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: 2.3%. 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

#154 · Flow: Range flow

Full-history NAV৳146,839

Net return 46.8% · drawdown 40.3% · 58 closed positions

2024 onward NAV৳113,717

Net return 13.7% · drawdown 25.5% · 7 closed positions

2024 stress NAV৳101,403

Net return 1.4% · drawdown 32.6% · 7 closed positions

Variant 1; fixed stop 4.0%; maximum 60 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৳146,839

Unsettled৳0

Holdings৳0

NAV৳146,839

Realized P&L৳46,839

Unrealized P&L৳0

Fees৳62,555

Friction৳29,847

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳8.73e-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 #154

129 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
2012-05-30	SELL	296	202.9	264.26	121.4	59,672.74	13,140.23
2012-05-31	BUY	273	206.4	247.93	113.88	-56,709.01	0
2012-06-18	SELL	273	198.14	238.01	109.76	53,745.55	-2,963.46
2012-06-21	BUY	569	197.9	495.46	232.89	-113,333.46	0
2012-07-11	SELL	569	189.98	475.64	222.41	107,402.84	-5,930.61
2012-07-23	BUY	525	203.5	470.09	218.65	-107,526.23	0
2012-08-05	SELL	525	189.1	436.82	202.51	98,638.17	-8,888.06
2012-12-03	BUY	583	168.1	431.21	204.69	-98,638.2	0
2013-02-25	SELL	583	150.6	386.32	181.68	87,231.8	-11,406.4
2013-05-15	BUY	560	154.7	381.18	191.93	-87,205.11	0
2013-06-05	SELL	280	185.64	228.71	106.6	51,643.89	8,041.33
2013-08-19	SELL	280	192.7	237.41	108.47	53,610.13	10,007.57
2013-09-03	BUY	474	220.5	459.87	211.42	-105,188.3	0
2013-09-08	SELL	474	210.9	439.85	201.92	99,324.83	-5,863.47
2013-09-12	BUY	503	196.3	434.45	199.19	-99,372.54	0
2013-09-23	SELL	503	186.5	412.76	189.28	93,207.46	-6,165.08
2013-10-29	BUY	494	187.2	406.9	194.16	-93,077.86	0
2014-01-28	SELL	494	210.9	458.41	214.27	103,511.92	10,434.06
2014-02-05	BUY	501	205.4	452.78	210.88	-103,569.06	0
2014-04-08	SELL	250	247	271.7	124.79	61,353.51	9,672.34
2014-05-06	SELL	251	270.3	298.52	136.35	67,410.43	15,522.53
2014-05-07	BUY	221	276.4	268.77	122.7	-61,475.87	0
2014-05-15	SELL	221	264.5	257.2	117.49	58,079.81	-3,396.06
2014-05-19	BUY	256	261.4	294.44	134.69	-67,347.53	0
2014-08-03	SELL	128	313.68	176.66	80.77	39,893.6	6,219.84
2014-08-20	SELL	128	333.6	187.88	85.69	42,427.22	8,753.46
2014-08-24	BUY	299	325.3	427.96	195.96	-97,888.63	0
2014-09-25	SELL	149	398.6	261.32	119.51	59,010.57	10,229.95
2014-11-23	SELL	150	328.55	216.84	99.29	48,966.82	-141.19
2014-12-04	BUY	424	352.6	657.81	308.5	-150,468.71	0
2015-01-25	SELL	424	338.5	631.5	301.91	142,588.9	-7,879.81
2015-02-12	BUY	402	352.5	623.5	296.32	-142,624.82	0
2015-02-22	SELL	402	333.1	589.19	278.75	133,038.26	-9,586.56
2015-03-18	BUY	388	340	580.45	273.84	-132,774.29	0
2015-04-23	SELL	388	326.4	557.23	258.74	125,827.23	-6,947.06
