The only scores that count — the rule never saw this data.
A · exit on chopNO EDGE (out-of-sample)
trades
92
win rate
11%
expectancy
-0.419%
avg win
+0.73%
avg loss
-0.56%
total
-32.1%
max DD
-33.0%
B · scale + trailNO EDGE (out-of-sample)
trades
26
win rate
23%
expectancy
-0.188%
avg win
+0.67%
avg loss
-0.44%
total
-4.8%
max DD
-6.4%
A equity
B equity
Read the held-out half only. Out-of-sample, both rules lose — but B loses far less than A (expectancy -0.188% vs -0.419%, drawdown -6% vs -33%). Scaling helps, but this naive trend-entry has no tradeable edge. The weak link is the ENTRY, not the exit — try requiring confirmation before entering. The split (design 60% / held-out 40%) is the guardrail against curve-fitting: a rule that only wins on the half it was designed on is a fantasy. Raise the cost or change the entry and rerun — but never tune a parameter to make the design half prettier.