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:
- 2023-12-14 ~ 2026-10-04
- Universe:
- 50 top coins by market cap
- Costs:
- Fees & slippage included
- Data updated:
- 2026-10-05
Union across the coin set — each coin contributes from wherever our collected data for it starts, 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% | -29.0% WR 53% · PF 0.89 6545 trades | -27.6% WR 49% · PF 0.90 6494 trades | -27.9% WR 47% · PF 0.90 6450 trades | -29.0% WR 45% · PF 0.90 6390 trades | -28.8% WR 44% · PF 0.90 6354 trades | -29.9% WR 44% · PF 0.90 6332 trades |
| Stop loss 7% | -24.9% WR 57% · PF 0.91 6390 trades | -23.5% WR 53% · PF 0.92 6330 trades | -24.8% WR 51% · PF 0.91 6284 trades | -26.8% WR 49% · PF 0.91 6222 trades | -27.2% WR 48% · PF 0.91 6189 trades | -29.7% WR 47% · PF 0.90 6167 trades |
| Stop loss 8% | -24.0% WR 58% · PF 0.91 6332 trades | -22.3% WR 54% · PF 0.92 6271 trades | -24.4% WR 52% · PF 0.92 6225 trades | -26.8% WR 50% · PF 0.91 6162 trades | -27.7% WR 49% · PF 0.91 6127 trades | -29.9% WR 48% · PF 0.90 6104 trades |
| Stop loss 10% | -19.6% WR 59% · PF 0.93 6254 trades | -19.5% WR 56% · PF 0.93 6190 trades | -23.1% WR 53% · PF 0.92 6146 trades | -25.9% WR 51% · PF 0.91 6082 trades | -25.8% WR 50% · PF 0.92 6048 trades | -27.9% WR 50% · PF 0.91 6026 trades |
| Stop loss 12% | -18.2% WR 60% · PF 0.93 6188 trades | -18.6% WR 56% · PF 0.93 6120 trades | -23.5% WR 54% · PF 0.92 6077 trades | -26.1% WR 52% · PF 0.91 6013 trades | -25.4% WR 51% · PF 0.92 5982 trades | -27.8% WR 50% · PF 0.91 5961 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.