Slot sweep — blacklist_cycle

Fixed mode best return: N=2 → +138.90% (DD 72.21%)
Fixed mode best Sharpe: N=2 → Sharpe 0.042 (return +138.90%)
Compound mode best return: N=1 → +14.93% (DD 90.91%)
Compound mode best Sharpe: N=16 → Sharpe 0.007 (return +4.40%)

2026-05-20 podaci

Najslabiji edge (+0.053%). Fixed N=2 daje +139%, ali compound praktično ne radi: +15% uz DD 91%.

Fixed-slots mode

Slots	Accepted	Skipped	Skip %	Realized $	Equity $	Return %	Max DD %	Sharpe*
1	1	1990	99.9%	$-7.72	$992.28	-0.77%	0.77%	0.000
2	963	1028	51.6%	$1389.04	$2389.04	+138.90%	72.21%	0.042
3	1112	879	44.1%	$800.46	$1800.46	+80.05%	77.70%	0.033
4	1228	763	38.3%	$405.97	$1405.97	+40.60%	79.87%	0.021
6	1489	502	25.2%	$104.07	$1104.07	+10.41%	78.09%	0.007
8	1784	207	10.4%	$158.89	$1158.89	+15.89%	71.80%	0.012
12	1950	41	2.1%	$64.49	$1064.49	+6.45%	62.86%	0.007
16	1991	0	0.0%	$65.43	$1065.43	+6.54%	52.27%	0.009

Slots	Accepted	Skipped	Skip %	Realized $	Equity $	Return %	Max DD %	Sharpe*
1	771	1220	61.3%	$149.31	$1149.31	+14.93%	90.91%	0.006
2	1197	794	39.9%	$110.99	$1110.99	+11.10%	86.06%	0.004
3	1474	517	26.0%	$-89.09	$910.91	-8.91%	87.28%	-0.005
4	1653	338	17.0%	$57.71	$1057.71	+5.77%	81.42%	0.003
6	1846	145	7.3%	$11.64	$1011.64	+1.16%	76.20%	0.001
8	1936	55	2.8%	$19.35	$1019.35	+1.93%	70.48%	0.002
12	1989	2	0.1%	$50.76	$1050.76	+5.08%	57.44%	0.006
16	1991	0	0.0%	$43.98	$1043.98	+4.40%	48.27%	0.007

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

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

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