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: -2.4%. 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

#219 · MACD

Full-history NAV৳66,481

Net return -33.5% · drawdown 51.9% · 93 closed positions

2024 onward NAV৳125,944

Net return 25.9% · drawdown 20.5% · 12 closed positions

2024 stress NAV৳149,510

Net return 49.5% · drawdown 12.6% · 10 closed positions

Variant 0; fixed stop 22.0%; maximum 20 sessions; gate EMA 50; continuous signal; exit stop/time only; trailing arms at 8.0%, distance 3.5%; partial sale at 0.0% (0 = off).

Account reconciliation

Cash৳66,481

Unsettled৳0

Holdings৳0

NAV৳66,481

Realized P&L৳-33,519

Unrealized P&L৳0

Fees৳57,230

Friction৳26,605

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 #219

186 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
2011-01-31	SELL	382	237.3	398.85	183.09	90,066.66	-4,431.04
2011-07-04	BUY	552	162.1	393.71	182.69	-90,055.6	0
2011-07-17	SELL	552	177.1	430.14	198.29	97,130.77	7,075.17
2011-07-25	BUY	469	205.6	424.28	194.38	-97,045.06	0
2011-08-24	SELL	469	177	365.26	167.33	82,480.41	-14,564.65
2011-10-27	BUY	504	162.8	361.03	167.37	-82,579.6	0
2011-11-24	SELL	504	166.3	368.79	169.76	83,276.65	697.05
2011-11-30	BUY	504	164.2	364.13	167.71	-83,288.64	0
2012-01-01	SELL	504	171.1	379.43	177.77	85,677.2	2,388.56
2012-01-04	BUY	480	177.3	374.46	174.11	-85,652.57	0
2012-02-02	SELL	480	154	325.25	149.64	73,445.11	-12,207.45
2012-03-04	BUY	467	156.2	320.96	147.64	-73,414	0
2012-04-02	SELL	467	192.8	396.17	182.24	89,459.19	16,045.19
2012-04-05	BUY	466	190.8	391.22	179.77	-89,483.79	0
2012-04-16	SELL	466	212.1	434.89	199.23	98,204.48	8,720.69
2012-04-19	BUY	456	214	429.37	196.51	-98,209.88	0
2012-05-21	SELL	456	208.1	417.53	191.65	94,284.42	-3,925.46
2012-06-10	BUY	458	204.4	411.91	191.57	-94,218.67	0
2012-07-09	SELL	458	197.9	398.81	185.89	90,053.51	-4,165.17
2012-07-23	BUY	440	203.5	393.98	182.57	-90,116.55	0
2012-09-02	SELL	440	178.4	345.38	159.17	77,991.45	-12,125.1
2012-11-01	BUY	445	174.2	341.08	160.08	-78,020.17	0
2012-12-02	SELL	445	170	332.86	156.48	75,160.66	-2,859.5
2012-12-24	BUY	435	171.5	328.25	156.95	-75,087.7	0
2013-01-23	SELL	435	168.1	321.74	154.81	72,646.95	-2,440.75
2013-02-05	BUY	413	174.9	317.83	151.8	-72,703.33	0
2013-03-06	SELL	413	145.3	264.04	123.16	59,621.7	-13,081.63
2013-05-15	BUY	383	154.7	260.7	127.23	-59,638.03	0
2013-05-26	SELL	383	163.7	275.87	131.53	62,289.7	2,651.67
2013-05-30	BUY	356	173.7	272.08	128.17	-62,237.46	0
2013-06-09	SELL	356	176.5	276.47	128.5	62,429.03	191.57
2013-06-12	BUY	348	178.1	272.71	126.33	-62,377.83	0
2013-06-27	SELL	348	184	281.74	129.93	63,620.32	1,242.49
2013-07-14	BUY	299	211.5	278.25	127.5	-63,644.25	0
2013-07-17	SELL	299	232.5	305.88	139.9	69,071.73	5,427.48
2013-07-22	BUY	379	180.9	301.67	137.8	-69,000.56	0
2013-08-21	SELL	379	195.7	326.35	149.57	73,695.14	4,694.57
2013-08-26	BUY	348	210.5	322.32	148.02	-73,724.34	0
2013-09-24	SELL	348	190.4	291.54	133.41	65,834.25	-7,890.09
2013-10-29	BUY	350	187.2	288.29	135.66	-65,943.95	0
2013-11-10	SELL	350	196.8	303.07	141.59	68,435.34	2,491.39
