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: -0.0%. 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

#191 · MACD

Full-history NAV৳99,791

Net return -0.2% · drawdown 38.5% · 107 closed positions

2024 onward NAV৳118,146

Net return 18.1% · drawdown 18.4% · 13 closed positions

2024 stress NAV৳66,552

Net return -33.4% · drawdown 36.7% · 11 closed positions

Variant 1; fixed stop 4.0%; maximum 20 sessions; gate EMA 50; continuous signal; exit stop/time only; trailing arms at 8.0%, distance 3.5%; partial sale at 20.0% (0 = off).

Account reconciliation

Cash৳99,791

Unsettled৳0

Holdings৳0

NAV৳99,791

Realized P&L৳-209

Unrealized P&L৳0

Fees৳79,798

Friction৳37,337

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳2.91e-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 #191

219 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
2011-07-17	SELL	475	177.1	370.14	170.3	83,582.06	6,089.01
2011-07-25	BUY	404	205.6	365.47	167.26	-83,595.13	0
2011-08-01	SELL	404	181.6	322.81	147.44	72,896.15	-10,698.99
2011-10-27	BUY	445	162.8	318.76	147.44	-72,912.2	0
2011-11-01	SELL	445	164.5	322.09	148.7	72,731.71	-180.49
2011-11-13	BUY	454	159.2	318.02	146.74	-72,741.56	0
2011-11-16	SELL	454	161.7	323.01	149.05	72,939.74	198.18
2011-11-21	BUY	441	164.3	318.81	146.87	-72,921.97	0
2011-11-24	SELL	441	166.3	322.69	148.31	72,867.3	-54.67
2011-12-26	BUY	450	160.8	318.38	148.1	-72,826.48	0
2012-01-09	SELL	450	175.6	347.69	160.65	78,511.66	5,685.18
2012-01-12	BUY	447	174.7	343.6	158.29	-78,592.79	0
2012-01-18	SELL	447	163.6	321.77	147.98	72,659.45	-5,933.34
2012-03-04	BUY	462	156.2	317.52	146.04	-72,627.97	0
2012-03-28	SELL	231	193.4	196.57	90.03	44,388.8	8,074.82
2012-04-02	SELL	231	192.8	195.96	89.6	44,251.23	7,937.25
2012-04-03	BUY	233	189	193.76	88.58	-44,319.34	0
2012-04-16	SELL	233	212.1	217.44	99.23	49,102.63	4,783.29
2012-04-17	BUY	208	211.3	193.38	88.19	-44,231.97	0
2012-05-09	SELL	208	200.4	183.41	83.59	41,416.2	-2,815.77
2012-06-04	BUY	442	203.6	395.96	183.29	-90,570.45	0
2012-06-25	SELL	442	195.46	380.12	177.37	85,834.06	-4,736.39
2012-06-28	BUY	409	208.8	375.76	174.86	-85,949.81	0
2012-07-04	SELL	409	200.45	360.73	167.57	81,454.94	-4,494.88
2012-07-09	BUY	409	197.9	356.14	165.56	-81,462.8	0
2012-07-12	SELL	409	198.9	357.94	166.09	80,826.07	-636.73
2012-07-22	BUY	402	199.4	352.7	163.28	-80,674.78	0
2012-07-25	SELL	402	205.5	363.49	168.07	82,079.44	1,404.66
2012-07-30	BUY	398	204.8	358.65	165.95	-82,035	0
2012-08-05	SELL	398	189.1	331.15	152.8	74,777.85	-7,257.15
2012-11-01	BUY	427	174.2	327.29	153.41	-74,864.1	0
2012-11-06	SELL	427	168.4	316.39	148.5	71,441.91	-3,422.19
2012-11-19	BUY	413	172.1	312.74	146.12	-71,536.16	0
2012-11-28	SELL	413	165.22	300.23	140.19	67,793.79	-3,742.37
2012-12-03	BUY	400	168.1	295.86	138.57	-67,674.42	0
2013-01-03	SELL	400	171.6	302.02	143.17	68,194.82	520.4
2013-02-05	BUY	388	174.9	298.59	142.2	-68,301.99	0
2013-02-10	SELL	388	167.9	286.65	134.93	64,725.18	-3,576.81
