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: -2.3%. 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

#218 · MACD

Full-history NAV৳67,828

Net return -32.2% · drawdown 50.3% · 132 closed positions

2024 onward NAV৳67,859

Net return -32.1% · drawdown 34.9% · 20 closed positions

2024 stress NAV৳86,302

Net return -13.7% · drawdown 33.7% · 16 closed positions

Variant 0; fixed stop 8.0%; maximum 30 sessions; gate EMA 50; continuous signal; exit EMA 200 break; trailing arms at 5.0%, distance 2.0%; partial sale at 15.0% (0 = off).

Account reconciliation

Cash৳67,828

Unsettled৳0

Holdings৳0

NAV৳67,828

Realized P&L৳-32,172

Unrealized P&L৳0

Fees৳87,628

Friction৳41,031

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 #218

266 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
2011-02-02	BUY	390	228.3	391.76	179.56	-89,608.32	0
2011-02-07	SELL	390	209.7	359.85	164.75	81,258.41	-8,349.91
2011-07-04	BUY	499	162.1	355.91	164.83	-81,408.63	0
2011-07-07	SELL	499	167.9	368.64	170.5	83,242.96	1,834.33
2011-07-12	BUY	475	174	363.66	167.62	-83,181.28	0
2011-07-17	SELL	475	177.1	370.14	170.3	83,582.06	400.78
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
2011-11-30	BUY	441	164.2	318.61	146.51	-72,877.32	0
2011-12-05	SELL	441	157.7	306	140.84	69,098.85	-3,778.47
2011-12-26	BUY	427	160.8	302.11	140.36	-69,104.07	0
2011-12-29	SELL	427	163.5	307.18	143.14	69,364.17	260.1
2012-01-03	BUY	396	174.1	303.35	140.65	-69,387.6	0
2012-01-12	SELL	396	174.7	304.4	140.02	68,736.78	-650.82
2012-01-18	BUY	417	163.6	300.17	137.94	-68,659.32	0
2012-01-23	SELL	417	161	295.4	135.66	66,705.93	-1,953.38
2012-03-04	BUY	425	156.2	292.09	134.22	-66,811.32	0
2012-03-07	SELL	425	151.4	283.12	130.12	63,931.76	-2,879.55
2012-03-20	BUY	367	172.8	279.04	128.47	-63,825.11	0
2012-03-27	SELL	367	182.87	295.3	135.84	66,681.42	2,856.31
2012-04-01	BUY	338	196	291.49	133.74	-66,673.23	0
2012-04-16	SELL	338	212.1	315.44	144.2	71,230.17	4,556.94
2012-04-19	BUY	331	214	311.67	142.37	-71,288.04	0
2012-04-25	SELL	331	221.2	322.16	147.13	72,747.92	1,459.87
2012-06-10	BUY	353	204.4	317.47	146.88	-72,617.56	0
2012-07-11	SELL	353	188.05	292.08	135.1	65,953.77	-6,663.79
2012-07-23	BUY	322	203.5	288.32	132.92	-65,948.24	0
2012-08-07	SELL	322	189.8	268.91	123.69	60,723	-5,225.24
2012-11-01	BUY	347	174.2	265.97	123.96	-60,837.33	0
2012-11-06	SELL	347	168.4	257.11	119.96	58,057.72	-2,779.61
2012-11-19	BUY	335	172.1	253.68	117.92	-58,025.09	0
2012-11-22	SELL	335	169.1	249.25	115.7	56,283.55	-1,741.54
2012-12-03	BUY	333	168.1	246.3	114.79	-56,338.39	0
2012-12-06	SELL	333	167.6	245.57	114.46	55,450.77	-887.62
2012-12-24	BUY	321	171.5	242.23	114.32	-55,408.05	0
2012-12-30	SELL	321	175	247.17	116.17	55,811.66	403.62
2013-01-03	BUY	323	171.6	243.88	114.69	-55,785.37	0
2013-01-08	SELL	323	171.4	243.59	114.57	55,004.03	-781.33
