仅多头5倍：留住大趋势的退出研究

用户明确不把低回撤作为筛选门槛。本轮保留3小时ATR40/ARC5、EMA5/200、ADX>=20、CHOP<=50的事件型入场和多头5倍，空头及补充多单关闭，无固定止盈。

主对比保持10%初始价格止损。另有24组3%/4%/5%/6%初始止损测试记录在总表，但不参与主对比最优选择。

共136组配置。对比早期盈利保护取消、百分比跟踪、ATR14跟踪、连续收盘确认、EMA20/50/100/150/200趋势退出，以及延后保护/风险缓冲。

peak_source=close时只用入场后已完成K线的最高收盘价；百分比跟踪止损在下一根开盘收紧。close_follow先达到follow_activation，再在exit_confirm根连续收盘价均低于峰值*(1-follow_distance)时，下一根开盘退出；保留初始10%硬止损。

exit_mode=trail_only或close_follow会关闭原始ATR反向退出，避免原反向信号比新的趋势退出更早离场；exit_mode=ema用连续收盘低于指定EMA替换原反向退出；original保留原反向退出。

act=0关闭早期盈利保护。lock为负时代表风险缓冲：达到act后只把止损抬到入场价下方指定幅度，并未锁定盈利。所有止损只收紧、不放宽。

train_max按2024年前已平仓复利最高选择，至少8笔、初始止损10%，不以回撤筛选。closed_max和marked_max分别按全历史平仓复利及含浮盈指数最高选择，是明确使用后期数据的探索性排名，不能作为独立样本外验证。规则族本身也受已查看的历史启发。

所有最终选择均补齐关键小时分钟合约及标记价格。分钟内先后不明优先强平或止损；5倍初始10%价格止损可能带来超过50%的单笔含费保证金损失。

每笔固定100U含费预算，手续费/滑点各0.1%/侧，资金费0、无容量模型；当前风险档位和交易精度回用于历史。复利为每笔净收益因子连乘，不是实际固定100U账户金额或动态复利下单模拟。含浮盈尚未扣未来平仓成本。

数据截至2026-10-30 11:00北京时间。

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