2013-05-15	BUY	415	154.7	282.48	138.65	-64,621.63	0
2013-05-26	SELL	415	163.7	298.92	143.08	67,493.5	2,871.87
2013-05-30	BUY	386	173.7	295.01	139.39	-67,482.6	0
2013-06-09	SELL	386	176.5	299.77	139.59	67,689.64	207.05
2013-06-12	BUY	378	178.1	296.22	137.44	-67,755.45	0
2013-06-27	SELL	378	184	306.03	141.31	69,104.66	1,349.21
2013-07-14	BUY	325	211.5	302.45	138.69	-69,178.63	0
2013-07-17	SELL	325	232.5	332.48	152.14	75,077.88	5,899.25
2013-08-21	BUY	380	196.1	327.88	150.27	-74,996.15	0
2013-08-26	SELL	380	210.5	351.96	161.78	79,476.26	4,480.11
2013-09-02	BUY	368	214.7	347.64	159.46	-79,516.7	0
2013-09-09	SELL	368	204.3	330.8	151.45	74,700.15	-4,816.55
2013-10-29	BUY	396	187.2	326.18	154.18	-74,611.56	0
2013-11-10	SELL	396	196.8	342.9	160.76	77,429.13	2,817.58
2013-11-13	BUY	396	194.6	339.07	158.42	-77,559.09	0
2013-11-24	SELL	396	206.6	359.98	166.39	81,287.23	3,728.14
2013-12-10	BUY	394	204.6	354.69	163.71	-81,130.8	0
2014-01-13	SELL	394	205.9	356.95	166.99	80,600.66	-530.14
2014-01-19	BUY	385	208.3	352.86	164.83	-80,713.19	0
2014-02-11	SELL	385	199.97	338.75	156.51	76,492.42	-4,220.77
2014-02-26	BUY	361	210.4	334.2	154.29	-76,442.89	0
2014-03-30	SELL	361	211.8	336.42	155.32	75,968.06	-474.84
2014-04-02	BUY	343	220	332.02	153.69	-75,945.71	0
2014-04-09	SELL	343	245.3	370.21	170.34	83,598.37	7,652.66
2014-04-16	BUY	325	255.8	365.79	167.75	-83,668.54	0
2014-05-11	SELL	325	268.27	383.63	175.55	86,628.57	2,960.03
2014-06-01	BUY	312	275.4	378.07	174.01	-86,476.87	0
2014-06-17	SELL	312	301.08	413.32	189.87	93,333.77	6,856.89
2014-06-22	BUY	313	296.5	408.34	187.46	-93,400.3	0
2014-07-20	SELL	313	279.3	384.65	177.4	86,858.85	-6,541.45
2014-08-04	BUY	278	310.8	380.17	174.92	-86,957.49	0
2014-08-12	SELL	278	330.9	404.76	185.63	91,399.81	4,442.32
2014-08-18	BUY	270	335.8	398.93	182.74	-91,247.67	0
2014-08-26	SELL	270	317.4	377.07	172.5	85,148.43	-6,099.25
2014-09-04	BUY	250	338.1	371.91	170.23	-85,067.14	0
2014-09-28	SELL	125	405.72	223.15	101.94	50,389.92	7,856.35
2014-09-29	SELL	125	392.2	215.71	98.5	48,710.79	6,177.22
2014-10-01	BUY	131	384.2	221.45	101.1	-50,652.76	0
2014-10-20	SELL	131	368.83	212.59	96.98	48,007.42	-2,645.34
2014-10-29	BUY	256	374.6	421.95	193.3	-96,512.85	0
2014-11-05	SELL	256	358.5	403.81	185.05	91,187.13	-5,325.72
2014-12-04	BUY	257	352.6	398.72	184.73	-91,201.65	0
2015-01-07	SELL	257	364	411.61	193.02	92,943.37	1,741.73
2015-02-12	BUY	262	352.5	406.36	190.19	-92,951.56	0
2015-02-22	SELL	262	333.1	384	179.19	86,709.01	-6,242.54
2015-03-18	BUY	253	340	378.49	176.29	-86,574.78	0
2015-04-19	SELL	253	342	380.71	175.61	85,969.67	-605.11
2015-06-14	BUY	255	335	375.87	173.2	-85,974.07	0
2015-07-13	SELL	255	346.9	389.22	179.68	87,890.59	1,916.52
2015-07-22	BUY	261	335.2	384.94	177.5	-88,049.65	0
2015-08-11	SELL	261	321.79	369.55	169.92	83,448.25	-4,601.4
2015-12-01	BUY	310	267.9	365.42	174.72	-83,589.14	0
2015-12-07	SELL	310	257.18	350.8	166.82	79,209.42	-4,379.72