Momentum Breakout LONG — 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.
Best combination in this window
Stop loss 12% / Take profit 12% → +20.9%· WR 47.2% · PF 1.11· Max drawdown 9.5% · 3740 trades
11 / 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% | -15.0% WR 53% · PF 0.91 4337 trades | -13.8% WR 49% · PF 0.92 4204 trades | -12.0% WR 46% · PF 0.93 4110 trades | -2.2% WR 43% · PF 0.99 3957 trades | -0.4% WR 41% · PF 1.00 3880 trades | +6.0% WR 41% · PF 1.03 3825 trades |
| Stop loss 7% | -15.2% WR 56% · PF 0.92 4300 trades | -14.0% WR 52% · PF 0.93 4165 trades | -10.9% WR 50% · PF 0.94 4066 trades | -1.2% WR 47% · PF 0.99 3914 trades | 0.0% WR 45% · PF 1.00 3831 trades | +7.5% WR 45% · PF 1.04 3776 trades |
| Stop loss 8% | -12.4% WR 57% · PF 0.93 4285 trades | -10.3% WR 53% · PF 0.95 4152 trades | -8.4% WR 51% · PF 0.96 4054 trades | +2.7% WR 48% · PF 1.01 3902 trades | +3.5% WR 46% · PF 1.02 3818 trades | +10.8% WR 46% · PF 1.06 3764 trades |
| Stop loss 10% | -11.3% WR 58% · PF 0.94 4267 trades | -7.3% WR 54% · PF 0.96 4133 trades | -6.0% WR 52% · PF 0.97 4037 trades | +6.3% WR 49% · PF 1.03 3882 trades | +8.0% WR 47% · PF 1.04 3800 trades | +15.3% WR 47% · PF 1.08 3744 trades |
| Stop loss 12% | -7.3% WR 59% · PF 0.96 4265 trades | -2.6% WR 55% · PF 0.99 4130 trades | -0.7% WR 52% · PF 1.00 4033 trades | +10.8% WR 49% · PF 1.06 3878 trades default | +13.2% WR 48% · PF 1.07 3795 trades | +20.9% WR 47% · PF 1.11 3740 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.