With the trend towards high-density microelectronic packaging, palladium-coated copper (PCC) wire is increasingly replacing gold wire due to its cost and performance advantages. However, key challenges in the looping process include stress concentration from the mechanical property mismatch between Pd and Cu, and the characteristics of the heat-affected zone (HAZ). This study employs a HAZ gradient synergistic optimization method, integrating orthogonal experiments with mechanical tests and microstructural characterization. The results demonstrate that the HAZ gradient significantly mitigates stress concentration and establishes reverse distance (RD) as the dominant factor influencing bonding strength. The optimal parameter combination (ultrasonic power: 110 mW; RD: 110 mu m; reverse height: 110 mu m) increases pull strength to 16 gf and reduces the stress concentration factor (SCF) to 1.125, effectively transferring the critical fracture interface to the neck of the first-bond. This study clarifies the stress-microstructure-fracture correlation mechanism, providing a theoretical basis for reliable bonding in advanced packaging.