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:
- 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 12% → +16.6%· WR 53.2% · PF 1.06· Max drawdown 18.7% · 5315 trades
19 / 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% | -26.9% WR 55% · PF 0.92 8731 trades | -18.0% WR 51% · PF 0.95 7847 trades | -8.7% WR 49% · PF 0.97 7243 trades | -0.1% WR 46% · PF 1.00 6505 trades default | +0.6% WR 45% · PF 1.00 6087 trades | 0.0% WR 44% · PF 1.00 5841 trades |
| Stop loss 7% | -20.2% WR 60% · PF 0.94 8384 trades | -10.4% WR 56% · PF 0.97 7525 trades | -2.7% WR 54% · PF 0.99 6936 trades | +3.9% WR 51% · PF 1.01 6219 trades | +8.2% WR 50% · PF 1.03 5805 trades | +6.7% WR 49% · PF 1.02 5566 trades |
| Stop loss 8% | -12.9% WR 61% · PF 0.96 8254 trades | -2.8% WR 57% · PF 0.99 7403 trades | +4.1% WR 55% · PF 1.01 6817 trades | +8.5% WR 52% · PF 1.03 6121 trades | +11.4% WR 51% · PF 1.04 5711 trades | +10.8% WR 51% · PF 1.04 5474 trades |
| Stop loss 10% | -6.0% WR 63% · PF 0.98 8106 trades | +3.0% WR 59% · PF 1.01 7255 trades | +11.6% WR 57% · PF 1.04 6679 trades | +10.3% WR 54% · PF 1.03 6001 trades | +12.6% WR 53% · PF 1.04 5596 trades | +13.8% WR 52% · PF 1.05 5369 trades |
| Stop loss 12% | +0.4% WR 64% · PF 1.00 8029 trades | +6.9% WR 60% · PF 1.02 7183 trades | +12.6% WR 58% · PF 1.04 6622 trades | +15.8% WR 55% · PF 1.05 5935 trades | +14.9% WR 54% · PF 1.05 5539 trades | +16.6% WR 53% · PF 1.06 5315 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.