Experiment log · GP

Searching for profit that survives costs

1,105,920 unique configurations in this batch; 352 finalists received full and recent stress replays. Starting cash: ৳100,000. Data through 2026-10-13. Compute: local connected computer.

Initial search Robust search Recent stress search Exhaustive parameter grid All 51 indicator families

Full historical period: 2009-11-16 → 2026-10-13 (16.9 years). Selected finalist annualized return: 3.9%. This annualized figure describes the historical raw-price simulation.

All settings were tested for 6 fixed rule sets in the declared grid. The maximum is proven only within that finite historical grid. Full and recent-period results were used to select finalists, so those returns are in-sample. No global maximum across all possible strategies has been established. Corporate-action adjustments remain incomplete.

Verified finite search

Does the winner survive small changes?

Grid maximum NAV৳443,253

Nearby profitable settings25/25

Neighbour median NAV৳376,531

One extra session delay৳260,512

Stops and maximum holding periods varied by ±10% and ±20%. 25/25 nearby settings also had positive recent stress returns. Nearby full-history NAV ranged from ৳262,794 to ৳443,253. This is parameter sensitivity on the same historical data, not independent validation.

1× modeled trading costs৳443,253

1.5× modeled trading costs৳408,239

2× modeled trading costs৳377,450

3× modeled trading costs৳322,271

1,105,920 grid accounts and 352 detailed finalist ledgers checked. Reconciliation failures: 0.

Choose profit with more trades

Jump to the highest historical NAV that meets a minimum completed-position count. The saved frontier covers this trade-off.

Profit versus completed positions

Each dot is a finalist. Horizontal = full-history completed positions; vertical = full-history net return. Select a dot to inspect it.

Teal: positive recent stress return. Rose: zero or negative recent stress return.

The trade count–profit frontier

These 72 grid candidates cannot be beaten on both historical NAV and completed positions by another grid candidate. More positions often reduce profit.

Compare every trade-off and open its fills

Completed positions	Full-history NAV	Recent stress NAV	Inspect
465	৳479	৳19,237	Rules & trades →
459	৳570	৳19,289	Rules & trades →
455	৳608	৳30,525	Rules & trades →
454	৳696	৳29,045	Rules & trades →
452	৳696	৳19,289	Rules & trades →
415	৳713	৳19,289	Rules & trades →
411	৳717	৳19,289	Rules & trades →
405	৳1,133	৳19,289	Rules & trades →
404	৳1,549	৳19,289	Rules & trades →
402	৳1,771	৳19,289	Rules & trades →
372	৳2,015	৳19,289	Rules & trades →
371	৳2,622	৳19,289	Rules & trades →
363	৳2,910	৳19,289	Rules & trades →
343	৳2,924	৳20,089	Rules & trades →
335	৳3,181	৳47,792	Rules & trades →
333	৳4,607	৳37,882	Rules & trades →
329	৳5,476	৳37,882	Rules & trades →
313	৳5,574	৳30,360	Rules & trades →
310	৳6,173	৳43,102	Rules & trades →
303	৳8,989	৳39,010	Rules & trades →
300	৳9,801	৳38,916	Rules & trades →
295	৳12,981	৳32,156	Rules & trades →
292	৳13,676	৳41,873	Rules & trades →
260	৳13,883	৳26,610	Rules & trades →
259	৳15,710	৳26,610	Rules & trades →
257	৳15,781	৳30,307	Rules & trades →
256	৳16,033	৳45,581	Rules & trades →
255	৳19,080	৳30,307	Rules & trades →
208	৳20,877	৳36,159	Rules & trades →
198	৳22,131	৳53,195	Rules & trades →
196	৳25,143	৳33,095	Rules & trades →
187	৳33,566	৳58,245	Rules & trades →
186	৳34,489	৳53,071	Rules & trades →
167	৳35,171	৳40,802	Rules & trades →
165	৳37,440	৳37,845	Rules & trades →
161	৳42,263	৳74,918	Rules & trades →
158	৳44,043	৳78,126	Rules & trades →
157	৳53,519	৳74,918	Rules & trades →
154	৳56,264	৳44,128	Rules & trades →
153	৳62,778	৳49,942	Rules & trades →
147	৳65,022	৳64,084	Rules & trades →
137	৳73,649	৳47,943	Rules & trades →
136	৳78,632	৳50,001	Rules & trades →
135	৳80,826	৳50,473	Rules & trades →
129	৳99,944	৳52,622	Rules & trades →
128	৳100,941	৳52,622	Rules & trades →
119	৳100,995	৳43,038	Rules & trades →
118	৳101,946	৳46,575	Rules & trades →
117	৳110,155	৳49,557	Rules & trades →
103	৳133,375	৳48,996	Rules & trades →
102	৳136,102	৳55,284	Rules & trades →
101	৳138,379	৳53,456	Rules & trades →
98	৳145,520	৳54,043	Rules & trades →
79	৳150,242	৳115,900	Rules & trades →
78	৳159,180	৳120,816	Rules & trades →
77	৳160,935	৳120,816	Rules & trades →
76	৳161,019	৳120,816	Rules & trades →
74	৳181,538	৳116,988	Rules & trades →
73	৳199,142	৳121,853	Rules & trades →
60	৳200,452	৳118,366	Rules & trades →
48	৳211,201	৳128,871	Rules & trades →
44	৳221,072	৳119,591	Rules & trades →
39	৳242,605	৳130,354	Rules & trades →
38	৳272,593	৳130,354	Rules & trades →
37	৳278,807	৳126,439	Rules & trades →
33	৳291,973	৳126,422	Rules & trades →
32	৳298,043	৳122,630	Rules & trades →
25	৳341,394	৳127,207	Rules & trades →
24	৳389,702	৳129,084	Rules & trades →
22	৳402,891	৳133,960	Rules & trades →
17	৳411,464	৳119,509	Rules & trades →
15	৳443,253	৳124,915	Rules & trades →