2015-06-14	BUY	374	335	551.28	255.64	-126,096.92	0
2015-08-11	SELL	374	321.6	529.22	244.55	119,504.63	-6,592.29
2015-12-01	BUY	443	267.9	522.19	254.97	-119,456.86	0
2015-12-07	SELL	443	257.18	501.3	242.91	113,188.3	-6,268.56
2016-01-20	BUY	410	274	494.3	241.14	-113,075.44	0
2016-01-28	SELL	410	263.04	474.52	228.51	107,143.36	-5,932.07
2016-02-03	BUY	409	260.7	469.16	225.25	-107,320.71	0
2016-03-02	SELL	409	244.1	439.28	210.53	99,187.09	-8,133.61
2016-04-24	BUY	396	248.6	433.16	216.6	-99,095.36	0
2016-07-25	SELL	396	265.2	462.08	222.7	104,334.41	5,239.05
2016-07-28	BUY	365	284	456.1	214.2	-104,330.31	0
2016-08-02	SELL	365	275.5	442.45	207.3	99,907.75	-4,422.56
2016-08-10	BUY	371	267.9	437.32	204.32	-100,032.54	0
2016-11-14	SELL	371	280	457.07	217.3	103,205.63	3,173.09
2016-11-20	BUY	362	282.5	449.97	213.02	-102,927.99	0
2017-02-14	SELL	362	319.9	509.54	238.77	115,055.5	12,127.51
2017-03-05	BUY	367	311.9	503.66	236.76	-115,207.72	0
2017-05-31	SELL	367	329.2	531.59	263.43	120,021.38	4,813.66
2017-06-05	BUY	355	336	524.83	257.5	-120,062.33	0
2017-09-05	SELL	355	395	616.99	290.8	139,317.21	19,254.88
2017-09-10	BUY	339	408	608.57	286.42	-139,207	0
2017-11-13	SELL	169	489.6	364.07	168.42	82,209.92	12,811.74
2017-12-04	SELL	170	477	356.8	163.94	80,569.27	10,760.45
2017-12-05	BUY	169	484	359.9	165.28	-82,321.18	0
2017-12-20	SELL	169	464.64	345.51	159.42	78,019.24	-4,301.95
2017-12-26	BUY	334	470.9	692.03	324.2	-158,296.83	0
2018-03-22	SELL	334	477	701	335.87	158,281.13	-15.71
2018-04-12	BUY	325	484.1	692.26	330.41	-158,355.17	0
2018-05-03	SELL	325	464.74	664.57	312.66	150,061.97	-8,293.21
2018-10-25	BUY	392	381	657.15	316.94	-150,326.09	0
2018-11-18	SELL	392	365.76	630.86	307.12	142,439.94	-7,886.15
2019-01-07	BUY	377	375	622.05	307.11	-142,304.16	0
2019-04-07	SELL	377	385	638.64	300.01	144,206.36	1,902.2
2019-06-12	BUY	392	365	629.55	314.05	-144,023.61	0
2019-07-07	SELL	392	350.4	604.37	297.29	136,455.14	-7,568.46
2019-09-23	BUY	376	361	597.24	285.39	-136,618.63	0
2019-10-02	SELL	376	346.56	573.35	270.47	129,462.74	-7,155.89
2019-11-20	BUY	398	323.1	565.81	272.76	-129,432.38	0
2019-11-25	SELL	398	312	546.37	260.67	123,368.95	-6,063.42
2020-02-20	BUY	438	280	539.62	253.84	-123,433.45	0
2020-03-01	SELL	438	268.8	518.03	240.41	116,975.96	-6,457.49
2020-07-21	BUY	473	245.9	511.77	246.08	-117,068.55	0
2020-08-13	SELL	236	295.08	306.41	141.08	69,191.39	10,780.87
2020-10-18	SELL	237	342	356.64	167.02	80,530.35	21,872.32
2020-10-27	BUY	447	332.2	653.37	317.31	-149,464.08	0
2020-11-23	SELL	447	318.91	627.24	305.38	141,621.05	-7,843.03
2020-12-07	BUY	433	325.1	619.38	301.92	-141,689.6	0
2021-01-18	SELL	216	390.12	370.77	171.82	83,723.33	13,042.15
2021-03-04	SELL	217	344.1	328.55	152.55	74,188.61	3,180.19
2021-04-20	BUY	467	336.3	691.03	342.75	-158,085.87	0