Donchian Breakout — 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.
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% | -52.1% WR 54% · PF 0.94 20811 trades | -38.8% WR 50% · PF 0.95 18690 trades | -23.1% WR 48% · PF 0.97 17422 trades | -18.3% WR 45% · PF 0.97 15750 trades default | -18.2% WR 44% · PF 0.97 14853 trades | -33.9% WR 43% · PF 0.95 14375 trades |
| Stop loss 7% | -42.4% WR 58% · PF 0.95 20025 trades | -29.7% WR 54% · PF 0.96 17956 trades | -16.6% WR 52% · PF 0.98 16724 trades | -14.5% WR 49% · PF 0.98 15079 trades | -18.5% WR 48% · PF 0.97 14223 trades | -30.0% WR 47% · PF 0.96 13735 trades |
| Stop loss 8% | -44.5% WR 59% · PF 0.95 19797 trades | -31.9% WR 55% · PF 0.96 17746 trades | -21.0% WR 53% · PF 0.97 16545 trades | -14.6% WR 50% · PF 0.98 14899 trades | -22.5% WR 49% · PF 0.97 14057 trades | -32.4% WR 48% · PF 0.95 13576 trades |
| Stop loss 10% | -47.4% WR 60% · PF 0.94 19486 trades | -30.0% WR 57% · PF 0.96 17475 trades | -22.9% WR 54% · PF 0.97 16286 trades | -21.3% WR 51% · PF 0.97 14678 trades | -27.9% WR 50% · PF 0.96 13854 trades | -34.4% WR 49% · PF 0.95 13380 trades |
| Stop loss 12% | -49.6% WR 61% · PF 0.94 19308 trades | -35.0% WR 57% · PF 0.96 17321 trades | -25.3% WR 55% · PF 0.97 16133 trades | -26.6% WR 52% · PF 0.97 14549 trades | -35.1% WR 50% · PF 0.95 13748 trades | -42.0% WR 50% · PF 0.94 13273 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.