Slot sweep — quality_cycle

Fixed mode best return: N=2 → +185.63% (DD 60.90%)
Fixed mode best Sharpe: N=2 → Sharpe 0.050 (return +185.63%)
Compound mode best return: N=1 → +175.91% (DD 73.10%)
Compound mode best Sharpe: N=1 → Sharpe 0.027 (return +175.91%)

2026-05-20 podaci

Najveći volumen u kohorti (2848 zatvorenih trejdova) uz edge od +0.069%. Fixed N=2 +186%.

Fixed-slots mode

Slots	Accepted	Skipped	Skip %	Realized $	Equity $	Return %	Max DD %	Sharpe*
1	15	2833	99.5%	$-10.14	$989.86	-1.01%	14.18%	-0.012
2	1192	1656	58.1%	$1856.29	$2856.29	+185.63%	60.90%	0.050
3	1479	1369	48.1%	$1037.43	$2037.43	+103.74%	74.56%	0.035
4	1712	1136	39.9%	$625.36	$1625.36	+62.54%	76.95%	0.025
6	2097	751	26.4%	$345.33	$1345.33	+34.53%	75.18%	0.018
8	2371	477	16.7%	$131.26	$1131.26	+13.13%	71.49%	0.008
12	2700	148	5.2%	$160.89	$1160.89	+16.09%	65.85%	0.013
16	2825	23	0.8%	$137.15	$1137.15	+13.72%	56.74%	0.015

Slots	Accepted	Skipped	Skip %	Realized $	Equity $	Return %	Max DD %	Sharpe*
1	868	1980	69.5%	$1759.14	$2759.14	+175.91%	73.10%	0.027
2	1412	1436	50.4%	$815.51	$1815.51	+81.55%	86.15%	0.019
3	1786	1062	37.3%	$463.50	$1463.50	+46.35%	83.27%	0.014
4	2064	784	27.5%	$80.53	$1080.53	+8.05%	81.76%	0.004
6	2392	456	16.0%	$123.17	$1123.17	+12.32%	75.14%	0.007
8	2579	269	9.4%	$116.00	$1116.00	+11.60%	70.65%	0.008
12	2780	68	2.4%	$141.52	$1141.52	+14.15%	61.64%	0.013
16	2842	6	0.2%	$98.83	$1098.83	+9.88%	54.25%	0.011

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

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

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