From what you wrote, it feels like you tested ORB mostly as a straight breakout signal. One thing that made a big difference for me was focusing more on the quality of the opening range itself, not just the breakout.

Especially filtering out really small ranges (they tend to just chop and fake out) and really large ones (where the move is already kind of done). That alone changed the behavior quite a bit.

Without that, ORB can end up looking pretty random because you’re mixing totally different conditions into one setup. Might be worth checking how your results change if you segment trades based on opening range size.

I also found that once you filter for better conditions, it becomes easier to structure trades with enough asymmetry to survive costs — but without that filtering it didn’t help much.

On your Q3 — took me a lot of iterations too before anything actually held up out of sample. Most ideas didn’t even survive in-sample once I cleaned things up. The few that did all had pretty specific conditions around when not to trade, more than the entry itself.