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 2.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2016-01-18	BUY	303	259.5	345.97	167.72	-79,142.19	0
2016-02-15	SELL	303	255	339.97	160.65	76,764.39	-2,377.8
2016-04-24	BUY	307	248.6	335.81	164.49	-76,820.5	0
2016-05-24	SELL	307	256.7	346.75	166.59	78,293.56	1,473.06
2016-06-30	BUY	309	251.7	342.21	165.89	-78,283.4	0
2016-07-28	SELL	309	275.99	375.24	175.22	84,730.45	6,447.05
2016-08-02	BUY	305	275.5	369.72	172.37	-84,569.6	0
2016-08-29	SELL	305	264.48	354.93	166.11	80,145.36	-4,424.24
2016-09-06	BUY	297	268	350.22	167.22	-80,113.44	0
2016-10-10	SELL	297	269.8	352.57	170.23	79,607.8	-505.64
2016-10-19	BUY	288	275	348.48	167.52	-79,716	0
2016-11-16	SELL	288	279.8	354.56	166.97	80,060.87	344.87
2016-11-21	BUY	277	287.1	349.92	164.09	-80,040.7	0
2016-12-20	SELL	277	285	347.36	162.45	78,435.19	-1,605.51
2017-01-05	BUY	269	290	343.24	161.06	-78,514.31	0
2017-02-02	SELL	269	306.5	362.77	168.13	81,917.59	3,403.29
2017-02-12	BUY	265	307.1	358.08	166.24	-81,905.82	0
2017-03-13	SELL	265	318.4	371.25	172.82	83,831.92	1,926.1
2017-03-16	BUY	264	315.2	366.14	170.62	-83,749.55	0
2017-04-12	SELL	264	340.55	395.58	184.71	89,324.51	5,574.96
2017-05-28	BUY	213	334	313.02	149.32	-71,604.34	0
2017-06-28	SELL	213	340	318.65	149.55	71,951.8	347.46
2017-06-29	BUY	52	341	78.02	35.73	-17,845.75	0
2017-07-27	SELL	52	375.5	85.91	39.16	19,400.93	1,555.17
2017-07-30	BUY	189	376.7	313.26	143.8	-71,653.36	0
2017-08-29	SELL	189	388.9	323.41	149.34	73,029.35	1,375.99
2017-09-07	BUY	232	396.9	405.16	188.79	-92,674.75	0
2017-09-12	SELL	232	420	428.74	199.03	96,812.23	4,137.48
2017-09-17	BUY	230	418	423.02	196.07	-96,759.09	0
2017-10-16	SELL	230	428.1	433.24	201.91	97,827.85	1,068.76
2017-10-24	BUY	225	431.3	426.99	198.83	-97,668.32	0
2017-11-15	SELL	225	489.16	484.27	224.15	109,352.25	11,683.93
2017-11-20	BUY	222	489.5	478.14	220.79	-109,367.94	0
2017-11-28	SELL	222	469.92	459.02	211.79	103,651.43	-5,716.5
2017-12-06	BUY	212	487	454.27	209.14	-103,907.41	0
2017-12-14	SELL	212	467.52	436.1	201.57	98,476.57	-5,430.84
2017-12-28	BUY	208	469.4	429.59	199.12	-98,263.91	0
2018-01-28	SELL	208	510	466.75	215.99	105,397.26	7,133.35
2018-01-31	BUY	207	506.9	461.68	213.14	-105,603.12	0
2018-02-22	SELL	207	486.62	443.22	204.42	100,083.53	-5,519.59
2018-03-07	BUY	203	487.9	435.79	202.85	-99,682.34	0
2018-03-25	SELL	203	468.38	418.36	197.03	94,466.56	-5,215.77
2018-04-11	BUY	195	483.2	414.59	194.17	-94,832.76	0
2018-05-03	SELL	195	463.87	398	184.71	89,872.33	-4,960.43
2018-10-25	BUY	234	381	392.28	184.81	-89,731.08	0
2018-11-18	SELL	234	365.76	376.59	178.43	85,032.82	-4,698.26
2019-01-01	BUY	228	370	371.18	177.82	-84,909.01	0
2019-01-29	SELL	228	411	412.32	191.4	93,104.29	8,195.28
2019-02-03	BUY	233	398.2	408.23	188.57	-93,377.41	0
2019-02-19	SELL	233	376	385.48	177.51	87,045.01	-6,332.39
