RSI Divergence — 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% → +7.8%· WR 48.6% · PF 1.02· Max drawdown 30.1% · 6070 trades
2 / 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% | -44.1% WR 52% · PF 0.87 7867 trades | -44.8% WR 48% · PF 0.87 7581 trades | -38.6% WR 45% · PF 0.89 7372 trades | -38.2% WR 42% · PF 0.89 7121 trades | -29.5% WR 41% · PF 0.92 6945 trades | -20.3% WR 40% · PF 0.94 6818 trades |
| Stop loss 7% | -38.1% WR 57% · PF 0.89 7542 trades | -38.9% WR 52% · PF 0.89 7230 trades default | -30.9% WR 50% · PF 0.91 7016 trades | -28.5% WR 47% · PF 0.92 6754 trades | -19.6% WR 45% · PF 0.95 6577 trades | -8.5% WR 45% · PF 0.98 6449 trades |
| Stop loss 8% | -37.1% WR 58% · PF 0.89 7432 trades | -39.0% WR 53% · PF 0.89 7119 trades | -30.9% WR 51% · PF 0.91 6902 trades | -25.0% WR 48% · PF 0.93 6638 trades | -17.6% WR 47% · PF 0.95 6458 trades | -5.3% WR 46% · PF 0.99 6328 trades |
| Stop loss 10% | -27.3% WR 60% · PF 0.92 7270 trades | -31.1% WR 55% · PF 0.91 6952 trades | -23.4% WR 53% · PF 0.93 6735 trades | -14.1% WR 50% · PF 0.96 6469 trades | -5.7% WR 48% · PF 0.98 6290 trades | +4.7% WR 48% · PF 1.01 6162 trades |
| Stop loss 12% | -29.1% WR 60% · PF 0.91 7174 trades | -31.3% WR 56% · PF 0.91 6858 trades | -24.2% WR 53% · PF 0.93 6639 trades | -12.4% WR 50% · PF 0.96 6377 trades | -2.6% WR 49% · PF 0.99 6198 trades | +7.8% WR 49% · PF 1.02 6070 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.