Inspect finalist

#106 · Flow: Range flow

Full-history NAV৳192,201

Net return 92.2% · drawdown 42.0% · 45 closed positions

2024 onward NAV৳112,269

Net return 12.3% · drawdown 26.1% · 5 closed positions

2024 stress NAV৳105,294

Net return 5.3% · drawdown 30.0% · 5 closed positions

Variant 1; fixed stop 4.0%; maximum 90 sessions; gate EMA 50; continuous signal; exit stop/time only; trailing arms at 0.0%, distance 0.0%; partial sale at 20.0% (0 = off).

Account reconciliation

Cash৳192,201

Unsettled৳0

Holdings৳0

NAV৳192,201

Realized P&L৳92,201

Unrealized P&L৳0

Fees৳58,476

Friction৳28,429

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳5.82e-11. Normal replay: 0.44% commission plus 0.2% base friction per side, modeled impact and T+3. Stress doubles commission/base friction and uses T+5. These are research assumptions.

All fills for finalist #106

102 fills, including partial sales. Page 1.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2010-12-26	BUY	397	249.7	436.18	199.7	-99,766.77	0
2011-01-04	SELL	397	236.5	413.12	188.93	93,288.45	-6,478.32
2011-01-13	BUY	395	234.8	408.08	186.49	-93,340.58	0
2011-01-18	SELL	395	228.7	397.48	181.68	89,757.34	-3,583.23
2011-07-05	BUY	547	163.2	392.79	182.06	-89,845.25	0
2011-07-19	SELL	273	195.84	235.24	107.72	53,121.36	8,280.86
2011-09-12	SELL	274	164.83	198.72	91.24	44,874.01	-130.74
2011-10-27	BUY	598	162.8	428.36	199.31	-97,982.07	0
2011-11-01	SELL	598	164.5	432.83	200.88	97,737.29	-244.78
2011-11-13	BUY	610	159.2	427.29	198.17	-97,737.47	0
2011-11-16	SELL	610	161.7	434	201.29	98,001.71	264.24
2011-11-27	BUY	618	157.7	428.82	197.71	-98,085.13	0
2012-01-25	SELL	618	151.39	411.67	189.79	92,958.8	-5,126.33
2012-03-04	BUY	591	156.2	406.18	187.44	-92,907.82	0
2012-03-28	SELL	295	193.4	251.03	115.21	56,686.76	10,311.45
2012-07-12	SELL	296	198.9	259.05	119.53	58,495.83	11,963.32
2012-07-23	BUY	562	203.5	503.21	234.43	-115,104.65	0
2012-08-05	SELL	562	189.1	467.61	217.08	105,589.51	-9,515.13
2012-12-03	BUY	624	168.1	461.54	219.73	-105,575.67	0
2013-02-25	SELL	624	150.6	413.49	194.92	93,366	-12,209.67
2013-05-15	BUY	600	154.7	408.41	207.07	-93,435.47	0
2013-06-05	SELL	300	185.64	245.04	114.42	55,332.53	8,614.8
