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:
- 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% → +18.2%· WR 54.6% · PF 1.23· Max drawdown 7.7% · 1747 trades
30 / 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% | +0.7% WR 56% · PF 1.01 1917 trades | +1.7% WR 52% · PF 1.02 1879 trades | +3.9% WR 50% · PF 1.05 1859 trades | +5.8% WR 48% · PF 1.07 1829 trades | +7.6% WR 47% · PF 1.10 1815 trades | +10.3% WR 47% · PF 1.13 1808 trades |
| Stop loss 7% | +3.1% WR 61% · PF 1.04 1896 trades | +3.7% WR 57% · PF 1.05 1857 trades default | +5.2% WR 54% · PF 1.06 1833 trades | +7.5% WR 52% · PF 1.09 1801 trades | +9.3% WR 51% · PF 1.11 1785 trades | +12.3% WR 51% · PF 1.15 1777 trades |
| Stop loss 8% | +2.0% WR 62% · PF 1.03 1890 trades | +2.7% WR 58% · PF 1.03 1848 trades | +4.6% WR 55% · PF 1.06 1823 trades | +7.1% WR 53% · PF 1.09 1791 trades | +9.0% WR 52% · PF 1.11 1775 trades | +11.6% WR 52% · PF 1.14 1767 trades |
| Stop loss 10% | +5.5% WR 63% · PF 1.07 1883 trades | +6.3% WR 59% · PF 1.08 1838 trades | +8.0% WR 57% · PF 1.10 1812 trades | +10.4% WR 55% · PF 1.13 1779 trades | +12.8% WR 54% · PF 1.16 1762 trades | +15.4% WR 54% · PF 1.19 1754 trades |
| Stop loss 12% | +8.9% WR 64% · PF 1.13 1878 trades | +9.3% WR 60% · PF 1.12 1832 trades | +10.9% WR 58% · PF 1.14 1806 trades | +12.8% WR 56% · PF 1.16 1772 trades | +15.2% WR 55% · PF 1.19 1755 trades | +18.2% WR 55% · PF 1.23 1747 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.