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: -0.9%. 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

#201 · MACD

Full-history NAV৳85,222

Net return -14.8% · drawdown 43.3% · 117 closed positions

2024 onward NAV৳67,462

Net return -32.5% · drawdown 35.3% · 18 closed positions

2024 stress NAV৳51,911

Net return -48.1% · drawdown 49.9% · 15 closed positions

Variant 1; fixed stop 10.0%; 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৳85,222

Unsettled৳0

Holdings৳0

NAV৳85,222

Realized P&L৳-14,778

Unrealized P&L৳0

Fees৳99,594

Friction৳47,148

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳5.82e-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 #201

242 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
2011-08-01	SELL	388	181.6	310.03	141.58	70,009.2	-10,275.2
2011-10-27	BUY	428	162.8	306.58	141.71	-70,126.7	0
2011-11-01	SELL	428	164.5	309.79	142.93	69,953.28	-173.42
2011-11-13	BUY	437	159.2	306.11	141.17	-70,017.68	0
2011-11-16	SELL	437	161.7	310.92	143.39	70,208.6	190.92
2011-11-21	BUY	424	164.3	306.52	141.13	-70,110.85	0
2011-11-24	SELL	424	166.3	310.25	142.53	70,058.42	-52.43
2011-12-26	BUY	433	160.8	306.36	142.38	-70,075.14	0
2011-12-29	SELL	433	163.5	311.5	145.21	70,338.79	263.66
2012-01-03	BUY	401	174.1	307.18	142.46	-70,263.74	0
2012-01-12	SELL	401	174.7	308.24	141.81	69,604.65	-659.09
2012-03-04	BUY	443	156.2	304.47	139.97	-69,641.04	0
2012-03-07	SELL	443	151.4	295.11	135.69	66,639.4	-3,001.64
2012-03-20	BUY	383	172.8	291.2	134.15	-66,607.75	0
2012-04-02	SELL	191	198.72	167	76.3	37,712.22	4,495.3
2012-04-03	SELL	192	189	159.67	72.92	36,055.41	2,664.58
2012-04-05	BUY	197	190.8	165.39	75.52	-37,828.51	0
2012-04-15	SELL	98	219.42	94.61	43.08	21,365.46	2,547.22
2012-04-16	SELL	99	212.1	92.39	42.07	20,863.44	1,853.18
2012-04-17	BUY	169	211.3	157.12	71.61	-35,938.44	0
2012-05-31	SELL	169	206.4	153.48	70.22	34,657.9	-1,280.53
2012-06-04	BUY	206	203.6	184.54	84.6	-42,210.75	0
2012-07-17	SELL	206	194.4	176.2	80.88	39,789.31	-2,421.43
2012-07-22	BUY	371	199.4	325.5	150.48	-74,453.38	0
2012-07-25	SELL	371	205.5	335.46	154.9	75,750.14	1,296.76
2012-07-30	BUY	368	204.8	331.61	153.24	-75,851.25	0
2012-08-07	SELL	368	189.8	307.32	141.6	69,397.47	-6,453.78
2012-11-01	BUY	396	174.2	303.53	141.96	-69,428.69	0
2012-11-06	SELL	396	168.4	293.42	137.4	66,255.58	-3,173.11
2012-11-19	BUY	382	172.1	289.27	134.88	-66,166.34	0
2012-11-22	SELL	382	169.1	284.22	132.31	64,179.66	-1,986.68
2012-12-03	BUY	380	168.1	281.06	131.44	-64,290.51	0
2012-12-06	SELL	380	167.6	280.23	131.07	63,276.7	-1,013.81
2012-12-24	BUY	366	171.5	276.18	131.02	-63,176.21	0
2012-12-30	SELL	366	175	281.82	133.06	63,635.12	458.91
2013-01-03	BUY	369	171.6	278.61	131.65	-63,730.66	0
2013-01-08	SELL	369	171.4	278.29	131.52	62,836.8	-893.86
