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:
- 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.
Best combination in this window
Stop loss 12% / Take profit 12% → +7.9%· WR 46.3% · PF 1.09· Max drawdown 9.9% · 1412 trades
17 / 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% | -7.6% WR 53% · PF 0.90 1693 trades | -6.0% WR 48% · PF 0.92 1641 trades | -5.0% WR 45% · PF 0.94 1601 trades | +1.5% WR 42% · PF 1.02 1546 trades | +1.4% WR 39% · PF 1.02 1492 trades | +3.0% WR 38% · PF 1.04 1459 trades |
| Stop loss 7% | -5.7% WR 58% · PF 0.92 1678 trades | -5.2% WR 53% · PF 0.94 1621 trades | -4.8% WR 49% · PF 0.94 1581 trades | +2.7% WR 46% · PF 1.03 1523 trades | +2.8% WR 43% · PF 1.03 1466 trades | +4.7% WR 42% · PF 1.06 1432 trades |
| Stop loss 8% | -4.4% WR 59% · PF 0.94 1675 trades | -3.7% WR 54% · PF 0.95 1616 trades | -2.5% WR 51% · PF 0.97 1577 trades | +3.4% WR 47% · PF 1.04 1515 trades | +3.6% WR 45% · PF 1.04 1458 trades | +5.4% WR 44% · PF 1.06 1424 trades |
| Stop loss 10% | -2.7% WR 61% · PF 0.96 1671 trades | -1.1% WR 56% · PF 0.99 1610 trades | +0.1% WR 53% · PF 1.00 1570 trades | +6.4% WR 49% · PF 1.07 1508 trades | +4.9% WR 47% · PF 1.06 1452 trades | +7.3% WR 46% · PF 1.09 1418 trades |
| Stop loss 12% | -2.2% WR 62% · PF 0.97 1668 trades | -0.6% WR 57% · PF 0.99 1605 trades | +0.8% WR 54% · PF 1.01 1565 trades | +7.5% WR 50% · PF 1.09 1503 trades default | +5.5% WR 47% · PF 1.06 1447 trades | +7.9% WR 46% · PF 1.09 1412 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.