BB Squeeze 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 10% / Take profit 12% → +9.9%· WR 47.5% · PF 1.09· Max drawdown 13.0% · 2181 trades
18 / 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% | -9.7% WR 53% · PF 0.90 2455 trades | -6.9% WR 49% · PF 0.93 2385 trades | -2.6% WR 47% · PF 0.98 2349 trades | +2.3% WR 44% · PF 1.02 2294 trades | +2.8% WR 43% · PF 1.03 2257 trades | +3.6% WR 42% · PF 1.03 2230 trades |
| Stop loss 7% | -9.6% WR 57% · PF 0.91 2437 trades | -5.6% WR 53% · PF 0.95 2362 trades | -1.0% WR 51% · PF 0.99 2321 trades | +4.6% WR 48% · PF 1.04 2266 trades | +4.9% WR 46% · PF 1.04 2226 trades | +5.5% WR 45% · PF 1.05 2199 trades |
| Stop loss 8% | -7.8% WR 58% · PF 0.93 2432 trades | -3.3% WR 54% · PF 0.97 2356 trades | +1.4% WR 52% · PF 1.01 2316 trades | +7.6% WR 49% · PF 1.07 2258 trades | +7.6% WR 48% · PF 1.07 2219 trades | +8.4% WR 47% · PF 1.08 2192 trades |
| Stop loss 10% | -7.6% WR 59% · PF 0.93 2424 trades | -3.6% WR 55% · PF 0.97 2348 trades | +0.5% WR 53% · PF 1.00 2306 trades | +8.0% WR 50% · PF 1.07 2248 trades | +8.7% WR 48% · PF 1.08 2209 trades | +9.9% WR 48% · PF 1.09 2181 trades |
| Stop loss 12% | -7.7% WR 59% · PF 0.93 2423 trades | -3.1% WR 56% · PF 0.97 2347 trades | +0.9% WR 53% · PF 1.01 2306 trades | +8.3% WR 51% · PF 1.07 2248 trades | +8.4% WR 49% · PF 1.07 2209 trades | +9.6% WR 48% · PF 1.08 2181 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.