harwinder
d95d31a852
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. Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>