2013-11-13	BUY	349	194.6	298.83	139.17	-68,353.4	0
2013-11-24	SELL	349	206.6	317.25	146.35	71,639.79	3,286.39
2013-11-27	BUY	346	205.6	313.01	144.12	-71,594.72	0
2013-12-29	SELL	346	198.3	301.89	140.63	68,169.28	-3,425.44
2014-01-07	BUY	326	207.7	297.92	138.76	-68,146.89	0
2014-02-05	SELL	326	205.4	294.63	136.07	66,529.71	-1,617.18
2014-02-27	BUY	309	214	290.95	134.03	-66,550.98	0
2014-03-31	SELL	309	213.8	290.68	133.98	65,639.53	-911.45
2014-04-09	BUY	263	247.9	286.87	131.64	-65,616.21	0
2014-04-16	SELL	263	255.8	296.01	135.52	66,843.87	1,227.66
2014-04-21	BUY	263	252.7	292.42	133.78	-66,886.3	0
2014-04-27	SELL	263	265.8	307.58	140.56	69,457.26	2,570.95
2014-04-30	BUY	257	268.9	304.07	138.9	-69,550.27	0
2014-06-01	SELL	257	275.4	311.42	143.02	70,323.36	773.09
2014-06-05	BUY	244	285.9	306.94	140.78	-70,207.32	0
2014-06-17	SELL	244	301.08	323.24	148.15	72,992.13	2,784.81
2014-06-22	BUY	245	296.5	319.63	146.42	-73,108.54	0
2014-07-21	SELL	245	289.4	311.97	143.56	70,447.47	-2,661.07
2014-08-04	BUY	225	310.8	307.69	141.25	-70,378.94	0
2014-08-12	SELL	225	330.9	327.59	149.99	73,974.92	3,595.98
2014-08-18	BUY	219	335.8	323.58	148.01	-74,011.78	0
2014-09-15	SELL	219	344.2	331.67	152.06	74,896.07	884.28
2014-09-23	BUY	195	380.7	326.64	149.62	-74,712.76	0
2014-10-28	SELL	195	379.7	325.78	148.97	73,566.74	-1,146.01
2014-12-04	BUY	208	352.6	322.7	148.97	-73,812.47	0
2015-01-07	SELL	208	364	333.13	155.3	75,223.57	1,411.1
2015-01-12	BUY	210	355.9	328.85	153.47	-75,221.32	0
2015-02-09	SELL	210	340	314.16	146.23	70,939.61	-4,281.71
2015-02-12	BUY	199	352.5	308.65	143.46	-70,599.61	0
2015-03-12	SELL	199	326	285.45	132.41	64,456.14	-6,143.47
2015-03-18	BUY	189	340	282.74	130.89	-64,673.64	0
2015-04-19	SELL	189	342	284.41	130.7	64,222.89	-450.75
2015-06-14	BUY	190	335	280.06	128.61	-64,058.67	0
2015-07-13	SELL	190	346.9	290.01	133.36	65,487.63	1,428.97
2015-07-22	BUY	194	335.2	286.13	131.45	-65,446.38	0
2015-08-19	SELL	194	318.9	272.21	125.03	61,469.36	-3,977.02
2015-12-01	BUY	229	267.9	269.94	127.4	-61,746.44	0
2015-12-30	SELL	229	253	254.92	119.79	57,562.28	-4,184.16
2016-01-18	BUY	220	259.5	251.2	119.7	-57,460.89	0
2016-02-15	SELL	220	255	246.84	115.42	55,737.74	-1,723.16
2016-04-24	BUY	223	248.6	243.93	117.13	-55,798.85	0
2016-05-24	SELL	223	256.7	251.87	119.23	56,873	1,074.15
2016-07-12	BUY	221	255.8	248.74	118.3	-56,898.84	0
2016-07-28	SELL	221	275.99	268.37	124.37	60,601.05	3,702.21
2016-08-02	BUY	218	275.5	264.26	122.32	-60,445.58	0
2016-09-01	SELL	218	262.9	252.17	118.43	56,941.6	-3,503.99
2016-09-26	BUY	211	268.1	248.9	118.92	-56,936.92	0
2016-10-26	SELL	211	280	259.95	121.79	58,698.25	1,761.33
2016-10-31	BUY	212	275	256.52	120.05	-58,676.57	0
2016-11-28	SELL	212	286	266.78	123.75	60,241.47	1,564.9
2017-01-08	BUY	208	288	263.58	122.72	-60,290.3	0
2017-02-05	SELL	208	306.5	280.51	129.44	63,342.05	3,051.75
2017-02-08	BUY	207	304.6	277.43	128.06	-63,457.69	0
2017-03-09	SELL	207	316.9	288.63	133.77	65,175.9	1,718.21
2017-03-30	BUY	196	330	284.59	132.69	-65,097.28	0
2017-04-27	SELL	196	339.9	293.13	136.19	66,191.08	1,093.8