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: 2.0%. 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

#158 · Flow: Range flow

Full-history NAV৳140,649

Net return 40.6% · drawdown 39.0% · 59 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 15.0% (0 = off).

Account reconciliation

Cash৳140,649

Unsettled৳0

Holdings৳0

NAV৳140,649

Realized P&L৳40,649

Unrealized P&L৳0

Fees৳63,272

Friction৳30,145

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳1.16e-10. 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 #158

134 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	234.23	107.26	52,893.51	8,053.01
2011-09-12	SELL	274	164.83	198.72	91.24	44,874.01	-130.74
2011-10-27	BUY	597	162.8	427.64	198.97	-97,818.21	0
2011-11-01	SELL	597	164.5	432.11	200.54	97,573.85	-244.36
2011-11-13	BUY	609	159.2	426.59	197.84	-97,577.24	0
2011-11-16	SELL	609	161.7	433.29	200.95	97,841.06	263.82
2011-11-27	BUY	616	157.7	427.43	197.06	-97,767.69	0
2012-01-08	SELL	308	181.35	245.77	113.14	55,498.43	6,614.59
2012-01-18	SELL	308	159.28	215.85	98.89	48,742.57	-141.27
2012-01-19	BUY	328	168.1	242.6	111.24	-55,490.64	0
2012-01-24	SELL	328	157	226.58	103.81	51,165.61	-4,325.03
2012-03-04	BUY	636	156.2	437.11	201.94	-99,982.25	0
2012-03-25	SELL	318	184.3	257.87	118.49	58,231.04	8,239.92
2012-05-30	SELL	318	202.9	283.9	130.53	64,107.77	14,116.65
2012-05-31	BUY	280	206.4	254.28	116.83	-58,163.11	0
2012-06-18	SELL	280	198.14	244.11	112.61	55,123.6	-3,039.52
2012-06-21	BUY	599	197.9	521.59	245.6	-119,309.28	0
2012-07-11	SELL	599	189.98	500.72	234.48	113,065.21	-6,244.07
2012-07-23	BUY	552	203.5	494.26	230.16	-113,056.42	0
2012-08-05	SELL	552	189.1	459.29	213.14	103,710.78	-9,345.65
2012-12-03	BUY	613	168.1	453.4	215.69	-103,714.39	0
2013-02-25	SELL	613	150.6	406.2	191.36	91,720.24	-11,994.14
2013-05-15	BUY	589	154.7	400.92	202.88	-91,722.1	0
2013-06-03	SELL	294	178.7	231.17	108.17	52,198.46	6,415.27
2013-08-19	SELL	295	192.7	250.12	114.31	56,482.06	10,543.15
2013-09-03	BUY	489	220.5	474.43	218.19	-108,517.12	0
2013-09-08	SELL	489	210.9	453.77	208.38	102,467.95	-6,049.16
2013-09-12	BUY	519	196.3	448.27	205.58	-102,533.55	0
2013-09-23	SELL	519	186.5	425.89	195.35	96,172.26	-6,361.29
2013-10-29	BUY	511	187.2	420.9	201.17	-96,281.27	0
2013-11-20	SELL	255	215.3	241.57	111.41	54,548.52	6,502.09
2014-01-28	SELL	256	210.9	237.56	109.57	53,643.28	5,408.43
2014-01-29	BUY	256	211.5	238.23	109.85	-54,492.08	0
2014-02-11	SELL	256	203.04	228.7	105.11	51,644.42	-2,847.66
2014-02-17	BUY	511	204.7	460.25	213.69	-105,275.63	0
2014-04-07	SELL	255	240.7	270.07	124.29	60,984.14	8,449.33
2014-05-19	SELL	256	261.4	294.44	134.69	66,489.27	13,748.44
2014-05-25	BUY	492	257.4	557.22	256.55	-127,454.57	0
2014-06-04	SELL	246	296.01	320.4	146.97	72,351.09	8,623.8
2014-08-26	SELL	246	317.4	343.55	157.08	77,579.77	13,852.48
2014-08-27	BUY	221	325.5	316.52	144.63	-72,396.64	0
2014-09-21	SELL	110	377.9	182.9	83.52	41,302.57	5,268.05
2014-11-20	SELL	111	328.76	160.56	73.38	36,257.86	-104.25
2014-12-04	BUY	437	352.6	677.98	318.26	-155,082.44	0
2015-01-25	SELL	437	338.5	650.86	311.63	146,960.26	-8,122.18
2015-02-12	BUY	414	352.5	642.11	305.56	-146,882.68	0
2015-02-22	SELL	414	333.1	606.77	287.41	137,009.22	-9,873.46
2015-03-18	BUY	400	340	598.4	282.63	-136,881.03	0
2015-04-23	SELL	400	326.4	574.46	266.92	129,718.62	-7,162.41
2015-06-14	BUY	385	335	567.49	263.32	-129,805.81	0
2015-08-11	SELL	385	321.6	544.79	251.86	123,019.35	-6,786.46
2015-12-01	BUY	457	267.9	538.69	263.6	-123,232.6	0
2015-12-07	SELL	457	257.18	517.15	251.08	116,764.87	-6,467.73
2016-01-20	BUY	423	274	509.97	249.33	-116,661.29	0
2016-01-28	SELL	423	263.04	489.57	236.18	110,540.17	-6,121.12
2016-02-03	BUY	421	260.7	482.92	232.22	-110,469.84	0
2016-03-02	SELL	421	244.1	452.17	217.03	102,096.9	-8,372.94
2016-04-24	BUY	408	248.6	446.29	223.78	-102,098.87	0
2016-07-25	SELL	408	265.2	476.09	229.85	107,495.67	5,396.8
2016-07-28	BUY	376	284	469.85	220.87	-107,474.72	0
2016-08-02	SELL	376	275.5	455.79	213.74	102,918.47	-4,556.25
2016-08-10	BUY	382	267.9	450.29	210.55	-102,998.63	0
2016-11-14	SELL	382	280	470.62	224.04	106,265.34	3,266.71
2016-11-20	BUY	374	282.5	464.88	220.37	-106,340.26	0
2017-02-14	SELL	374	319.9	526.43	246.93	118,869.24	12,528.99
2017-03-05	BUY	378	311.9	518.75	244.1	-118,661.05	0
2017-05-31	SELL	378	329.2	547.53	272	123,618.08	4,957.03
2017-06-05	BUY	366	336	541.09	266.08	-123,783.18	0
2017-08-16	SELL	183	386.4	311.13	143.28	70,256.79	8,365.2
2017-09-05	SELL	183	395	318.05	147.32	71,819.63	9,928.04
2017-09-10	BUY	346	408	621.14	292.55	-142,081.68	0
2017-11-12	SELL	173	469.2	357.16	165.27	80,649.18	9,608.33
2017-12-04	SELL	173	477	363.09	166.86	81,991.05	10,950.2
2017-12-05	BUY	165	484	351.38	161.33	-80,372.71	0
2017-12-20	SELL	165	464.64	337.33	155.59	76,172.68	-4,200.03
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	391	381	655.47	316.08	-149,942.56	0
2018-11-18	SELL	391	365.76	629.25	306.28	142,076.62	-7,865.93
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	472	245.9	510.69	245.53	-116,821.02	0
2020-08-12	SELL	236	282.78	293.64	135.22	66,308.4	7,897.89
2020-10-18	SELL	236	342	355.13	166.29	80,190.58	21,780.07
2020-10-27	BUY	438	332.2	640.22	310.52	-146,454.33	0