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:
- 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% | -100.0% WR 52% · PF 0.84 21062 trades | -100.0% WR 47% · PF 0.85 18421 trades | -100.0% WR 44% · PF 0.86 16703 trades | -100.0% WR 40% · PF 0.87 14508 trades | -100.0% WR 38% · PF 0.87 13190 trades | -100.0% WR 36% · PF 0.88 12334 trades |
| Stop loss 7% | -100.0% WR 57% · PF 0.84 17109 trades | -100.0% WR 53% · PF 0.86 15008 trades | -100.0% WR 49% · PF 0.87 13686 trades | -100.0% WR 45% · PF 0.88 12031 trades | -79.1% WR 42% · PF 0.88 11014 trades | -74.1% WR 41% · PF 0.89 10405 trades |
| Stop loss 8% | -100.0% WR 59% · PF 0.85 15857 trades | -100.0% WR 54% · PF 0.87 13977 trades | -100.0% WR 51% · PF 0.88 12687 trades | -72.4% WR 46% · PF 0.90 11197 trades | -64.1% WR 44% · PF 0.90 10314 trades | -66.9% WR 43% · PF 0.89 9754 trades |
| Stop loss 10% | -100.0% WR 61% · PF 0.86 14267 trades | -100.0% WR 56% · PF 0.87 12587 trades | -76.7% WR 53% · PF 0.89 11578 trades | -70.0% WR 48% · PF 0.89 10245 trades | -65.2% WR 46% · PF 0.89 9461 trades | -64.2% WR 44% · PF 0.89 9007 trades |
| Stop loss 12% | -100.0% WR 61% · PF 0.86 13263 trades | -100.0% WR 57% · PF 0.87 11787 trades | -71.3% WR 54% · PF 0.89 10876 trades | -59.3% WR 49% · PF 0.90 9705 trades | -59.9% WR 46% · PF 0.90 9012 trades | -59.8% WR 45% · PF 0.90 8580 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.