Keltner Squeeze — 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 12% / Take profit 12% → +5.3%· WR 50.0% · PF 1.03· Max drawdown 15.1% · 4127 trades
8 / 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% | -5.3% WR 54% · PF 0.97 4454 trades | -8.3% WR 50% · PF 0.95 4385 trades | -7.4% WR 48% · PF 0.96 4331 trades | -3.8% WR 45% · PF 0.98 4271 trades | -0.6% WR 44% · PF 1.00 4239 trades | +2.6% WR 44% · PF 1.01 4221 trades |
| Stop loss 7% | -3.2% WR 58% · PF 0.98 4407 trades | -8.0% WR 54% · PF 0.96 4334 trades default | -8.3% WR 51% · PF 0.96 4275 trades | -3.9% WR 49% · PF 0.98 4216 trades | +1.3% WR 48% · PF 1.01 4180 trades | +4.3% WR 48% · PF 1.02 4162 trades |
| Stop loss 8% | -5.5% WR 59% · PF 0.97 4401 trades | -9.9% WR 54% · PF 0.95 4327 trades | -9.5% WR 52% · PF 0.95 4267 trades | -4.7% WR 50% · PF 0.98 4206 trades | -0.3% WR 49% · PF 1.00 4169 trades | +2.6% WR 48% · PF 1.01 4151 trades |
| Stop loss 10% | -2.2% WR 60% · PF 0.99 4390 trades | -6.7% WR 55% · PF 0.96 4312 trades | -7.2% WR 53% · PF 0.96 4251 trades | -1.3% WR 51% · PF 0.99 4190 trades | +2.6% WR 50% · PF 1.01 4153 trades | +4.9% WR 50% · PF 1.02 4135 trades |
| Stop loss 12% | -3.1% WR 60% · PF 0.98 4386 trades | -7.5% WR 56% · PF 0.96 4306 trades | -8.6% WR 53% · PF 0.96 4244 trades | -2.3% WR 51% · PF 0.99 4183 trades | +2.7% WR 50% · PF 1.01 4146 trades | +5.3% WR 50% · PF 1.03 4127 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.