Mean Reversion — 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% | -33.6% WR 51% · PF 0.80 3741 trades | -38.1% WR 46% · PF 0.79 3683 trades | -41.5% WR 43% · PF 0.78 3646 trades | -38.1% WR 40% · PF 0.80 3610 trades | -40.0% WR 38% · PF 0.79 3593 trades | -43.2% WR 37% · PF 0.78 3586 trades |
| Stop loss 7% | -36.1% WR 55% · PF 0.78 3347 trades | -41.4% WR 50% · PF 0.76 3280 trades | -44.0% WR 47% · PF 0.76 3235 trades | -43.6% WR 43% · PF 0.77 3187 trades | -44.5% WR 42% · PF 0.77 3168 trades | -47.5% WR 40% · PF 0.75 3155 trades |
| Stop loss 8% | -37.9% WR 56% · PF 0.77 3208 trades | -42.9% WR 51% · PF 0.75 3130 trades | -44.4% WR 48% · PF 0.75 3082 trades | -45.7% WR 44% · PF 0.75 3033 trades | -46.1% WR 43% · PF 0.75 3012 trades | -49.2% WR 42% · PF 0.74 2997 trades |
| Stop loss 10% | -34.7% WR 57% · PF 0.78 3014 trades | -38.9% WR 53% · PF 0.76 2933 trades | -41.1% WR 49% · PF 0.76 2879 trades | -40.7% WR 46% · PF 0.77 2833 trades default | -41.0% WR 44% · PF 0.77 2811 trades | -44.9% WR 43% · PF 0.75 2794 trades |
| Stop loss 12% | -31.8% WR 58% · PF 0.79 2901 trades | -34.1% WR 54% · PF 0.78 2817 trades | -36.6% WR 51% · PF 0.77 2767 trades | -34.7% WR 47% · PF 0.79 2723 trades | -34.2% WR 46% · PF 0.80 2702 trades | -37.5% WR 44% · PF 0.78 2684 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.