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: 3.4%. 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

#123 · Flow: Range flow

Full-history NAV৳174,671

Net return 74.7% · drawdown 42.1% · 47 closed positions

2024 onward NAV৳118,800

Net return 18.8% · drawdown 19.5% · 6 closed positions

2024 stress NAV৳116,914

Net return 16.9% · drawdown 20.1% · 6 closed positions

Variant 1; fixed stop 15.0%; maximum 45 sessions; gate EMA 50; fresh signal only; exit stop/time only; trailing arms at 0.0%, distance 0.0%; partial sale at 20.0% (0 = off).

Account reconciliation

Cash৳174,671

Unsettled৳0

Holdings৳0

NAV৳174,671

Realized P&L৳74,671

Unrealized P&L৳0

Fees৳60,930

Friction৳29,458

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 #123

106 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
2011-01-20	SELL	397	207.9	363.16	166.3	82,006.84	-17,759.93
2011-07-05	BUY	500	163.2	359.04	166.14	-82,125.18	0
2011-07-19	SELL	250	195.84	215.42	98.58	48,645.99	7,583.4
2011-09-12	SELL	250	164.83	181.32	83.18	40,943.51	-119.08
2011-10-27	BUY	547	162.8	391.83	181.95	-89,625.38	0
2012-01-09	SELL	547	175.6	422.63	195.96	95,434.6	5,809.22
2012-01-15	BUY	550	172.3	416.97	192.58	-95,374.55	0
2012-02-08	SELL	550	146.46	354.42	163.44	80,032.39	-15,342.16
2012-03-04	BUY	509	156.2	349.83	161.09	-80,016.72	0
2012-03-28	SELL	254	193.4	216.14	99.06	48,808.39	8,878.63
2012-05-09	SELL	255	200.4	224.85	102.54	50,774.61	10,687.65
2012-05-14	BUY	475	208.5	435.77	199.51	-99,672.78	0
2012-07-17	SELL	475	194.4	406.3	188.88	91,744.82	-7,927.96
2012-07-23	BUY	448	203.5	401.14	185.96	-91,755.1	0
2012-08-28	SELL	448	172.7	340.43	156.96	76,872.21	-14,882.89
2012-12-03	BUY	454	168.1	335.8	157.9	-76,811.1	0
2013-02-07	SELL	454	170.1	339.79	161.44	76,724.17	-86.93
2013-05-15	BUY	493	154.7	335.58	167	-76,769.68	0
2013-06-05	SELL	246	185.64	200.94	93.38	45,373.13	7,066.15
2013-07-22	SELL	247	180.9	196.6	89.65	44,396.05	5,933.35
2013-07-28	BUY	505	176.5	392.18	179.38	-89,704.07	0
2013-08-25	SELL	252	214.7	238.06	108.99	53,757.35	8,994.13
2013-10-07	SELL	253	185.2	206.16	94.74	46,554.7	1,613.85
2013-10-29	BUY	533	187.2	439.02	210.27	-100,426.89	0
2014-01-06	SELL	533	206.4	484.05	228.64	109,298.51	8,871.62
2014-01-15	BUY	531	204.5	477.79	225.51	-109,292.8	0
2014-03-20	SELL	531	211.7	494.62	229.45	111,688.64	2,395.83
2014-03-31	BUY	519	213.8	488.23	227.16	-111,677.59	0
2014-04-10	SELL	259	256.56	292.38	134.08	66,022.58	10,291.37
2014-06-05	SELL	260	285.9	327.07	150.1	73,856.83	17,910.45
2014-06-08	BUY	231	284	288.66	132.38	-66,025.04	0
2014-08-11	SELL	115	340.8	172.44	78.71	38,940.85	6,071.24
2014-08-19	SELL	116	338.2	172.62	78.72	38,979.86	5,824.43
2014-08-24	BUY	463	325.3	662.7	304.67	-151,581.27	0
2014-09-25	SELL	231	398.6	405.14	185.9	91,485.57	15,858.63
2014-11-02	SELL	232	370.7	378.41	173.26	85,450.73	9,496.4
2014-11-05	BUY	254	358.5	400.66	183.59	-91,643.25	0
2015-01-13	SELL	254	366	409.04	192.11	92,362.85	719.6
2015-03-29	BUY	507	348	776.32	368.35	-177,580.66	0
2015-06-04	SELL	507	329.1	734.16	344.28	165,775.26	-11,805.4
2015-06-14	BUY	492	335	725.21	338.4	-165,883.61	0
2015-08-23	SELL	492	315	681.91	319.09	153,979	-11,904.61
