MA Cross — 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% | -34.3% WR 51% · PF 0.84 5450 trades | -32.2% WR 47% · PF 0.86 5345 trades | -33.7% WR 44% · PF 0.85 5266 trades | -32.2% WR 42% · PF 0.86 5169 trades | -29.3% WR 41% · PF 0.88 5089 trades default | -27.6% WR 41% · PF 0.88 5037 trades |
| Stop loss 7% | -31.6% WR 54% · PF 0.85 5216 trades | -30.5% WR 50% · PF 0.87 5129 trades | -32.9% WR 47% · PF 0.86 5063 trades | -31.7% WR 45% · PF 0.87 4980 trades | -28.4% WR 44% · PF 0.88 4912 trades | -26.3% WR 44% · PF 0.89 4869 trades |
| Stop loss 8% | -32.1% WR 54% · PF 0.85 5156 trades | -30.9% WR 51% · PF 0.86 5069 trades | -32.9% WR 48% · PF 0.86 5009 trades | -31.0% WR 46% · PF 0.87 4926 trades | -28.4% WR 45% · PF 0.88 4864 trades | -26.6% WR 44% · PF 0.89 4824 trades |
| Stop loss 10% | -32.9% WR 55% · PF 0.85 5087 trades | -31.3% WR 51% · PF 0.86 4997 trades | -32.3% WR 49% · PF 0.86 4937 trades | -28.8% WR 46% · PF 0.88 4860 trades | -26.5% WR 45% · PF 0.89 4802 trades | -24.5% WR 45% · PF 0.90 4767 trades |
| Stop loss 12% | -32.3% WR 55% · PF 0.85 5058 trades | -29.9% WR 52% · PF 0.87 4963 trades | -30.7% WR 49% · PF 0.87 4902 trades | -27.0% WR 47% · PF 0.89 4822 trades | -25.7% WR 46% · PF 0.89 4764 trades | -23.7% WR 45% · PF 0.90 4733 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.