MACD 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% | -48.1% WR 54% · PF 0.92 15916 trades | -46.8% WR 50% · PF 0.93 15633 trades | -46.2% WR 48% · PF 0.93 15451 trades | -55.0% WR 45% · PF 0.92 15240 trades | -74.0% WR 44% · PF 0.90 15123 trades | -78.2% WR 44% · PF 0.89 15084 trades |
| Stop loss 7% | -47.9% WR 58% · PF 0.92 14465 trades | -49.0% WR 54% · PF 0.92 14163 trades | -54.7% WR 51% · PF 0.92 13967 trades | -66.9% WR 49% · PF 0.90 13758 trades | -86.4% WR 48% · PF 0.87 13659 trades | -90.2% WR 47% · PF 0.87 13615 trades |
| Stop loss 8% | -52.4% WR 59% · PF 0.91 14016 trades | -54.8% WR 55% · PF 0.91 13721 trades | -61.9% WR 52% · PF 0.90 13521 trades | -72.9% WR 50% · PF 0.89 13311 trades | -93.6% WR 49% · PF 0.86 13219 trades | -96.9% WR 48% · PF 0.86 13175 trades |
| Stop loss 10% | -49.0% WR 60% · PF 0.92 13397 trades | -54.7% WR 56% · PF 0.91 13094 trades | -61.4% WR 53% · PF 0.90 12912 trades | -75.3% WR 51% · PF 0.89 12708 trades | -93.6% WR 50% · PF 0.86 12612 trades | -95.9% WR 49% · PF 0.86 12576 trades |
| Stop loss 12% | -44.8% WR 60% · PF 0.92 13022 trades | -52.7% WR 56% · PF 0.91 12715 trades | -58.8% WR 54% · PF 0.90 12535 trades | -78.4% WR 51% · PF 0.88 12349 trades | -96.1% WR 50% · PF 0.85 12261 trades default | -98.4% WR 50% · PF 0.85 12228 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.