ATR Breakout Short — 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% | -12.4% WR 49% · PF 0.76 1161 trades | -11.2% WR 46% · PF 0.79 1146 trades | -9.3% WR 44% · PF 0.83 1134 trades | -5.8% WR 42% · PF 0.89 1109 trades | -5.4% WR 40% · PF 0.90 1099 trades | -11.1% WR 38% · PF 0.80 1080 trades |
| Stop loss 7% | -13.0% WR 53% · PF 0.76 1157 trades | -12.3% WR 49% · PF 0.78 1141 trades | -10.0% WR 48% · PF 0.83 1129 trades | -6.1% WR 46% · PF 0.90 1101 trades | -6.1% WR 44% · PF 0.90 1090 trades | -12.2% WR 41% · PF 0.80 1069 trades |
| Stop loss 8% | -14.1% WR 54% · PF 0.75 1155 trades | -13.5% WR 50% · PF 0.77 1139 trades | -11.4% WR 48% · PF 0.81 1127 trades | -7.9% WR 46% · PF 0.87 1098 trades | -8.0% WR 44% · PF 0.87 1087 trades | -14.2% WR 42% · PF 0.77 1066 trades |
| Stop loss 10% | -13.2% WR 55% · PF 0.76 1153 trades | -12.7% WR 51% · PF 0.78 1137 trades | -11.1% WR 49% · PF 0.82 1126 trades | -7.7% WR 47% · PF 0.87 1097 trades | -7.9% WR 45% · PF 0.87 1086 trades | -14.4% WR 43% · PF 0.77 1064 trades |
| Stop loss 12% | -12.7% WR 55% · PF 0.77 1153 trades | -12.5% WR 52% · PF 0.79 1137 trades | -10.5% WR 50% · PF 0.83 1124 trades | -7.0% WR 48% · PF 0.88 1095 trades | -7.3% WR 46% · PF 0.88 1083 trades | -13.8% WR 44% · PF 0.78 1061 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.