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:
- 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 8% → +10.9%· WR 44.5% · PF 1.09· Max drawdown 14.4% · 2739 trades
16 / 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% | -1.5% WR 54% · PF 0.99 2899 trades | +2.6% WR 50% · PF 1.02 2841 trades | +6.3% WR 48% · PF 1.05 2796 trades | +10.9% WR 45% · PF 1.09 2739 trades | +4.7% WR 42% · PF 1.04 2667 trades | -1.5% WR 40% · PF 0.99 2619 trades |
| Stop loss 7% | +0.1% WR 57% · PF 1.00 2880 trades | +3.0% WR 54% · PF 1.03 2820 trades | +5.1% WR 51% · PF 1.04 2774 trades | +9.2% WR 48% · PF 1.07 2719 trades | +1.8% WR 45% · PF 1.01 2644 trades | -4.4% WR 44% · PF 0.97 2593 trades |
| Stop loss 8% | -1.0% WR 58% · PF 0.99 2878 trades | +2.4% WR 55% · PF 1.02 2818 trades | +4.4% WR 52% · PF 1.03 2772 trades | +8.2% WR 49% · PF 1.06 2716 trades | +0.6% WR 46% · PF 1.00 2641 trades | -5.4% WR 44% · PF 0.96 2590 trades |
| Stop loss 10% | -3.8% WR 59% · PF 0.97 2874 trades | -0.2% WR 55% · PF 1.00 2814 trades | +2.1% WR 53% · PF 1.02 2766 trades | +4.7% WR 49% · PF 1.03 2709 trades | -2.2% WR 47% · PF 0.98 2634 trades | -8.2% WR 45% · PF 0.94 2583 trades |
| Stop loss 12% | -7.6% WR 59% · PF 0.94 2874 trades | -4.8% WR 56% · PF 0.96 2814 trades | -2.0% WR 53% · PF 0.99 2766 trades | +1.8% WR 50% · PF 1.01 2709 trades | -5.3% WR 47% · PF 0.96 2634 trades | -12.1% WR 45% · PF 0.92 2581 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.