I think you could tune my strategy to get around 2% returns per month on intra-day (at 5X leverage)
assume that the 1st 5 min bar made a high amounting more than 2% change
two things could happen
scene 1
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subsequently, price reversed without making any more new high.
scene 2
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price continued to make new highs.
scene 2 may not need optimization assuming that the new highs were made without hitting out stop below our Low. In case of scene 1 will the system become more profitable, if we exit at lets say 5% change before the end of the 1st 5 min bar.
hope my thinking is in line with your expectation.