Cela quality familija dominira. best_v3 compound +155% iz $1000; best_v2 pada na −75% u fixed modu zbog 59% skip rate-a.
Setup: 5y backfill završen na .88 (PG), sve sa is_backfill=TRUE. Ranking iz generator_monthly_benchmarks.json po compound equity (max_concurrent=4, fee=0.1%, capital=$1000).
| # | Generator | Compound % | Fixed % | Active months |
|---|---|---|---|---|
| 1 | growth_threshold_quality_best_symbols_cycle_v3 | +89.52% | +65.57% | 13/13 |
| 2 | growth_threshold_quality_best_symbols_cycle_v2 | +79.53% | +64.28% | 13/13 |
| 3 | growth_threshold_quality_blacklist_cycle | +77.34% | +68.25% | 13/13 |
| 4 | growth_threshold_quality_best_symbols_cycle | +71.38% | +59.81% | 13/13 |
| 5 | growth_threshold_quality_cycle | +58.78% | +56.04% | 13/13 |
Cela growth_threshold_quality_* familija dominira. Worst: green2_red1_test -99%, growth_threshold_cycle -58%, adx_di_trend -41%.
Naivni paper trading sa fixed stake $100/trade — sve signale uzima bez slot ograničenja.
| Generator | Closed | Winners | Win % | Avg net % | Realized PnL | Best/Worst | Avg dur |
|---|---|---|---|---|---|---|---|
| best_v3 | 854 | 298 | 34.9% | +0.560% | $478.38 | $79.82 / -$17.45 | 19.0h |
| best_v2 | 1223 | 431 | 35.2% | +0.172% | $210.44 | $79.82 / -$17.45 | 18.7h |
| blacklist | 1991 | 678 | 34.1% | +0.053% | $104.69 | $79.82 / -$17.45 | 21.0h |
| best | 1490 | 531 | 35.6% | +0.191% | $283.99 | $79.82 / -$17.45 | 20.6h |
| quality_cycle | 2837 | 924 | 32.6% | +0.075% | $213.68 | $79.82 / -$17.45 | 21.3h |
Win rate konzistentno ~33-36% — niska, ali asimetrija (max $79.82 win vs max -$17.45 loss) drži pozitivan očekivani povraćaj. best_v3 ima najviši avg net % (0.56%) i najmanje trade-ova — najstroži gate filter.
| Generator | Mode | Accepted | Skipped | Realized PnL | Final Equity | Return % |
|---|---|---|---|---|---|---|
| best_v3 | fixed | 787 | 67 | $1002.18 | $2002.18 | +100.22% |
| best_v3 | compound | 809 | 45 | $1551.50 | $2551.50 | +155.15% |
| best_v2 | fixed | 499 | 724 | -$752.39 | $247.61 | -75.24% |
| best_v2 | compound | 1130 | 93 | $205.30 | $1205.30 | +20.53% |
| blacklist | fixed | 1228 | 763 | $405.97 | $1405.97 | +40.60% |
| blacklist | compound | 1653 | 338 | $57.71 | $1057.71 | +5.77% |
| best | fixed | 1046 | 444 | $525.85 | $1525.85 | +52.59% |
| best | compound | 1314 | 176 | $329.25 | $1329.25 | +32.93% |
| quality_cycle | fixed | 1705 | 1132 | $681.62 | $1681.62 | +68.16% |
| quality_cycle | compound | 2057 | 780 | $140.12 | $1140.12 | +14.01% |
growth_threshold_quality_best_symbols_cycle_v3 je nesporno najbolji:best_v2 ima ozbiljnu manu u fixed mode-u (-75%):quality_cycle: 2837 trade-ova, +14% compound — visok volumen, slabija per-trade ekonomikabest_v3: 854 trade-ova, +155% compound — niži volumen, jaka ekonomikaquality_cycle gde fixed (+68%) bije compound (+14%) — verovatno zbog gubitka u poznim mesecima nakon već vraćenog kapitalasignal_generators/growth_threshold_*/generator.pytools/analysis/run_top5_reports.py (PG-aware, čita is_backfill=TRUE samo)tools/analysis/rank_monthly.pysignal_events__* tabele na .88, 5y backfill završen 2026-05-20 02:49Izvor: crypto_scanner/reports/analysis/2026-05-20_top5_backlog_5y_benchmarks.md