Local refinement around the Step 1 exits-only winner to test whether the edge survives nearby.
| Variant | Take profit | Stop loss |
|---|---|---|
| pct_tp_6_sl_3 | 6.00% | 3.00% |
| pct_tp_6_sl_3p5 | 6.00% | 3.50% |
| pct_tp_6_sl_4 | 6.00% | 4.00% |
| pct_tp_7_sl_3 | 7.00% | 3.00% |
| pct_tp_7_sl_3p5 | 7.00% | 3.50% |
| pct_tp_7_sl_4 | 7.00% | 4.00% |
| pct_tp_8_sl_3 | 8.00% | 3.00% |
| pct_tp_8_sl_3p5 | 8.00% | 3.50% |
| pct_tp_8_sl_4 | 8.00% | 4.00% |
Center the search on the Step 1 winner pct_tp_7_sl_3p5 instead of running a wider brute-force sweep.
Move only one step in each direction around the winner: 6%, 7%, and 8% take-profit with 3.0%, 3.5%, and 4.0% stop-loss.
This yields 9 tightly related candidates, enough to test whether the Step 1 result is a local ridge rather than a single lucky point.
Keep the same entry logic, same costs, same data, and same 48-bar time cap so Step 2 stays a true exit-only refinement.
| Reference | Kind | Total return | Latest equity | Max drawdown | Win rate | Profit factor | Trades |
|---|---|---|---|---|---|---|---|
| baseline_fixed_hold_16 | baseline | 86.59% | 1.8659x | -4.19% | 58.93% | 2.41 | 56 |
| pct_tp_7_sl_3p5 | step1_winner | 106.25% | 2.0625x | -3.67% | 50.88% | 1.84 | 57 |
| pct_tp_7_sl_4 | step2_best | 124.42% | 2.2442x | -1.50% | 52.83% | 2.04 | 53 |
| Variant | TP | SL | Total return | Delta vs baseline | Delta vs Step 1 winner | Max drawdown | Win rate | Profit factor |
|---|---|---|---|---|---|---|---|---|
| pct_tp_7_sl_4 | 7.00% | 4.00% | 124.42% | 37.83% | 18.17% | -1.50% | 52.83% | 2.04 |
| pct_tp_6_sl_4 | 6.00% | 4.00% | 111.47% | 24.88% | 5.22% | -2.91% | 53.45% | 1.88 |
| pct_tp_7_sl_3p5 | 7.00% | 3.50% | 106.25% | 19.66% | 0.00% | -3.67% | 50.88% | 1.84 |
| pct_tp_7_sl_3 | 7.00% | 3.00% | 89.58% | 2.99% | -16.67% | -3.20% | 46.55% | 1.75 |
| pct_tp_8_sl_4 | 8.00% | 4.00% | 86.53% | -0.06% | -19.72% | -5.78% | 50.98% | 1.84 |
| pct_tp_8_sl_3p5 | 8.00% | 3.50% | 84.01% | -2.58% | -22.24% | -7.80% | 49.06% | 1.76 |
| pct_tp_6_sl_3p5 | 6.00% | 3.50% | 81.59% | -5.00% | -24.66% | -5.00% | 50.00% | 1.65 |
| pct_tp_6_sl_3 | 6.00% | 3.00% | 80.69% | -5.91% | -25.56% | -4.58% | 46.77% | 1.65 |
| pct_tp_8_sl_3 | 8.00% | 3.00% | 64.19% | -22.41% | -42.06% | -7.39% | 44.44% | 1.62 |