I gave an example of 10% and 10% because of the '20/80' rule. Results of <20% of trades will drive the optimization results...
The difference between what you suggest and I is in 'strictness' of the overshoot.
If it exactly Entry+Penalty, then the optimization will most likely overfit...If it is '<=Entry+overshoot', it is less likely to be so.
Again, that is mostly needed for efficient discovery/prototyping, with a piece of mind that it is sufficiently realistic. (handling orders in live is the next step/ different discussion)
Would really appreciate if negative Penalty would work as described for Entry and TakeProfit.