2013-02-05	BUY	313	174.9	240.87	113.7	-55,098.27	0
2013-02-10	SELL	313	168.3	231.78	108.38	52,337.73	-2,760.54
2013-05-15	BUY	336	154.7	228.71	110.68	-52,318.59	0
2013-05-20	SELL	336	166.2	245.71	117.99	55,479.5	3,160.92
2013-05-26	BUY	337	163.7	242.73	115.09	-55,524.72	0
2013-06-04	SELL	337	175.62	260.4	121.93	58,800.26	3,275.54
2013-06-09	BUY	331	176.5	257.05	119.29	-58,797.85	0
2013-06-12	SELL	331	178.1	259.38	120.05	58,571.67	-226.18
2013-06-27	BUY	316	184	255.83	117.83	-58,517.66	0
2013-07-03	SELL	316	180.6	251.11	115.52	56,702.98	-1,814.69
2013-07-14	BUY	266	211.5	247.54	113.33	-56,619.87	0
2013-07-17	SELL	266	232.5	272.12	124.37	61,448.51	4,828.64
2013-07-22	BUY	338	180.9	269.03	122.82	-61,536.06	0
2013-07-31	SELL	338	184.2	273.94	125.07	61,860.59	324.53
2013-08-21	BUY	313	196.1	270.07	123.6	-61,772.97	0
2013-08-26	SELL	313	210.5	289.9	133	65,463.6	3,690.64
2013-09-02	BUY	303	214.7	286.24	131.08	-65,471.42	0
2013-09-12	SELL	303	196.3	261.71	119.58	59,097.62	-6,373.81
2013-10-29	BUY	314	187.2	258.64	121.28	-59,160.72	0
2013-11-05	SELL	314	194.6	268.86	125.86	60,709.68	1,548.97
2013-11-10	BUY	306	196.8	264.97	123.37	-60,609.14	0
2013-11-21	SELL	306	209.9	282.61	130.31	63,816.48	3,207.34
2013-11-26	BUY	317	200	278.96	128.35	-63,807.31	0
2014-01-13	SELL	317	205.9	287.19	133.61	64,849.5	1,042.2
2014-01-19	BUY	310	208.3	284.12	132.03	-64,989.15	0
2014-03-02	SELL	310	219.4	299.26	137.85	67,576.89	2,587.75
2014-03-05	BUY	314	213.7	295.25	135.75	-67,532.8	0
2014-04-08	SELL	157	247	170.63	78.07	38,530.3	4,763.9
2014-04-09	SELL	157	247.9	171.25	78.28	38,670.77	4,904.37
2014-04-16	BUY	300	255.8	337.66	154.74	-77,232.4	0
2014-04-21	SELL	300	252.7	333.56	152.74	75,323.7	-1,908.7
2014-04-27	BUY	281	265.8	328.64	150.23	-75,168.67	0
2014-06-03	SELL	281	280.67	347.02	159.39	78,362.42	3,193.75
2014-06-08	BUY	274	284	342.39	157.29	-78,315.68	0
2014-06-17	SELL	274	303.7	366.14	167.99	82,679.67	4,363.99
2014-06-22	BUY	277	296.5	361.37	165.71	-82,657.58	0
2014-08-07	SELL	277	323.9	394.77	181.33	89,144.2	6,486.61
2014-08-12	BUY	268	330.9	390.2	178.9	-89,250.3	0
2014-08-18	SELL	268	335.8	395.98	181.38	89,417.05	166.75
2014-08-21	BUY	269	330.3	390.94	178.94	-89,420.58	0
2014-09-16	SELL	269	343.88	407.02	186.95	91,910.29	2,489.71
2014-09-23	BUY	240	380.7	402.02	184.47	-91,954.49	0
2014-09-29	SELL	240	392.2	414.16	189.93	93,523.9	1,569.42
2014-10-02	BUY	244	380.2	408.18	186.99	-93,363.98	0
2014-11-09	SELL	244	344.9	370.28	169.79	83,615.52	-9,748.46
2014-12-04	BUY	236	352.6	366.14	169.37	-83,749.11	0
2015-01-21	SELL	236	350.4	363.86	170.45	82,160.09	-1,589.02
2015-02-12	BUY	232	352.5	359.83	167.86	-82,307.69	0
2015-03-30	SELL	232	358.7	366.16	169.56	82,682.68	374.99
2015-04-02	BUY	232	353	360.34	166.22	-82,422.56	0
2015-04-23	SELL	232	324.76	331.52	152.62	74,860.18	-7,562.38
2015-06-14	BUY	222	335	327.23	150.52	-74,847.75	0