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: 0.6%. 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

#178 · MACD

Full-history NAV৳110,741

Net return 10.7% · drawdown 32.5% · 95 closed positions

2024 onward NAV৳83,349

Net return -16.7% · drawdown 22.9% · 12 closed positions

2024 stress NAV৳68,295

Net return -31.7% · drawdown 36.4% · 11 closed positions

Variant 1; fixed stop 4.0%; maximum 20 sessions; gate EMA 50; continuous signal; exit stop/time only; trailing arms at 18.0%, distance 6.0%; partial sale at 20.0% (0 = off).

Account reconciliation

Cash৳110,741

Unsettled৳0

Holdings৳0

NAV৳110,741

Realized P&L৳10,741

Unrealized P&L৳0

Fees৳92,867

Friction৳44,022

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳1.60e-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 #178

199 fills, including partial sales. Page 1.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2010-12-22	BUY	368	269.9	437.02	200.35	-99,960.58	0
2010-12-27	SELL	368	258.4	418.4	191.44	94,481.36	-5,479.22
2010-12-30	BUY	382	245.8	413.14	188.95	-94,497.69	0
2011-01-05	SELL	382	234.4	393.98	180.13	88,966.69	-5,531
2011-01-13	BUY	376	234.8	388.45	177.48	-88,850.73	0
2011-01-18	SELL	376	228.7	378.36	172.89	85,439.95	-3,410.78
2011-02-02	BUY	372	228.3	373.68	171.21	-85,472.49	0
2011-02-07	SELL	372	209.7	343.24	157.09	77,508.07	-7,964.41
2011-07-04	BUY	475	162.1	338.79	156.76	-77,493.05	0
2011-07-19	SELL	237	195	203.35	93.02	45,918.63	7,253.68
2011-07-25	SELL	238	205.6	215.3	98.26	48,619.24	9,791.14
2011-07-26	BUY	222	205.5	200.73	91.57	-45,913.3	0
2011-08-01	SELL	222	181.6	177.39	80.84	40,056.97	-5,856.33
2011-10-27	BUY	541	162.8	387.53	179.92	-88,642.25	0
2011-11-01	SELL	541	164.5	391.58	181.38	88,421.55	-220.7
2011-11-13	BUY	552	159.2	386.66	178.99	-88,444.06	0
2011-11-16	SELL	552	161.7	392.74	181.8	88,683.86	239.8
2011-11-21	BUY	537	164.3	388.21	179.35	-88,796.66	0
2011-11-27	SELL	537	157.7	372.61	171.48	84,140.81	-4,655.86
2011-12-26	BUY	520	160.8	367.91	171.74	-84,155.65	0
2012-01-24	SELL	520	157	359.22	165.32	81,115.46	-3,040.19
2012-03-04	BUY	516	156.2	354.64	163.34	-81,117.17	0
2012-03-28	SELL	258	193.4	219.55	100.64	49,577.02	9,018.43
2012-04-02	SELL	258	192.8	218.87	100.15	49,423.39	8,864.8
2012-04-03	BUY	260	189	216.22	98.91	-49,455.12	0
2012-04-24	SELL	130	226.8	129.73	59.08	29,295.19	4,567.62
2012-04-29	SELL	130	213.2	121.95	55.53	27,538.52	2,810.95
2012-06-04	BUY	519	203.6	464.94	215.9	-106,349.24	0
2012-06-25	SELL	519	195.46	446.34	209.2	100,786.12	-5,563.12
2012-06-28	BUY	479	208.8	440.07	205.6	-100,660.86	0
2012-07-04	SELL	479	200.45	422.46	196.97	95,395.16	-5,265.71
2012-07-09	BUY	479	197.9	417.09	194.63	-95,405.82	0
2012-07-12	SELL	479	198.9	419.2	195.2	94,658.7	-747.12
2012-07-22	BUY	472	199.4	414.11	192.32	-94,723.24	0
2012-07-25	SELL	472	205.5	426.78	197.92	96,371.3	1,648.07
2012-07-30	BUY	467	204.8	420.82	195.32	-96,257.74	0
2012-08-05	SELL	467	189.1	388.56	179.75	87,741.39	-8,516.35
2012-11-01	BUY	501	174.2	384.01	180.94	-87,839.15	0
2012-11-06	SELL	501	168.4	371.22	175.19	83,821.99	-4,017.16
2012-11-19	BUY	484	172.1	366.5	172.04	-83,834.95	0
2012-11-28	SELL	484	165.22	351.84	165.04	79,447.66	-4,387.28
2012-12-03	BUY	470	168.1	347.63	163.66	-79,518.29	0
