comparing the four exit variants — how do you judge #3 vs #4 fairly?

Been chewing on the strategy library piece that puts four intraday exits side by side against the same entry. I like the framing a lot, I've spent years telling people their entry is the least interesting part of their system and it's nice to see it laid out as an actual experiment instead of a lecture. Where I'm stuck is the last two. The giveback rule (exit if you retreat 1% off the peak once you're up 1.5%) and the breakeven-after-it-works rule look like they're solving the same problem but they pay for it differently. Giveback lets a trade come back a fair way before it kicks you out. Breakeven basically says once you've been up, you're not allowed to lose. On paper #4 sounds like the more disciplined choice and my checklist brain wants to like it, but I suspect it also chops a lot of trades that would have gone on to hit the 3% target after a normal wobble. So my question for people who've actually run this: what's your comparison rule? Because I don't trust myself to just look at four equity curves and pick a winner. My draft checklist is: 1. Same entry, same symbols, same session hours, nothing else touched. 2. Same number of trades in each run, or at least close enough that I'm not comparing 400 trades to 90. 3. Judge on worst losing streak and worst drawdown first, total return second. 4. Look at what fraction of trades exit on each clause. Target, stop, time, trail. If one clause never fires it's decoration. 5. Split the sample in half and check the ranking holds in both halves. Is point 4 worth the effort or am I making busywork for myself? And does anyone bother testing the two giveback thresholds separately (the 1.5% arm level and the 1.0% pullback) or is that where you start fitting noise?