ATR Breakout Long — 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.
Best combination in this window
Stop loss 5% / Take profit 12% → +14.5%· WR 40.6% · PF 1.11· Max drawdown 11.6% · 2724 trades
21 / 30 combinations profitable in this window
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% | -2.8% WR 54% · PF 0.98 3037 trades | +1.5% WR 51% · PF 1.01 2983 trades | +4.6% WR 47% · PF 1.03 2949 trades | +7.2% WR 44% · PF 1.05 2858 trades | +11.6% WR 42% · PF 1.09 2777 trades | +14.5% WR 41% · PF 1.11 2724 trades |
| Stop loss 7% | -4.7% WR 58% · PF 0.96 3020 trades | -1.2% WR 54% · PF 0.99 2964 trades | +3.5% WR 51% · PF 1.02 2929 trades | +6.0% WR 47% · PF 1.04 2837 trades | +10.5% WR 45% · PF 1.07 2757 trades | +13.5% WR 44% · PF 1.09 2703 trades |
| Stop loss 8% | -5.6% WR 59% · PF 0.96 3017 trades | -1.1% WR 55% · PF 0.99 2960 trades | +3.6% WR 52% · PF 1.03 2923 trades | +5.7% WR 48% · PF 1.04 2828 trades | +10.2% WR 46% · PF 1.07 2748 trades | +12.6% WR 45% · PF 1.08 2693 trades |
| Stop loss 10% | -7.0% WR 60% · PF 0.95 3009 trades | -1.8% WR 56% · PF 0.99 2952 trades | +2.7% WR 53% · PF 1.02 2914 trades | +4.3% WR 49% · PF 1.03 2819 trades | +8.2% WR 47% · PF 1.05 2739 trades | +11.0% WR 46% · PF 1.07 2681 trades |
| Stop loss 12% | -7.6% WR 60% · PF 0.94 3007 trades | -2.1% WR 56% · PF 0.99 2950 trades | +2.6% WR 54% · PF 1.02 2912 trades | +2.8% WR 50% · PF 1.02 2817 trades | +6.7% WR 48% · PF 1.04 2737 trades | +9.7% WR 46% · PF 1.06 2678 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.