First bounded exits-only comparison while holding entries and regime source fixed.
| Variant | Take profit | Stop loss |
|---|---|---|
| pct_tp_3_sl_2 | 3.00% | 2.00% |
| pct_tp_5_sl_2 | 5.00% | 2.00% |
| pct_tp_7_sl_2 | 7.00% | 2.00% |
| pct_tp_3_sl_3p5 | 3.00% | 3.50% |
| pct_tp_5_sl_3p5 | 5.00% | 3.50% |
| pct_tp_7_sl_3p5 | 7.00% | 3.50% |
Keep the grid small because this is Step 1, meant to answer whether exits matter at all before a larger sweep.
Use targets near the existing 24h trigger scale: 3%, 5%, and 7% take-profit levels bracket a modest, medium, and stretch mean-reversion payoff.
Use two stop widths, 2% and 3.5%, to test whether tighter protection or slightly wider breathing room works better without exploding combinations.
This yields 6 percentage variants plus the current fixed-hold baseline: enough to learn shape, not enough to overfit by brute force.
| Variant | Total return | Delta vs baseline | Latest equity | Max drawdown | Win rate | Profit factor | Trades | Avg bars held |
|---|---|---|---|---|---|---|---|---|
| pct_tp_7_sl_3p5 | 106.25% | 19.66% | 2.0625x | -3.67% | 50.88% | 1.84 | 57 | 23.63 |
| baseline_fixed_hold_16 | 86.59% | 0.00% | 1.8659x | -4.19% | 58.93% | 2.41 | 56 | 16.00 |
| pct_tp_5_sl_3p5 | 56.41% | -30.18% | 1.5641x | -6.99% | 51.56% | 1.48 | 64 | 16.09 |
| pct_tp_7_sl_2 | 45.06% | -41.53% | 1.4506x | -4.46% | 32.86% | 1.41 | 70 | 16.33 |
| pct_tp_5_sl_2 | 36.95% | -49.64% | 1.3695x | -6.18% | 38.96% | 1.34 | 77 | 10.16 |
| pct_tp_3_sl_3p5 | 31.96% | -54.63% | 1.3196x | -6.62% | 62.03% | 1.30 | 79 | 10.13 |
| pct_tp_3_sl_2 | 5.33% | -81.27% | 1.0533x | -10.34% | 46.32% | 1.07 | 95 | 6.80 |