Disable TP tightening: tuned pre-spread, halves total R under real fills
A/B on M15 2025-03-30→2026-05-31 with $0.30 spread + gap-through fills (511 identical entries, only exits differ): factor 0.8 / min_rr 0.4: +36.1R (avg +0.071R, SELL +1.2R) factor 1.0 / min_rr 0.5: +66.8R (avg +0.131R, SELL +9.6R) Worse in both train and validation halves and both directions. The 20% tighter targets buy +1.8pt win rate but shrink every win while the fixed spread stays constant. The knob remains for re-tuning with costs included.
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@@ -167,8 +167,8 @@ def _():
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def _():
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sc = SignalConfig()
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assert sc.min_confidence == 55.0
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assert sc.min_rr_ratio == 0.4
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assert sc.tp_tightening_factor == 0.8
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assert sc.min_rr_ratio == 0.5
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assert sc.tp_tightening_factor == 1.0
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assert sc.atr_sl_multiplier == 1.5
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assert sc.default_rr_ratio == 2.0
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assert sc.cooldown_bars == 5
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