Volume Profile POC — 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% | -100.0% WR 53% · PF 0.87 45620 trades | -100.0% WR 48% · PF 0.88 39865 trades | -100.0% WR 45% · PF 0.89 35945 trades | -100.0% WR 42% · PF 0.90 31296 trades | -100.0% WR 40% · PF 0.90 28789 trades | -100.0% WR 39% · PF 0.91 27322 trades |
| Stop loss 7% | -100.0% WR 58% · PF 0.89 37252 trades | -100.0% WR 53% · PF 0.90 32643 trades | -100.0% WR 50% · PF 0.90 29655 trades | -100.0% WR 46% · PF 0.91 26211 trades | -100.0% WR 45% · PF 0.91 24389 trades | -100.0% WR 44% · PF 0.92 23313 trades |
| Stop loss 8% | -100.0% WR 59% · PF 0.89 34778 trades | -100.0% WR 55% · PF 0.90 30496 trades | -100.0% WR 51% · PF 0.91 27838 trades | -100.0% WR 48% · PF 0.91 24786 trades | -100.0% WR 46% · PF 0.92 23000 trades | -100.0% WR 45% · PF 0.92 22075 trades |
| Stop loss 10% | -100.0% WR 61% · PF 0.91 31566 trades | -100.0% WR 56% · PF 0.91 27970 trades | -100.0% WR 53% · PF 0.92 25622 trades | -100.0% WR 49% · PF 0.93 22911 trades | -100.0% WR 47% · PF 0.93 21427 trades | -100.0% WR 47% · PF 0.94 20605 trades |
| Stop loss 12% | -100.0% WR 61% · PF 0.92 29665 trades | -100.0% WR 57% · PF 0.92 26415 trades | -100.0% WR 53% · PF 0.92 24290 trades | -100.0% WR 50% · PF 0.94 21885 trades | -100.0% WR 48% · PF 0.94 20517 trades | -100.0% WR 47% · PF 0.94 19770 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.