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:
- 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% | -18.1% WR 53% · PF 0.86 2967 trades | -20.5% WR 47% · PF 0.85 2852 trades | -18.9% WR 45% · PF 0.86 2789 trades | -18.7% WR 41% · PF 0.87 2698 trades | -17.7% WR 39% · PF 0.88 2628 trades | -14.8% WR 38% · PF 0.90 2586 trades |
| Stop loss 7% | -20.4% WR 57% · PF 0.85 2828 trades | -23.3% WR 52% · PF 0.84 2718 trades default | -21.2% WR 49% · PF 0.85 2653 trades | -19.3% WR 46% · PF 0.87 2557 trades | -19.1% WR 44% · PF 0.87 2488 trades | -17.4% WR 42% · PF 0.88 2444 trades |
| Stop loss 8% | -17.2% WR 59% · PF 0.87 2777 trades | -20.7% WR 53% · PF 0.85 2663 trades | -19.5% WR 51% · PF 0.87 2597 trades | -17.5% WR 47% · PF 0.88 2495 trades | -16.9% WR 45% · PF 0.89 2431 trades | -14.9% WR 44% · PF 0.90 2385 trades |
| Stop loss 10% | -13.6% WR 61% · PF 0.90 2729 trades | -18.2% WR 55% · PF 0.87 2615 trades | -16.2% WR 53% · PF 0.89 2546 trades | -14.1% WR 49% · PF 0.91 2443 trades | -12.5% WR 47% · PF 0.92 2373 trades | -11.6% WR 46% · PF 0.92 2329 trades |
| Stop loss 12% | -13.2% WR 62% · PF 0.90 2692 trades | -16.0% WR 57% · PF 0.88 2568 trades | -13.4% WR 54% · PF 0.91 2500 trades | -13.1% WR 50% · PF 0.91 2396 trades | -11.1% WR 48% · PF 0.92 2328 trades | -11.0% WR 47% · PF 0.93 2284 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.