Keltner Squeeze Long — 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% | -25.0% WR 51% · PF 0.85 4152 trades | -18.3% WR 48% · PF 0.90 4113 trades | -20.1% WR 45% · PF 0.89 4076 trades | -17.3% WR 42% · PF 0.91 4028 trades | -12.8% WR 41% · PF 0.93 3997 trades | -10.0% WR 41% · PF 0.95 3976 trades |
| Stop loss 7% | -30.3% WR 54% · PF 0.83 4115 trades | -23.2% WR 51% · PF 0.88 4074 trades | -25.3% WR 48% · PF 0.87 4033 trades | -22.5% WR 45% · PF 0.89 3985 trades | -17.2% WR 44% · PF 0.91 3952 trades | -13.8% WR 44% · PF 0.93 3930 trades |
| Stop loss 8% | -30.7% WR 55% · PF 0.83 4101 trades | -23.5% WR 52% · PF 0.88 4058 trades | -25.1% WR 49% · PF 0.87 4017 trades | -21.9% WR 46% · PF 0.89 3965 trades | -17.0% WR 45% · PF 0.92 3934 trades | -13.7% WR 45% · PF 0.93 3912 trades |
| Stop loss 10% | -30.8% WR 55% · PF 0.83 4092 trades | -22.7% WR 52% · PF 0.88 4049 trades | -23.6% WR 50% · PF 0.88 4008 trades | -19.2% WR 47% · PF 0.91 3952 trades | -14.9% WR 46% · PF 0.93 3919 trades | -11.2% WR 46% · PF 0.95 3898 trades |
| Stop loss 12% | -29.9% WR 56% · PF 0.84 4088 trades | -21.9% WR 53% · PF 0.89 4045 trades | -22.7% WR 50% · PF 0.88 4004 trades | -17.4% WR 47% · PF 0.91 3948 trades | -13.0% WR 46% · PF 0.94 3915 trades | -9.4% WR 46% · PF 0.95 3894 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.