BB Squeeze 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.
Best combination in this window
Stop loss 12% / Take profit 8% → +1.2%· WR 52.7% · PF 1.02· Max drawdown 6.7% · 1042 trades
4 / 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% | -6.1% WR 53% · PF 0.87 1142 trades | -6.0% WR 49% · PF 0.87 1108 trades | -4.8% WR 46% · PF 0.90 1084 trades | -2.2% WR 45% · PF 0.95 1054 trades | -2.7% WR 44% · PF 0.94 1042 trades | -4.5% WR 43% · PF 0.91 1028 trades |
| Stop loss 7% | -6.0% WR 57% · PF 0.88 1136 trades | -6.4% WR 53% · PF 0.87 1103 trades | -5.1% WR 51% · PF 0.90 1077 trades | -1.8% WR 49% · PF 0.97 1046 trades | -2.5% WR 48% · PF 0.95 1032 trades | -4.0% WR 47% · PF 0.92 1018 trades |
| Stop loss 8% | -6.0% WR 58% · PF 0.88 1135 trades | -6.2% WR 54% · PF 0.88 1102 trades | -5.2% WR 52% · PF 0.90 1076 trades | -2.2% WR 50% · PF 0.96 1045 trades | -2.9% WR 49% · PF 0.94 1031 trades | -4.4% WR 49% · PF 0.92 1017 trades |
| Stop loss 10% | -3.1% WR 59% · PF 0.93 1133 trades | -3.4% WR 55% · PF 0.93 1099 trades | -2.5% WR 53% · PF 0.95 1074 trades | +0.9% WR 52% · PF 1.02 1043 trades default | +0.2% WR 51% · PF 1.00 1029 trades | -1.5% WR 50% · PF 0.97 1015 trades |
| Stop loss 12% | -2.5% WR 59% · PF 0.95 1131 trades | -2.6% WR 56% · PF 0.95 1098 trades | -1.9% WR 54% · PF 0.96 1073 trades | +1.2% WR 53% · PF 1.02 1042 trades | +0.9% WR 52% · PF 1.02 1028 trades | -0.8% WR 51% · PF 0.98 1014 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.