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: -0.7%. 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

#196 · MACD

Full-history NAV৳88,537

Net return -11.5% · drawdown 44.9% · 116 closed positions

2024 onward NAV৳77,216

Net return -22.8% · drawdown 26.0% · 17 closed positions

2024 stress NAV৳62,803

Net return -37.2% · drawdown 39.3% · 15 closed positions

Variant 1; fixed stop 18.0%; maximum 30 sessions; gate EMA 50; continuous signal; exit EMA 200 break; trailing arms at 8.0%, distance 3.5%; partial sale at 15.0% (0 = off).

Account reconciliation

Cash৳88,537

Unsettled৳0

Holdings৳0

NAV৳88,537

Realized P&L৳-11,463

Unrealized P&L৳0

Fees৳92,272

Friction৳43,580

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳1.46e-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 #196

239 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
2011-01-04	SELL	382	236.5	397.51	181.75	89,763.74	-4,733.95
2011-01-13	BUY	379	234.8	391.55	178.9	-89,559.65	0
2011-01-18	SELL	379	228.7	381.38	174.28	86,121.64	-3,438.01
2011-02-02	BUY	375	228.3	376.7	172.6	-86,161.79	0
2011-02-07	SELL	375	209.7	346.01	158.37	78,133.13	-8,028.66
2011-07-04	BUY	480	162.1	342.36	158.44	-78,308.79	0
2011-07-07	SELL	480	167.9	354.6	163.9	80,073.49	1,764.7
2011-07-12	BUY	457	174	349.88	161.19	-80,029.07	0
2011-07-17	SELL	457	177.1	356.11	163.77	80,414.82	385.75
2011-07-25	BUY	388	205.6	351	160.59	-80,284.39	0
2011-08-02	SELL	388	176.7	301.66	137.75	68,120.19	-12,164.2
2011-10-27	BUY	416	162.8	297.99	137.68	-68,160.47	0
2011-11-01	SELL	416	164.5	301.1	138.87	67,992.03	-168.43
2011-11-13	BUY	425	159.2	297.7	137.24	-68,094.94	0
2011-11-16	SELL	425	161.7	302.38	139.39	68,280.73	185.79
2011-11-21	BUY	413	164.3	298.57	137.43	-68,291.89	0
2011-11-24	SELL	413	166.3	302.2	138.8	68,240.9	-50.99
2011-12-26	BUY	421	160.8	297.87	138.35	-68,133.01	0
2011-12-29	SELL	421	163.5	302.87	141.08	68,389.55	256.53
2012-01-03	BUY	391	174.1	299.52	138.84	-68,511.46	0
2012-01-12	SELL	391	174.7	300.55	138.23	67,868.91	-642.54
2012-03-04	BUY	431	156.2	296.22	136.14	-67,754.56	0
2012-03-07	SELL	431	151.4	287.11	131.98	64,834.31	-2,920.25
2012-03-20	BUY	373	172.8	283.6	130.6	-64,868.6	0
2012-04-02	SELL	186	198.72	162.63	74.29	36,725	4,377.65
2012-04-03	SELL	187	189	155.51	71.01	35,116.48	2,595.22
2012-04-05	BUY	191	190.8	160.35	73.21	-36,676.36	0
2012-04-15	SELL	95	219.42	91.72	41.76	20,711.42	2,469.25
2012-04-16	SELL	96	212.1	89.59	40.79	20,231.22	1,797.03
2012-04-17	BUY	165	211.3	153.4	69.91	-35,087.82	0
2012-05-31	SELL	165	206.4	149.85	68.54	33,837.61	-1,250.21
2012-06-04	BUY	200	203.6	179.17	82.12	-40,981.29	0
2012-07-17	SELL	200	194.4	171.07	78.5	38,630.42	-2,350.86
2012-07-22	BUY	361	199.4	316.73	146.36	-72,446.49	0
2012-07-25	SELL	361	205.5	326.42	150.67	73,708.42	1,261.93
2012-07-30	BUY	358	204.8	322.6	149.01	-73,790.01	0
2012-08-07	SELL	358	189.8	298.97	137.7	67,511.72	-6,278.29
2012-11-01	BUY	385	174.2	295.09	137.91	-67,500	0
2012-11-06	SELL	385	168.4	285.27	133.48	64,415.25	-3,084.75
2012-11-19	BUY	372	172.1	281.69	131.26	-64,434.15	0
