SuperTrend — 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.
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% | -69.1% WR 51% · PF 0.84 10916 trades | -60.9% WR 47% · PF 0.87 10818 trades | -61.4% WR 45% · PF 0.87 10743 trades | -67.8% WR 42% · PF 0.86 10676 trades | -61.0% WR 41% · PF 0.88 10648 trades | -52.3% WR 41% · PF 0.90 10634 trades default |
| Stop loss 7% | -65.2% WR 54% · PF 0.85 10475 trades | -56.7% WR 51% · PF 0.88 10365 trades | -55.3% WR 49% · PF 0.88 10280 trades | -60.5% WR 46% · PF 0.88 10207 trades | -53.1% WR 45% · PF 0.89 10169 trades | -46.0% WR 45% · PF 0.91 10152 trades |
| Stop loss 8% | -63.7% WR 55% · PF 0.86 10319 trades | -54.4% WR 52% · PF 0.88 10207 trades | -51.6% WR 49% · PF 0.89 10121 trades | -56.0% WR 47% · PF 0.89 10046 trades | -46.1% WR 46% · PF 0.91 10005 trades | -38.6% WR 45% · PF 0.92 9987 trades |
| Stop loss 10% | -53.2% WR 56% · PF 0.88 10111 trades | -43.7% WR 53% · PF 0.90 9989 trades | -40.0% WR 50% · PF 0.91 9891 trades | -44.5% WR 48% · PF 0.91 9813 trades | -36.8% WR 47% · PF 0.92 9774 trades | -30.1% WR 46% · PF 0.94 9758 trades |
| Stop loss 12% | -53.3% WR 56% · PF 0.88 10015 trades | -43.1% WR 53% · PF 0.90 9890 trades | -39.1% WR 51% · PF 0.91 9794 trades | -43.8% WR 48% · PF 0.91 9716 trades | -36.6% WR 47% · PF 0.92 9678 trades | -30.5% WR 47% · PF 0.94 9661 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.