Slot sweep — best_symbols_cycle

Fixed mode best return: N=2 → +165.15% (DD 65.05%)
Fixed mode best Sharpe: N=2 → Sharpe 0.062 (return +165.15%)
Compound mode best return: N=1 → +211.45% (DD 78.49%)
Compound mode best Sharpe: N=1 → Sharpe 0.039 (return +211.45%)

2026-05-20 podaci

1490 trejdova, edge +0.191%. Fixed N=2 +165%, compound N=1 +211% uz DD 78%.

Fixed-slots mode

Slots	Accepted	Skipped	Skip %	Realized $	Equity $	Return %	Max DD %	Sharpe*
1	1	1489	99.9%	$-7.72	$992.28	-0.77%	0.77%	0.000
2	819	671	45.0%	$1651.46	$2651.46	+165.15%	65.05%	0.062
3	957	533	35.8%	$893.66	$1893.66	+89.37%	75.93%	0.045
4	1046	444	29.8%	$525.85	$1525.85	+52.59%	76.98%	0.033
6	1319	171	11.5%	$301.09	$1301.09	+30.11%	70.51%	0.023
8	1441	49	3.3%	$313.10	$1313.10	+31.31%	58.08%	0.030
12	1489	1	0.1%	$239.48	$1239.48	+23.95%	47.60%	0.033
16	1490	0	0.0%	$177.49	$1177.49	+17.75%	41.32%	0.033

Slots	Accepted	Skipped	Skip %	Realized $	Equity $	Return %	Max DD %	Sharpe*
1	661	829	55.6%	$2114.53	$3114.53	+211.45%	78.49%	0.039
2	1006	484	32.5%	$227.28	$1227.28	+22.73%	88.19%	0.011
3	1198	292	19.6%	$211.50	$1211.50	+21.15%	83.74%	0.013
4	1314	176	11.8%	$329.25	$1329.25	+32.93%	75.68%	0.022
6	1424	66	4.4%	$353.00	$1353.00	+35.30%	63.79%	0.029
8	1470	20	1.3%	$299.56	$1299.56	+29.96%	54.76%	0.031
12	1490	0	0.0%	$226.95	$1226.95	+22.69%	44.81%	0.034
16	1490	0	0.0%	$172.73	$1172.73	+17.27%	37.40%	0.034

\* 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

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