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 2.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2016-01-21	SELL	381	269.8	452.29	218.54	102,122.97	2,604.16
2016-01-26	BUY	380	266.5	445.59	214.12	-101,929.71	0
2016-01-31	SELL	380	262.5	438.9	210.31	99,100.79	-2,828.92
2016-04-24	BUY	397	248.6	434.25	217.2	-99,345.65	0
2016-04-27	SELL	397	251	438.45	216.31	98,992.24	-353.41
2016-05-03	BUY	398	247	432.55	213.6	-98,952.15	0
2016-05-08	SELL	398	247	432.55	212.31	97,661.14	-1,291
2016-05-11	BUY	385	252.1	427.06	207.69	-97,693.25	0
2016-05-16	SELL	385	252	426.89	207.34	96,385.77	-1,307.48
2016-05-24	BUY	373	256.7	421.3	204.76	-96,375.15	0
2016-05-29	SELL	373	255.2	418.83	204.38	94,566.39	-1,808.76
2016-06-30	BUY	373	251.7	413.09	202.84	-94,500.03	0
2016-07-12	SELL	373	255.8	419.82	205.74	94,787.84	287.81
2016-07-16	BUY	366	257	413.87	202.88	-94,678.75	0
2016-07-19	SELL	366	259.4	417.74	203.09	94,319.58	-359.18
2016-07-24	BUY	357	263	413.12	198.03	-94,502.15	0
2016-07-28	SELL	357	275.99	433.53	203.28	97,891.63	3,389.48
2016-08-02	BUY	353	275.5	427.91	200.29	-97,879.7	0
2016-09-20	SELL	353	262	406.94	199.87	91,879.19	-6,000.5
2016-09-25	BUY	341	267.1	400.76	197.53	-91,679.39	0
2016-11-08	SELL	341	279.1	418.76	199.41	94,554.93	2,875.54
2016-11-20	BUY	333	282.5	413.92	195.33	-94,681.75	0
2017-01-03	SELL	333	284	416.12	197.58	93,958.31	-723.44
2017-01-08	BUY	324	288	410.57	193.7	-93,916.27	0
2017-02-19	SELL	324	320	456.19	212.8	103,011.01	9,094.74
2017-03-09	BUY	323	316.9	450.38	210.98	-103,020.05	0
2017-04-12	SELL	323	340.55	483.99	227.33	109,285.85	6,265.79
2017-05-28	BUY	213	334	313.02	149.32	-71,604.34	0
2017-07-12	SELL	213	348.5	326.61	151.03	73,752.85	2,148.51
2017-07-16	BUY	102	365.1	163.86	74.97	-37,479.02	0
2017-08-29	SELL	102	388.9	174.54	80.02	39,413.24	1,934.22
2017-09-07	BUY	284	396.9	495.97	232.38	-113,447.95	0
2017-09-12	SELL	284	420	524.83	244.78	118,510.38	5,062.44
2017-09-17	BUY	281	418	516.82	240.58	-118,215.39	0
2017-10-30	SELL	281	442	546.49	255.63	123,399.88	5,184.49
2017-11-09	BUY	269	457	540.91	252.69	-123,726.59	0
2017-11-15	SELL	269	489.16	578.97	268.92	130,735.75	7,009.16
2017-11-20	BUY	265	489.5	570.76	264.36	-130,552.61	0
2018-01-03	SELL	265	481	560.85	262.22	126,641.93	-3,910.68
2018-01-08	BUY	263	478.4	553.6	259.52	-126,632.32	0
2018-02-22	SELL	263	494.9	572.7	265.26	129,320.74	2,688.42
2018-03-07	BUY	263	487.9	564.6	264.62	-129,146.92	0
2018-04-19	SELL	263	493	570.5	269.99	128,818.51	-328.41
2018-10-25	BUY	336	381	563.27	269.43	-128,848.7	0
2018-10-30	SELL	336	383	566.23	270	127,851.77	-996.93
2018-11-04	BUY	333	382	559.71	267.21	-128,032.92	0
2018-11-07	SELL	333	375	549.45	264.13	124,061.42	-3,971.5
2019-01-01	BUY	333	370	542.12	265.84	-124,017.96	0
2019-01-06	SELL	333	367.7	538.75	263.95	121,641.4	-2,376.56
2019-01-09	BUY	316	382	531.13	255.32	-121,498.45	0