2019-02-27	BUY	219	394.5	380.14	174.83	-86,950.47	0
2019-04-01	SELL	219	409.2	394.31	183.98	89,036.51	2,086.04
2019-06-12	BUY	242	365	388.65	187.29	-88,905.94	0
2019-07-07	SELL	242	350.4	373.11	178.2	84,245.5	-4,660.45
2019-09-23	BUY	232	361	368.51	172.8	-84,293.31	0
2019-10-02	SELL	232	346.56	353.77	164.56	79,883.59	-4,409.72
2019-11-20	BUY	246	323.1	349.72	164.92	-79,997.24	0
2019-11-25	SELL	246	312	337.71	158.21	76,256.08	-3,741.16
2020-02-20	BUY	271	280	333.87	155.04	-76,368.91	0
2020-02-25	SELL	271	292	348.18	160.63	78,623.19	2,254.29
2020-07-21	BUY	317	245.9	342.98	161.95	-78,455.23	0
2020-08-09	SELL	317	255	355.67	164.42	80,314.9	1,859.68
2020-08-13	BUY	275	290	350.9	161.86	-80,262.76	0
2020-08-18	SELL	275	278.4	336.86	155.1	76,068.04	-4,194.72
2020-08-24	BUY	257	295	333.59	153.46	-76,302.05	0
2020-09-14	SELL	128	354	199.37	91.24	45,021.39	7,018.81
2020-09-16	SELL	129	342.29	194.28	88.93	43,871.62	5,572.15
2020-10-14	BUY	265	333	388.28	181.94	-88,815.22	0
2020-11-12	SELL	265	332.5	387.7	183.86	87,540.95	-1,274.27
2020-12-07	BUY	267	325.1	381.93	181.35	-87,364.98	0
2020-12-17	SELL	267	345.37	405.74	190.57	91,618.41	4,253.43
2020-12-29	BUY	258	353	400.73	187.33	-91,662.05	0
2021-01-06	SELL	258	374.42	425.04	197.77	95,977.54	4,315.49
2021-01-11	BUY	255	373.6	419.18	194.73	-95,881.91	0
2021-02-08	SELL	255	376.8	422.77	196.82	95,464.41	-417.49
2021-04-20	BUY	282	336.3	417.28	200.12	-95,454	0
2021-05-20	SELL	282	343	425.59	202.94	96,097.47	643.47
2021-05-30	BUY	274	348.4	420.03	199.39	-96,081.02	0
2021-06-27	SELL	274	344	414.73	197.11	93,644.16	-2,436.86
2021-06-30	BUY	269	346.9	410.59	195.51	-93,922.2	0
2021-08-03	SELL	269	366.7	434.03	204.02	98,004.25	4,082.05
2021-08-25	BUY	263	369.9	428.05	199.94	-97,911.69	0
2021-09-23	SELL	263	383.9	444.25	207.4	100,314.05	2,402.36
2021-12-06	BUY	275	362.8	438.99	218.05	-100,427.04	0
2021-12-20	SELL	275	348.29	421.43	208.58	95,149.19	-5,277.84
2022-01-13	BUY	264	357.1	414.81	200.95	-94,890.15	0
2022-02-10	SELL	264	357	414.69	205.2	93,628.11	-1,262.04
2022-02-15	BUY	260	358	409.55	203.49	-93,693.04	0
2022-02-27	SELL	260	345	394.68	191.73	89,113.59	-4,579.45
2022-08-03	BUY	294	301.2	389.63	183.07	-89,125.5	0
2022-08-14	SELL	294	288	372.56	175.78	84,123.66	-5,001.84
2024-06-27	BUY	354	236.2	367.91	181.63	-84,164.34	0
2024-07-24	SELL	354	248.2	386.6	186.38	87,289.82	3,125.48
2024-07-29	BUY	338	257	382.21	183.67	-87,431.88	0
2024-08-11	SELL	169	345.6	256.99	120.67	58,028.74	14,312.81
2024-08-15	SELL	169	381	283.31	129.62	63,976.07	20,260.13
2024-08-18	BUY	153	374.9	252.38	115.29	-57,727.38	0
2024-08-21	SELL	153	344.3	231.78	105.73	52,340.39	-5,386.98
2024-09-25	BUY	333	347.1	508.57	234.02	-116,326.89	0
2024-10-06	SELL	333	333.22	488.23	224.56	110,248.14	-6,078.75

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