	Max DD %	Sharpe*
1	1	853	99.9%	$-42.62	$957.38	-4.26%	4.26%	0.000
2	569	285	33.4%	$1853.49	$2853.49	+185.35%	55.85%	0.097
3	705	149	17.4%	$1254.44	$2254.44	+125.44%	60.41%	0.083
4	787	67	7.8%	$1002.18	$2002.18	+100.22%	61.76%	0.081
6	841	13	1.5%	$737.98	$1737.98	+73.80%	50.22%	0.084
8	852	2	0.2%	$605.91	$1605.91	+60.59%	46.46%	0.091
12	854	0	0.0%	$398.65	$1398.65	+39.86%	35.91%	0.090
16	854	0	0.0%	$298.99	$1298.99	+29.90%	30.49%	0.090

Slots	Accepted	Skipped	Skip %	Realized $	Equity $	Return %	Max DD %	Sharpe*
1	462	392	45.9%	$13884.80	$14884.80	+1388.48%	50.94%	0.099
2	663	191	22.4%	$2565.05	$3565.05	+256.51%	67.12%	0.086
3	760	94	11.0%	$2017.37	$3017.37	+201.74%	63.75%	0.095
4	809	45	5.3%	$1551.50	$2551.50	+155.15%	58.08%	0.095
6	844	10	1.2%	$951.46	$1951.46	+95.15%	50.63%	0.093
8	852	2	0.2%	$754.13	$1754.13	+75.41%	46.60%	0.099
12	854	0	0.0%	$461.01	$1461.01	+46.10%	39.01%	0.096
16	854	0	0.0%	$333.61	$1333.61	+33.36%	32.68%	0.094

\* Sharpe proxy = mean(per-trade $ PnL) / stdev(per-trade $ PnL), nije anualizovan.

Provenance: tools/analysis/slot_count_sweep.py --generator growth_threshold_quality_best_symbols_cycle_v3

Izvor: crypto_scanner/reports/analysis/2026-05-20_best_v3_slot_sweep.md