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:
- 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 8% / Take profit 12% → +17.9%· WR 49.0% · PF 1.15· Max drawdown 8.1% · 2515 trades
30 / 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% | +2.1% WR 55% · PF 1.02 2843 trades | +5.4% WR 51% · PF 1.05 2766 trades | +8.6% WR 49% · PF 1.08 2716 trades | +11.3% WR 47% · PF 1.10 2647 trades | +17.1% WR 46% · PF 1.15 2588 trades | +17.3% WR 45% · PF 1.15 2550 trades |
| Stop loss 7% | +4.0% WR 58% · PF 1.04 2828 trades | +6.1% WR 55% · PF 1.05 2748 trades | +9.7% WR 53% · PF 1.08 2695 trades | +10.7% WR 50% · PF 1.09 2626 trades | +15.4% WR 49% · PF 1.13 2566 trades | +16.4% WR 48% · PF 1.14 2525 trades |
| Stop loss 8% | +4.7% WR 59% · PF 1.04 2821 trades | +6.5% WR 55% · PF 1.06 2741 trades | +10.1% WR 53% · PF 1.09 2688 trades | +12.0% WR 51% · PF 1.10 2617 trades | +17.4% WR 50% · PF 1.14 2556 trades | +17.9% WR 49% · PF 1.15 2515 trades |
| Stop loss 10% | +4.5% WR 60% · PF 1.04 2819 trades | +5.2% WR 56% · PF 1.04 2739 trades | +8.7% WR 54% · PF 1.07 2686 trades | +11.5% WR 52% · PF 1.09 2614 trades default | +16.4% WR 51% · PF 1.13 2554 trades | +17.4% WR 50% · PF 1.14 2513 trades |
| Stop loss 12% | +5.1% WR 61% · PF 1.05 2817 trades | +5.0% WR 57% · PF 1.04 2737 trades | +8.7% WR 55% · PF 1.07 2684 trades | +11.5% WR 52% · PF 1.09 2611 trades | +16.2% WR 51% · PF 1.13 2551 trades | +16.9% WR 50% · PF 1.14 2511 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.