ADX Trend — Best Stop-Loss & Take-Profit Settings (Backtested)
Every cell below is a full backtest of the same entry rules — only the stop-loss and take-profit change. Nothing is cherry-picked: losing combinations are shown alongside winning ones.
Backtest scope
- Data span:
- 2024-05-03 ~ 2026-08-21
- Universe:
- 50 top coins by market cap
- Costs:
- Fees & slippage included
- Data updated:
- 2026-08-22
Union across the coin set — each coin contributes from its own listing date, so no single coin covers the whole span.
No stop-loss / take-profit combination was profitable for this strategy in this window. We publish that result anyway — that is the point of verifying.
Honesty note: 'best' here is picked inside this window — that is in-sample selection, and our own re-tests show in-window picks can invert in other windows. Read this grid as a map of the past, not a setting to deploy; a combination earns trust only by surviving forward, out of this window.
Return by stop-loss × take-profit combination
| Stop loss \ Take profit | Take profit 4% | Take profit 5% | Take profit 6% | Take profit 8% | Take profit 10% | Take profit 12% |
|---|---|---|---|---|---|---|
| Stop loss 5% | -29.7% WR 51% · PF 0.82 3851 trades | -29.0% WR 47% · PF 0.83 3767 trades | -26.1% WR 44% · PF 0.85 3703 trades | -27.0% WR 41% · PF 0.85 3584 trades | -25.4% WR 40% · PF 0.86 3521 trades | -23.0% WR 39% · PF 0.87 3478 trades |
| Stop loss 7% | -26.7% WR 55% · PF 0.84 3667 trades | -26.1% WR 51% · PF 0.85 3588 trades | -23.1% WR 48% · PF 0.87 3529 trades | -24.2% WR 45% · PF 0.86 3416 trades | -24.0% WR 43% · PF 0.87 3356 trades | -22.5% WR 42% · PF 0.88 3312 trades |
| Stop loss 8% | -23.1% WR 56% · PF 0.86 3621 trades | -22.5% WR 52% · PF 0.87 3543 trades | -19.4% WR 49% · PF 0.89 3483 trades | -21.8% WR 46% · PF 0.88 3372 trades | -22.2% WR 44% · PF 0.88 3312 trades | -21.1% WR 43% · PF 0.88 3269 trades |
| Stop loss 10% | -16.8% WR 58% · PF 0.89 3545 trades | -17.5% WR 53% · PF 0.89 3465 trades | -14.4% WR 51% · PF 0.91 3403 trades | -16.9% WR 47% · PF 0.90 3297 trades | -16.4% WR 45% · PF 0.91 3239 trades | -15.8% WR 45% · PF 0.91 3196 trades |
| Stop loss 12% | -17.5% WR 58% · PF 0.89 3519 trades | -17.7% WR 54% · PF 0.89 3437 trades | -14.7% WR 51% · PF 0.91 3373 trades | -16.0% WR 48% · PF 0.91 3266 trades | -15.8% WR 46% · PF 0.91 3207 trades | -16.2% WR 45% · PF 0.91 3163 trades |
Methodology
Each cell reruns the identical strategy over the same data with only the stop-loss and take-profit percentages changed. All trades settle with fees and slippage applied. A profit factor below 1 means the combination lost money. Past performance does not guarantee future results.