confused about how to actually compare the four exit variants

So I read the piece in the library comparing four intraday exits against the same entry and I love the idea — I've spent basically all my time fiddling with entry conditions and zero on exits, which now feels dumb. But I tried setting it up and got stuck on the comparison part. My entry is a pretty simple mean reversion thing, maybe 3-6 trades a day on a small watchlist. When I swap variant 1 for variant 2 (the time exit), the number of trades changes, because trades that used to sit around for an hour now close in 20 min and sometimes the entry fires again on the same name later. So it's not the same set of trades anymore. Is that fine? Like am I supposed to just accept that and compare total return / average per trade, or should I be doing something smarter so it's apples to apples? Second confusion: variants 3 and 4 both use MaxProfitPct but they seem to do almost the same job? 3 gives back 1.0 from the peak, 4 basically drags you to flat. If my typical winner only ever gets to like 1.2% then the MaxProfitPct >= 1.5 branch never even fires and 3 and 4 collapse into the same rule as... well, a wider version of 1. Is the right move to lower that 1.5 threshold to match how far my trades actually travel, or does that count as overfitting? I genuinely can't tell where "tuning to your entry" ends and "curve fitting" starts. Third, dumb question: is 1s-5m timeframe here meaning how often the exit condition gets checked? Because if my rule is only evaluated every 5 min a -1.0 stop is not really a -1.0 stop is it. Still learning, sorry if any of this is obvious.