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:
- 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% | -32.6% WR 51% · PF 0.82 4295 trades | -29.3% WR 47% · PF 0.85 4259 trades | -31.2% WR 44% · PF 0.84 4236 trades | -30.3% WR 41% · PF 0.85 4195 trades | -29.5% WR 40% · PF 0.86 4171 trades | -29.1% WR 39% · PF 0.86 4165 trades default |
| Stop loss 7% | -35.9% WR 54% · PF 0.81 4134 trades | -32.8% WR 50% · PF 0.83 4093 trades | -33.6% WR 47% · PF 0.84 4063 trades | -32.2% WR 44% · PF 0.85 4024 trades | -32.0% WR 43% · PF 0.85 4001 trades | -30.8% WR 42% · PF 0.86 3994 trades |
| Stop loss 8% | -33.3% WR 55% · PF 0.82 4073 trades | -31.3% WR 51% · PF 0.84 4030 trades | -31.4% WR 48% · PF 0.85 3999 trades | -31.1% WR 45% · PF 0.85 3962 trades | -31.1% WR 44% · PF 0.86 3939 trades | -29.2% WR 43% · PF 0.87 3933 trades |
| Stop loss 10% | -30.0% WR 56% · PF 0.84 3999 trades | -26.7% WR 53% · PF 0.86 3949 trades | -24.8% WR 50% · PF 0.88 3913 trades | -24.1% WR 47% · PF 0.89 3876 trades | -25.1% WR 45% · PF 0.88 3853 trades | -23.4% WR 44% · PF 0.89 3848 trades |
| Stop loss 12% | -31.8% WR 56% · PF 0.83 3951 trades | -28.2% WR 53% · PF 0.85 3899 trades | -25.9% WR 50% · PF 0.87 3862 trades | -25.0% WR 47% · PF 0.88 3823 trades | -25.8% WR 45% · PF 0.88 3800 trades | -24.9% WR 45% · PF 0.88 3795 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.