2013-01-03	SELL	470	171.6	354.87	169.43	80,127.7	609.42
2013-02-05	BUY	455	174.9	350.15	168.06	-80,097.71	0
2013-02-10	SELL	455	167.9	336.14	159.16	75,901.01	-4,196.7
2013-05-15	BUY	487	154.7	331.49	164.79	-75,835.18	0
2013-06-05	SELL	243	185.64	198.49	92.21	44,819.82	6,980.09
2013-06-09	SELL	244	176.5	189.49	87.46	42,789.05	4,793.59
2013-06-10	BUY	245	182.2	196.41	90.6	-44,926.01	0
2013-07-10	SELL	245	220.7	237.91	109.19	53,724.4	8,798.39
2013-07-14	BUY	201	211.5	187.05	85.49	-42,784.04	0
2013-07-18	SELL	201	193.1	170.78	77.87	38,564.45	-4,219.59
2013-07-21	BUY	291	183	234.31	106.93	-53,594.24	0
2013-07-24	SELL	291	186.7	239.05	109.06	53,981.58	387.35
2013-08-21	BUY	469	196.1	404.67	185.83	-92,561.4	0
2013-09-19	SELL	469	195.1	402.61	184.47	90,914.82	-1,646.58
2013-10-29	BUY	483	187.2	397.84	189.64	-91,005.07	0
2013-11-26	SELL	483	200	425.04	196.79	95,978.17	4,973.1
2013-12-10	BUY	466	204.6	419.51	194.16	-95,957.27	0
2014-01-13	SELL	466	205.9	422.18	198.53	95,328.7	-628.58
2014-01-19	BUY	455	208.3	417.02	195.76	-95,389.27	0
2014-02-11	SELL	455	199.97	400.34	185.52	90,399.59	-4,989.68
2014-02-26	BUY	426	210.4	394.37	182.58	-90,207.36	0
2014-03-30	SELL	426	211.8	397	183.8	89,646.01	-561.35
2014-04-02	BUY	405	220	392.04	182.06	-89,674.1	0
2014-04-15	SELL	202	269.2	239.26	109.46	54,029.68	9,303.34
2014-04-16	SELL	203	255.68	228.37	104.38	51,570.28	6,622.52
2014-04-20	BUY	215	250.3	236.78	108.2	-54,159.49	0
2014-05-20	SELL	215	261.3	247.19	112.97	55,819.34	1,659.85
2014-06-01	BUY	387	275.4	468.95	216.48	-107,265.23	0
2014-06-29	SELL	387	294.7	501.82	230.65	113,316.43	6,051.2
2014-08-04	BUY	362	310.8	495.04	228.61	-113,233.25	0
2014-09-02	SELL	362	338.9	539.8	247.73	121,894.27	8,661.01
2014-09-07	BUY	363	333.4	532.51	244.64	-121,801.34	0
2014-09-28	SELL	181	400.08	318.62	145.86	71,950	11,217.1
2014-09-30	SELL	182	381.9	305.83	139.94	69,060.03	7,991.59
2014-10-01	BUY	186	384.2	314.43	143.81	-71,919.44	0
2014-10-20	SELL	186	368.83	301.85	137.9	68,163	-3,756.44
2014-10-29	BUY	364	374.6	599.96	275.76	-137,230.12	0
2014-11-05	SELL	364	358.5	574.17	264.02	129,655.81	-7,574.31
2014-12-04	BUY	366	352.6	567.83	265.18	-129,884.61	0
2015-01-07	SELL	366	364	586.19	278.45	132,359.36	2,474.75
2015-02-12	BUY	373	352.5	578.52	274.08	-132,335.1	0
2015-02-22	SELL	373	333.1	546.68	257.91	123,441.71	-8,893.4
2015-03-18	BUY	361	340	540.06	254.14	-123,534.19	0
2015-04-19	SELL	361	342	543.23	252.13	122,666.63	-867.56
2015-06-14	BUY	364	335	536.54	248.68	-122,725.21	0
2015-07-13	SELL	364	346.9	555.6	258.18	125,457.83	2,732.61
2015-07-22	BUY	371	335.2	547.18	253.82	-125,160.21	0
2015-08-11	SELL	371	321.79	525.29	242.7	118,616.84	-6,543.37
2015-12-01	BUY	441	267.9	519.83	253.74	-118,917.48	0
2015-12-07	SELL	441	257.18	499.04	241.75	112,677.36	-6,240.12
2016-01-18	BUY	431	259.5	492.12	244.87	-112,581.48	0
2016-02-15	SELL	431	255	483.58	232.18	109,189.23	-3,392.25
2016-04-24	BUY	436	248.6	476.91	240.67	-109,107.19	0
2016-05-24	SELL	436	256.7	492.45	241.96	111,186.79	2,079.6
2016-06-30	BUY	439	251.7	486.18	241.87	-111,224.35	0
2016-08-03	SELL	439	276.3	533.7	251.57	120,510.43	9,286.08
2016-09-06	BUY	447	268	527.1	257.78	-120,580.88	0
2016-10-10	SELL	447	269.8	530.64	263.78	119,806.18	-774.7