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:
- 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.
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% | -17.1% WR 55% · PF 0.93 6091 trades | -22.4% WR 51% · PF 0.91 5969 trades | -28.6% WR 48% · PF 0.89 5893 trades | -25.4% WR 46% · PF 0.91 5817 trades | -30.7% WR 45% · PF 0.89 5792 trades | -31.3% WR 44% · PF 0.89 5779 trades |
| Stop loss 7% | -15.7% WR 59% · PF 0.93 5539 trades | -21.3% WR 55% · PF 0.91 5399 trades | -24.8% WR 53% · PF 0.90 5309 trades | -20.4% WR 51% · PF 0.92 5238 trades | -26.6% WR 49% · PF 0.90 5209 trades | -28.3% WR 49% · PF 0.90 5194 trades |
| Stop loss 8% | -17.1% WR 60% · PF 0.93 5376 trades | -22.2% WR 56% · PF 0.91 5229 trades | -23.1% WR 54% · PF 0.91 5138 trades | -19.6% WR 52% · PF 0.92 5072 trades | -25.2% WR 51% · PF 0.90 5039 trades | -26.0% WR 50% · PF 0.90 5025 trades |
| Stop loss 10% | -17.7% WR 62% · PF 0.92 5181 trades | -23.2% WR 58% · PF 0.90 5027 trades | -23.7% WR 56% · PF 0.90 4941 trades | -21.7% WR 53% · PF 0.92 4871 trades | -26.5% WR 52% · PF 0.90 4837 trades | -26.4% WR 52% · PF 0.90 4824 trades |
| Stop loss 12% | -20.7% WR 62% · PF 0.91 5046 trades | -24.2% WR 58% · PF 0.90 4892 trades | -26.7% WR 56% · PF 0.89 4804 trades | -23.9% WR 54% · PF 0.91 4731 trades | -28.1% WR 53% · PF 0.89 4696 trades default | -28.3% WR 53% · PF 0.89 4683 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.