2015-12-01	BUY	571	267.9	673.07	335.2	-153,979.18	0
2016-02-03	SELL	571	260.7	654.98	321.1	147,883.61	-6,095.56
2016-04-26	BUY	583	251.9	646.17	331.5	-147,835.38	0
2016-06-30	SELL	583	251.7	645.66	330.3	145,765.14	-2,070.24
2016-07-17	BUY	566	256.2	638.04	324.49	-145,971.73	0
2016-09-26	SELL	566	268.1	667.68	345.08	150,731.84	4,760.11
2016-10-02	BUY	557	268.5	658.04	340.61	-150,553.14	0
2016-12-06	SELL	557	287.9	705.59	337.27	159,317.44	8,764.3
2016-12-14	BUY	560	283	697.31	333.34	-159,510.66	0
2017-02-16	SELL	560	318	783.55	372.44	176,924	17,413.35
2017-03-05	BUY	526	311.9	721.86	344.2	-165,125.46	0
2017-05-09	SELL	526	339.5	785.74	392.6	177,398.66	12,273.2
2017-05-24	BUY	457	331.1	665.78	330.16	-152,308.63	0
2017-07-31	SELL	457	376.2	756.46	351.93	170,815.01	18,506.38
2017-08-01	BUY	96	379.7	160.39	73.28	-36,684.86	0
2017-10-09	SELL	96	416	175.72	80.52	39,679.76	2,994.9
2017-10-10	BUY	402	422	746.43	352.06	-170,742.5	0
2017-11-14	SELL	201	506.4	447.86	207.57	101,130.97	15,759.72
2017-12-12	SELL	201	473.6	418.85	192.98	94,581.77	9,210.52
2017-12-26	BUY	497	470.9	1,029.76	489.41	-235,556.48	0
2018-03-01	SELL	497	478.9	1,047.26	497.8	236,468.24	911.76
2018-03-07	BUY	481	487.9	1,032.59	496.07	-236,208.56	0
2018-05-15	SELL	481	466	986.24	470.77	222,688.99	-13,519.57
2018-11-12	BUY	584	379	973.88	491.64	-222,801.52	0
2019-01-21	SELL	584	387	994.44	486.75	224,526.81	1,725.3
2019-01-27	BUY	562	397	981.7	474.33	-224,570.03	0
2019-04-04	SELL	562	399	986.65	473.15	222,778.2	-1,791.83
2019-06-19	BUY	608	363.9	973.51	511.7	-222,736.41	0
2019-08-29	SELL	608	316.8	847.5	423.47	191,343.43	-31,392.98
2019-10-06	BUY	279	347	425.98	199.29	-97,438.27	0
2019-12-10	SELL	279	304	373.19	174.62	84,268.19	-13,170.08
2020-02-20	BUY	633	280	779.86	372.35	-178,392.2	0
2020-03-15	SELL	633	238	662.88	309.3	149,681.82	-28,710.39
2020-07-23	BUY	604	246.1	654.04	316.24	-149,614.68	0
2020-08-13	SELL	302	295.32	392.42	181.33	88,612.89	13,805.55
2020-09-29	SELL	302	330.2	438.77	203.56	99,078.07	24,270.73
2020-10-04	BUY	562	331.7	820.23	390.24	-187,625.87	0
2020-12-07	SELL	562	325.1	803.91	399.75	181,502.55	-6,123.32
2020-12-15	BUY	514	351	793.82	386.04	-181,593.86	0
2021-02-22	SELL	514	359.7	813.5	389.21	183,683.09	2,089.23
2021-05-18	BUY	533	342.2	802.53	401.74	-183,596.86	0
2021-07-29	SELL	533	375	879.45	432.45	198,563.1	14,966.24
2021-08-12	BUY	539	366	868.01	415.71	-198,557.71	0
2021-10-18	SELL	539	369	875.12	422.41	197,593.47	-964.24
2022-01-18	BUY	462	360	731.81	371.44	-167,423.25	0
2022-03-24	SELL	462	325.1	660.86	329.52	149,205.82	-18,217.43
2022-08-07	BUY	594	300	784.08	384.9	-179,368.98	0
2024-03-04	SELL	399	246.3	432.4	242.4	97,598.9	-22,886.33
2024-03-05	SELL	195	257.2	220.68	106.96	49,826.36	-9,057.4
2024-07-07	BUY	603	243	644.73	330.66	-147,504.39	0
2024-08-11	SELL	301	345.6	457.71	220.28	103,347.61	29,717.72
2024-09-17	SELL	302	334.3	444.22	203.56	100,310.82	26,436.32
2024-09-22	BUY	585	346	890.6	413.22	-203,713.83	0
2024-11-26	SELL	585	315.3	811.58	390.59	183,248.33	-20,465.5
2024-12-18	BUY	569	320	801.15	396.5	-183,277.65	0
2025-02-23	SELL	569	345.7	865.49	412.89	195,424.92	12,147.26
2025-06-29	BUY	564	302.7	751.18	431.37	-171,905.35	0