Ichimoku Cloud — 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 5% / Take profit 12% → +19.9%· WR 45.3% · PF 1.09· Max drawdown 10.6% · 5164 trades
22 / 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% | +5.6% WR 55% · PF 1.03 5523 trades | +6.1% WR 51% · PF 1.03 5409 trades | +7.3% WR 49% · PF 1.03 5333 trades | +8.1% WR 46% · PF 1.04 5240 trades | +15.6% WR 45% · PF 1.07 5188 trades | +19.9% WR 45% · PF 1.09 5164 trades |
| Stop loss 7% | +2.1% WR 58% · PF 1.01 5414 trades | +1.3% WR 54% · PF 1.01 5293 trades | +2.8% WR 52% · PF 1.01 5222 trades | +3.7% WR 50% · PF 1.02 5128 trades | +11.0% WR 49% · PF 1.05 5079 trades | +15.9% WR 49% · PF 1.07 5055 trades |
| Stop loss 8% | +1.2% WR 59% · PF 1.01 5386 trades | +0.4% WR 55% · PF 1.00 5264 trades | +1.1% WR 53% · PF 1.01 5193 trades | +1.7% WR 50% · PF 1.01 5098 trades | +9.3% WR 50% · PF 1.04 5048 trades | +14.2% WR 49% · PF 1.06 5024 trades |
| Stop loss 10% | -1.2% WR 60% · PF 0.99 5356 trades | -2.2% WR 56% · PF 0.99 5235 trades | -2.8% WR 54% · PF 0.99 5164 trades | -1.5% WR 51% · PF 0.99 5067 trades | +7.1% WR 50% · PF 1.03 5016 trades | +12.3% WR 50% · PF 1.05 4992 trades |
| Stop loss 12% | -7.0% WR 60% · PF 0.97 5347 trades | -8.1% WR 56% · PF 0.97 5226 trades | -8.8% WR 54% · PF 0.96 5154 trades | -7.8% WR 51% · PF 0.97 5055 trades | +0.3% WR 51% · PF 1.00 5005 trades | +5.7% WR 51% · PF 1.02 4981 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.