2013-10-01	SELL	300	187.7	247.76	113.6	55,948.63	9,230.9
2013-10-29	BUY	591	187.2	486.79	234.45	-111,356.44	0
2014-03-11	SELL	591	212.8	553.37	257.11	124,954.32	13,597.88
2014-03-19	BUY	587	211.3	545.75	253.76	-124,832.6	0
2014-04-08	SELL	293	253.56	326.89	150.46	73,815.73	11,505.76
2014-08-07	SELL	294	323.9	419	192.59	94,615.02	32,092.39
2014-08-13	BUY	493	339.2	735.79	339.62	-168,301.01	0
2014-08-24	SELL	493	325.3	705.64	324.65	159,342.61	-8,958.4
2014-08-27	BUY	487	325.5	697.48	320.7	-159,536.69	0
2014-09-25	SELL	243	398.6	426.18	195.65	96,237.97	16,633.42
2014-11-20	SELL	244	328.76	352.95	162.35	79,700.92	-231.22
2014-12-04	BUY	495	352.6	767.96	362.02	-175,666.98	0
2015-01-25	SELL	495	338.5	737.24	355.37	166,462.91	-9,204.07
2015-02-12	BUY	470	352.5	728.97	349	-166,752.97	0
2015-02-22	SELL	470	333.1	688.85	328.07	155,540.08	-11,212.89
2015-03-18	BUY	454	340	679.18	322.41	-155,361.59	0
2015-04-23	SELL	454	326.4	652.02	303.84	147,229.74	-8,131.85
2015-06-14	BUY	437	335	644.14	299.7	-147,338.84	0
2015-08-11	SELL	437	321.6	618.37	286.52	139,634.3	-7,704.54
2015-12-01	BUY	518	267.9	610.6	301.63	-139,684.42	0
2015-12-07	SELL	518	257.18	586.17	287.01	132,348.12	-7,336.3
2016-01-20	BUY	480	274	578.69	285.6	-132,384.29	0
2016-01-28	SELL	480	263.04	555.54	270.09	125,433.57	-6,950.72
2016-02-03	BUY	478	260.7	548.3	265.62	-125,428.52	0
2016-03-02	SELL	478	244.1	513.39	248.18	115,918.23	-9,510.29
2016-04-24	BUY	463	248.6	506.45	257.15	-115,865.4	0
2016-09-07	SELL	463	266	541.9	265.92	122,350.19	6,484.79
2016-09-25	BUY	455	267.1	534.73	270.43	-122,335.66	0
2017-02-02	SELL	455	306.5	613.61	288.18	138,555.71	16,220.05
2017-02-07	BUY	453	303.8	605.53	284.35	-138,511.28	0
2017-06-19	SELL	453	340	677.69	335.38	153,006.93	14,495.65
2017-06-22	BUY	449	338.8	669.33	327.15	-153,117.68	0
2017-09-07	SELL	224	406.56	400.71	186.67	90,482.07	14,093.74
2017-11-06	SELL	225	440.5	436.1	202.94	98,473.47	21,744.12
2017-11-07	BUY	202	444.5	395.07	183.42	-90,367.49	0
2018-03-18	SELL	202	482.1	428.49	200.54	96,755.17	6,387.68
2018-04-12	BUY	401	484.1	854.15	412.22	-195,390.46	0
2018-05-03	SELL	401	464.74	819.98	388.83	185,150.33	-10,240.14
2018-10-25	BUY	482	381	808.02	394.85	-184,844.88	0