2012-11-22	SELL	372	169.1	276.78	128.77	62,499.65	-1,934.51
2012-12-03	BUY	369	168.1	272.93	127.54	-62,429.36	0
2012-12-06	SELL	369	167.6	272.12	127.18	61,445.11	-984.25
2012-12-24	BUY	356	171.5	268.64	127.3	-61,449.93	0
2012-12-30	SELL	356	175	274.12	129.29	61,896.59	446.65
2013-01-03	BUY	359	171.6	271.06	127.95	-62,003.41	0
2013-01-08	SELL	359	171.4	270.74	127.82	61,134.04	-869.37
2013-02-05	BUY	347	174.9	267.04	126.56	-61,083.9	0
2013-02-10	SELL	347	168.3	256.96	120.52	58,022.62	-3,061.28
2013-05-15	BUY	373	154.7	253.89	123.69	-58,080.68	0
2013-05-20	SELL	373	166.2	272.77	131.75	61,588.08	3,507.4
2013-05-26	BUY	373	163.7	268.66	127.94	-61,456.71	0
2013-06-06	SELL	186	188.25	154.07	71.09	34,790.27	4,144.3
2013-06-09	SELL	187	176.5	145.22	66.79	32,793.48	1,982.75
2013-06-12	BUY	377	178.1	295.43	137.07	-67,576.2	0
2013-06-27	SELL	377	184	305.22	140.93	68,921.85	1,345.65
2013-07-14	BUY	324	211.5	301.51	138.26	-68,965.77	0
2013-07-17	SELL	324	232.5	331.45	151.67	74,846.88	5,881.11
2013-08-21	BUY	379	196.1	327.02	149.87	-74,798.79	0
2013-08-26	SELL	379	210.5	351.03	161.35	79,267.12	4,468.33
2013-09-02	BUY	367	214.7	346.7	159.02	-79,300.62	0
2013-10-10	SELL	367	181.4	292.92	135.93	66,144.95	-13,155.67
2013-10-29	BUY	351	187.2	289.11	136.06	-66,132.37	0
2013-11-10	SELL	351	196.8	303.94	142	68,630.86	2,498.49
2013-11-13	BUY	351	194.6	300.54	139.98	-68,745.13	0
2013-11-24	SELL	351	206.6	319.07	147.21	72,050.32	3,305.2
2013-12-10	BUY	350	204.6	315.08	145.18	-72,070.26	0
2014-01-28	SELL	350	210.9	324.79	150.59	73,339.62	1,269.36
2014-02-26	BUY	346	210.4	320.31	147.79	-73,266.5	0
2014-04-07	SELL	173	241.96	184.18	84.43	41,590.47	4,957.22
2014-04-09	SELL	173	245.3	186.72	85.4	42,165.29	5,532.04
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	313	275.4	379.28	174.57	-86,754.05	0
2014-06-17	SELL	313	301.08	414.65	190.48	93,632.91	6,878.86
2014-06-22	BUY	313	296.5	408.34	187.46	-93,400.3	0
2014-08-11	SELL	313	340	468.25	215.22	105,736.53	12,336.23
2014-08-14	BUY	306	344.2	463.43	212.66	-106,001.29	0
2014-09-25	SELL	153	398.6	268.34	122.74	60,594.73	7,594.08
2014-09-28	SELL	153	397.5	267.6	122.36	60,427.54	7,426.89
2014-09-30	BUY	157	381.9	263.82	120.61	-60,342.73	0
2014-11-19	SELL	157	339	234.18	107.26	52,881.56	-7,461.17
2014-12-04	BUY	320	352.6	496.46	231.07	-113,559.53	0
2015-01-21	SELL	320	350.4	493.36	233.56	111,401.08	-2,158.46
2015-02-12	BUY	314	352.5	487.01	229.25	-111,401.26	0
2015-03-30	SELL	314	358.7	495.58	230.98	111,905.24	503.97
2015-04-02	BUY	315	353	489.26	226.87	-111,911.13	0
2015-04-26	SELL	315	324.1	449.2	207.73	101,434.56	-10,476.56
2015-06-14	BUY	300	335	442.2	204.26	-101,146.46	0
2015-06-22	SELL	300	328.9	434.15	200.35	98,035.5	-3,110.96
2015-07-02	BUY	295	330.1	428.47	198.22	-98,006.19	0
2015-07-08	SELL	295	328	425.74	196.96	96,137.29	-1,868.9
2015-07-13	BUY	276	346.9	421.28	194.73	-96,360.4	0
2015-08-03	SELL	276	328.5	398.93	183.56	90,083.51	-6,276.9
2015-12-01	BUY	334	267.9	393.71	188.97	-90,061.28	0
2015-12-06	SELL	334	272	399.73	191.22	90,257.05	195.77
2016-01-18	BUY	346	259.5	395.06	193.22	-90,375.28	0