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A lot of inconsistency in zone trading comes from drawing boxes differently each time. One day you include the wick, the next day only the body, and then you wonder why results do not match your backtest. Pick a rule and keep it. Mine: for supply and demand zones from an order block, I use the body of the candle for the entry boundary, and the wick extreme as the stop reference. For zones created by fair value gaps, I use the gap between the wicks as defined. For sweep levels, I use the exact wick extreme, plus a buffer proportional to the average spread. The reason I prefer bodies for entries is that wicks represent rejection that has already happened, so entering at the wick often means entering late with a worse risk to reward. But if you prefer wicks, that is fine, as long as you test it that way. The edge is in the consistency, not in the specific choice.

Body for entry and wick for stop is a sensible split. The buffer proportional to spread is a nice touch too. For pairs like GBPJPY where the spread swings a lot between sessions, I use the average spread for the hour I expect to enter, not the current one, otherwise the buffer is too tight when the zone is reached in a thinner session.