Hard stop vs time based soft stop backtest

Yesterday I was thinking about a soft stop, because my algorithm uses very tight hard stops, so when market is in a prolonged sideways range, position tends to get stopped out multiple times. https://preview.redd.it/8zows1zqok7e1.jpg?width=873&format=pjpg&auto=webp&s=d788f95c83a5e4390a4bd78b91c409c28c0bd935 I have attached a screenshot of the results, funding on each month is the same $10,000 with a fixed position size. Stop size is variable depending on market condition, all trades include 1.2x trading fee. The algorithm is designed primarily for trending market, and supervised by human traders; There is no human supervision when doing backtests. So here is what I think about a hard stop: the problem with a stop loss is if you set your stop too wide, if you get stopped out not only it's going to be hard to get back but it also could be the bottom or top of the market. Setting the stop too tight will be stopped frequently, sometimes it could lead to compounding loss, but if it's tight enough you would be able to get back in 1 or 2 trades, so a win rate of 30%+ would be enough to be profitable. Soft stop is in between these two types of problems, when market is trending in one direction and you trade with the trend, a soft stop with a tight stopping range can be really helpful, because you will not be stopped out frequently so most of your trades will work. The problem is you don't know when the trend will end and if there is a big crash, if you are not at the desk supervising the trade, you will have one big loss.