2018-11-18	SELL	482	365.76	775.7	383.38	175,137.24	-9,707.64
2019-01-07	BUY	464	375	765.6	384.9	-175,150.5	0
2019-04-10	SELL	464	360	734.98	345.37	165,959.66	-9,190.84
2019-06-12	BUY	452	365	725.91	367.05	-166,072.96	0
2019-07-07	SELL	452	350.4	696.88	346.77	157,337.15	-8,735.81
2019-09-23	BUY	433	361	687.78	331.08	-157,331.86	0
2019-10-02	SELL	433	346.56	660.27	313.2	149,087.02	-8,244.84
2019-11-20	BUY	459	323.1	652.53	317.32	-149,272.75	0
2019-11-25	SELL	459	312	630.12	302.8	142,275.08	-6,997.67
2020-02-20	BUY	504	280	620.93	293.57	-142,034.5	0
2020-03-01	SELL	504	268.8	596.09	277.49	134,601.62	-7,432.88
2020-07-21	BUY	544	245.9	588.59	285.34	-134,643.53	0
2020-08-13	SELL	272	295.08	353.15	162.92	79,745.69	12,423.93
2020-11-30	SELL	272	318.2	380.82	181.04	85,988.54	18,666.77
2020-12-07	BUY	507	325.1	725.23	357.59	-165,908.53	0
2021-01-18	SELL	253	390.12	434.28	201.91	98,064.17	15,273.53
2021-03-31	SELL	254	328.35	366.97	172.77	82,861.42	-256.46
2021-04-20	BUY	534	336.3	790.17	396.62	-180,770.99	0
2021-09-13	SELL	534	389.7	915.64	444.46	206,739.7	25,968.71
2021-09-16	BUY	542	379.2	904.32	435.58	-206,866.29	0
2021-10-18	SELL	542	364.03	868.14	418.84	196,018.36	-10,847.94
2021-12-06	BUY	435	362.8	694.4	361.95	-158,874.34	0
2021-12-20	SELL	435	348.29	666.62	345.59	150,493.06	-8,381.28
2022-01-13	BUY	522	357.1	820.19	421.28	-187,647.67	0
2022-02-27	SELL	522	345	792.4	409.86	178,887.74	-8,759.92
2022-08-03	BUY	590	301.2	781.92	379.42	-178,869.33	0
2022-08-14	SELL	581	288	736.24	359.8	166,231.95	-9,908.86
2022-08-16	SELL	9	288.9	11.44	5.21	2,583.45	-145.06
2024-06-27	BUY	710	236.2	737.89	393.34	-168,833.22	0
2024-08-11	SELL	355	345.6	539.83	262.38	121,885.79	37,469.18
2024-11-14	SELL	355	326.5	509.99	239.27	115,158.24	30,741.63
2024-11-21	BUY	729	322.9	1,035.73	501.1	-236,930.93	0
2025-04-09	SELL	667	321.7	944.13	511.41	213,118.36	-3,662.06
2025-04-10	SELL	62	322	87.84	40.66	19,835.5	-315
2025-06-29	BUY	564	302.7	751.18	431.37	-171,905.35	0
2025-10-15	SELL	450	290.59	575.37	320.26	129,870.76	-7,287.76
2025-10-16	SELL	114	290	145.46	69.9	32,844.63	-1,902.2
2026-01-27	BUY	832	267.1	977.8	511.27	-223,716.27	0
2026-03-05	SELL	832	245.3	897.99	445.42	202,746.19	-20,970.08