the four exit variants aren't quite apples to apples, right?

Read through the piece in the strategy library comparing four intraday exits against one entry, and I like the premise a lot, same entry, swap the exit, is exactly the kind of controlled test I wish more people ran instead of endlessly tweaking entry filters. But I got tripped up on a few things when I actually set it up. 1. Variants 1 and 2 take profit at 2.0%. Variants 3 and 4 take profit at 3.0%. So when I compare 1 vs 3 I'm changing two things at once: the give-back rule AND the target. If 3 looks better I genuinely can't tell which change did it. I ended up running a 5th version, variant 1's target with variant 3's trailing logic — just to isolate it. Am I missing a reason they were set up that way? 2. HoldTime 1200 and 1800. I assumed seconds, so 20 and 30 minutes. On a 1s-5m timeframe that's a long leash on the 1s end. Anyone confirm the units? 3. MaxProfitPct: is that peak measured bar-by-bar on closes, or does it capture the intrabar high? On 1s bars it barely matters. On 5m it matters enormously, and my results on variant 3 swung a lot depending on which I assumed. 4. My actual result, small sample caveat attached: on one mean-reversion entry I've been running for a while, adding the time exit (variant 2) barely moved expectancy but cut average hold time by roughly a third. Same money, less exposure. That was the most interesting finding for me and it wasn't the one I expected. 5. Standard warning from me since I've made this mistake before: four variants on one entry on one symbol set is four chances to find noise. The give-back threshold of 1.0 and the arm level of 1.5 are two more free parameters. If you start sweeping those you are curve fitting, full stop. I'm holding them fixed at the published values and only varying the structure. Mainly asking about point 1 and point 3. Has anyone rerun these with the targets held constant?