How do I remove subjectivity from my HTF bias? Looking for advice on mechanical execution.

*(Note: Before anyone complains that this post was made with AI—yes, I used AI to refine it because I wanted to ensure my thoughts were as clear and grammatically correct as possible in English.)*
Hi everyone. A while ago, I made a post expressing my frustration about not being profitable after 4 years of trading. Since then, I took a break, did some deep reflection, and realized that I had never actually backtested a strategy thoroughly enough to gather solid statistical data and build real trust in my model.
I started asking myself some fundamental questions: What specific hours do I want to be in front of the charts? When do I step away? How much am I willing to risk per trade?
Given my job and lifestyle, I concluded that the London session is the best fit for me. So, I started backtesting a simple two-timeframe model: H4 for the big picture (HTF) and the 5-minute chart for entries (LTF).
I backtested one month of price action (I know it’s a small sample size, but I stopped for a specific reason). Risking 1% to gain 2% (1:2 RR), the results were a +5% return, a maximum drawdown of 5%, and a win rate of just over 40%.
The Problem: Subjectivity (Discretionary Bias)
Even though the numbers are decent, I’ve hit a roadblock that I can't seem to solve: discretionary decision-making.
During this backtest, I would look at the H4 chart and choose my direction based on H4 FVGs (using them as targets or draw on liquidity) and key liquidity pools. Because of this, my bias feels subjective rather than mechanical.
So, my questions for you guys are:
How do I eliminate this subjectivity?
How can I make my higher-timeframe bias purely mechanical?
You need a bias to trade, right? But doesn't having a bias inherently mean being discretionary to some extent?

Context: My trading window is strictly during the formation of the 01:00 - 05:00 NY time H4 candle.
Thanks to anyone who replies, and good luck with your trading