2019-01-14	SELL	316	391	543.65	258.63	122,753.72	1,255.27
2019-01-17	BUY	320	382	537.86	254.76	-123,032.61	0
2019-01-22	SELL	320	384	540.67	255.72	122,083.61	-949
2019-01-27	BUY	305	397	532.77	250.45	-121,868.22	0
2019-02-13	SELL	305	388	520.7	241.17	117,578.14	-4,290.08
2019-02-27	BUY	296	394.5	513.8	237.27	-117,523.06	0
2019-03-05	SELL	296	394	513.15	237.91	115,872.95	-1,650.11
2019-03-13	BUY	294	391.7	506.7	236.24	-115,902.75	0
2019-03-19	SELL	294	389	503.21	235.34	113,627.45	-2,275.3
2019-03-24	BUY	284	398	497.34	232.92	-113,762.26	0
2019-04-07	SELL	284	385	481.1	224.19	108,634.71	-5,127.55
2019-06-12	BUY	296	365	475.38	231.98	-108,747.36	0
2019-06-17	SELL	296	358.1	466.39	226.51	105,304.7	-3,442.66
2019-06-27	BUY	288	363.5	460.63	222.81	-105,371.44	0
2019-07-03	SELL	288	364.9	462.4	222.83	104,405.97	-965.47
2019-09-23	BUY	287	361	455.87	215.32	-104,278.19	0
2019-09-26	SELL	287	360	454.61	213.22	102,652.18	-1,626.02
2019-10-01	BUY	289	352.4	448.11	209.61	-102,501.32	0
2019-10-06	SELL	279	347	425.98	199.29	96,187.73	-2,766.83
2019-10-07	SELL	10	345.1	15.18	6.91	3,428.91	-117.85
2019-11-20	BUY	307	323.1	436.44	207.65	-99,835.79	0
2019-11-25	SELL	307	312	421.45	198.9	95,163.65	-4,672.14
2020-02-20	BUY	337	280	415.18	193.78	-94,968.97	0
2020-02-25	SELL	337	292	432.98	200.46	97,770.56	2,801.59
2020-07-21	BUY	396	245.9	428.46	204.19	-98,009.04	0
2020-07-26	SELL	396	251	437.34	206.2	98,752.46	743.42
2020-07-29	BUY	384	255	430.85	201.53	-98,552.37	0
2020-08-04	SELL	384	264.8	447.41	208.51	101,027.28	2,474.91
2020-08-09	BUY	394	255	442.07	205.19	-101,117.26	0
2020-08-13	SELL	394	290	502.74	233.37	113,523.89	12,406.63
2020-08-18	BUY	392	288	496.74	230.09	-113,622.83	0
2020-09-08	SELL	196	331.2	285.63	131	64,498.57	7,687.16
2020-09-16	SELL	196	342.29	295.19	135.6	66,657.17	9,845.76
2020-10-14	BUY	391	333	572.89	272.27	-131,048.16	0
2020-11-26	SELL	391	319	548.81	266.99	123,913.2	-7,134.96
2020-12-07	BUY	379	325.1	542.14	262.04	-124,017.08	0
2020-12-17	SELL	379	345.37	575.94	274.16	130,046.45	6,029.37
2020-12-29	BUY	366	353	568.47	268.82	-130,035.29	0
2021-01-06	SELL	366	374.42	602.97	283.28	136,151.47	6,116.19
2021-01-11	BUY	362	373.6	595.07	278.94	-136,117.21	0
2021-02-23	SELL	362	349	555.89	261.6	125,520.51	-10,596.7
2021-04-20	BUY	371	336.3	548.98	267.61	-125,583.89	0
2021-06-06	SELL	371	351.9	574.44	275.22	129,705.24	4,121.35
2021-06-13	BUY	367	351	566.79	272.84	-129,656.64	0
2021-08-03	SELL	367	372	600.71	285.95	135,637.34	5,980.71
2021-08-25	BUY	364	369.9	592.43	279.58	-135,515.61	0
2021-10-07	SELL	364	376.8	603.48	284.58	136,267.13	751.53
2021-12-06	BUY	373	362.8	595.43	304.7	-136,224.53	0
2021-12-15	SELL	373	357.3	586.4	300.61	132,385.89	-3,838.64
2022-01-13	BUY	368	357.1	578.22	286.91	-132,277.93	0

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