Crimped hard and soldered with enough heat to make the solder suck into the joint. No problems doing it this way for almost 50 years. Set screws have no place on my banana plugs. I use one of those big irons that have enough mass to pretty much instantly heat the plug to the point it needs to be. I've had some bad outcomes with plugs that can't be soldered. It takes a while, but eventually it seems to happen, so I do the right thing and don't have to worry about it.