2013-02-05	BUY	357	174.9	274.73	130.36	-62,844.39	0
2013-02-10	SELL	357	168.3	264.37	124.11	59,694.63	-3,149.77
2013-05-15	BUY	383	154.7	260.7	127.23	-59,638.03	0
2013-05-20	SELL	383	166.2	280.08	135.5	63,239.02	3,600.99
2013-05-26	BUY	384	163.7	276.59	131.89	-63,269.28	0
2013-06-06	SELL	192	188.25	159.04	73.42	35,912.5	4,277.86
2013-06-09	SELL	192	176.5	149.11	68.6	33,670.29	2,035.65
2013-06-12	BUY	388	178.1	304.05	141.15	-69,548	0
2013-06-27	SELL	388	184	314.12	145.11	70,932.77	1,384.76
2013-07-14	BUY	333	211.5	309.89	142.13	-70,881.52	0
2013-07-17	SELL	333	232.5	340.66	155.91	76,925.93	6,044.41
2013-08-21	BUY	390	196.1	336.51	154.26	-76,969.77	0
2013-08-26	SELL	390	210.5	361.22	166.09	81,567.69	4,597.92
2013-09-02	BUY	377	214.7	356.14	163.39	-81,461.44	0
2013-09-15	SELL	377	193.23	320.53	146.61	72,380.57	-9,080.86
2013-10-29	BUY	385	187.2	317.12	149.74	-72,538.85	0
2013-11-10	SELL	385	196.8	333.38	156.17	75,278.46	2,739.6
2013-11-13	BUY	384	194.6	328.8	153.49	-75,208.69	0
2013-11-24	SELL	384	206.6	349.07	161.27	78,824.06	3,615.37
2013-12-10	BUY	383	204.6	344.79	159.07	-78,865.66	0
2014-01-28	SELL	383	210.9	355.41	165.1	80,254.19	1,388.53
2014-02-26	BUY	379	210.4	350.86	162.11	-80,254.58	0
2014-04-07	SELL	189	241.96	201.21	92.31	45,436.91	5,415.5
2014-04-09	SELL	190	245.3	205.07	93.85	46,308.65	6,075.48
2014-04-16	BUY	356	255.8	400.69	183.91	-91,649.39	0
2014-05-11	SELL	356	268.27	420.22	192.42	94,891.48	3,242.09
2014-06-01	BUY	342	275.4	414.42	190.96	-94,792.19	0
2014-06-17	SELL	342	301.08	453.07	208.34	102,307.96	7,515.77
2014-06-22	BUY	343	296.5	447.48	205.62	-102,352.6	0
2014-08-11	SELL	343	340	513.13	236.1	115,870.77	13,518.17
2014-08-14	BUY	335	344.2	507.35	233.02	-116,047.37	0
2014-09-25	SELL	167	398.6	292.89	134.04	66,139.27	8,288.78
2014-09-28	SELL	168	397.5	293.83	134.44	66,351.73	8,154.84
2014-09-30	BUY	172	381.9	289.02	132.21	-66,108.03	0
2014-11-09	SELL	172	343.71	260.12	118.97	58,739.03	-7,369
2014-12-04	BUY	352	352.6	546.11	254.78	-124,916.08	0
2015-01-21	SELL	352	350.4	542.7	257.94	122,540.16	-2,375.92
2015-02-12	BUY	346	352.5	536.65	253.49	-122,755.14	0
2015-03-30	SELL	346	358.7	546.08	255.17	123,308.95	553.81
2015-04-02	BUY	347	353	538.96	250.42	-123,280.38	0
2015-04-26	SELL	347	324.1	494.84	229.23	111,738.63	-11,541.75
2015-06-14	BUY	331	335	487.89	225.74	-111,598.63	0
2015-06-22	SELL	331	328.9	479.01	221.4	108,165.49	-3,433.14
2015-07-02	BUY	326	330.1	473.5	219.45	-108,305.55	0
2015-07-08	SELL	326	328	470.48	218.06	106,239.46	-2,066.09
2015-07-13	BUY	304	346.9	464.01	214.85	-106,136.46	0
2015-08-03	SELL	304	328.5	439.4	202.43	99,222.16	-6,914.29
2015-12-01	BUY	368	267.9	433.78	209.33	-99,230.31	0
2015-12-06	SELL	368	272	440.42	211.75	99,443.82	213.51
2016-01-18	BUY	381	259.5	435.03	214.29	-99,518.81	0