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: -2.5%. 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

#221 · Flow: Range flow

Full-history NAV৳65,022

Net return -35.0% · drawdown 48.9% · 147 closed positions

2024 onward NAV৳74,917

Net return -25.1% · drawdown 42.0% · 25 closed positions

2024 stress NAV৳64,084

Net return -35.9% · drawdown 38.1% · 18 closed positions

Variant 0; fixed stop 12.0%; maximum 45 sessions; gate EMA 50; continuous signal; exit EMA 200 break; trailing arms at 5.0%, distance 2.0%; partial sale at 0.0% (0 = off).

Account reconciliation

Cash৳65,022

Unsettled৳0

Holdings৳0

NAV৳65,022

Realized P&L৳-34,978

Unrealized P&L৳0

Fees৳97,593

Friction৳45,630

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 #221

294 fills, including partial sales. Page 1.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2010-12-23	BUY	376	263.8	436.43	199.91	-99,825.14	0
2010-12-28	SELL	376	251.9	416.74	190.64	94,107.02	-5,718.12
2011-01-04	BUY	396	236.5	412.08	188.45	-94,254.53	0
2011-01-09	SELL	396	232.2	404.59	185	91,361.61	-2,892.91
2011-01-13	BUY	386	234.8	398.78	182.22	-91,213.81	0
2011-01-18	SELL	386	228.7	388.42	177.51	87,712.26	-3,501.55
2011-02-02	BUY	382	228.3	383.73	175.85	-87,770.17	0
2011-02-07	SELL	382	209.7	352.46	161.34	79,591.59	-8,178.58
2011-07-05	BUY	485	163.2	348.27	161.07	-79,661.34	0
2011-07-10	SELL	485	175.2	373.88	172.76	84,425.36	4,764.02
2011-07-13	BUY	468	179.3	369.21	170.13	-84,451.75	0
2011-07-19	SELL	468	195	401.54	184.83	90,673.63	6,221.88
2011-07-25	BUY	438	205.6	396.23	181.44	-90,630.47	0
2011-08-01	SELL	438	180.93	348.68	159.32	78,738.46	-11,892.01
2011-08-07	BUY	450	174	344.52	157.41	-78,801.93	0
2011-08-10	SELL	450	184.7	365.71	167.18	82,582.11	3,780.18
2011-08-16	BUY	453	181.1	360.97	165.01	-82,564.28	0
2011-08-21	SELL	453	177.6	353.99	161.93	79,936.88	-2,627.4
2011-08-25	BUY	442	179.7	349.48	160.24	-79,937.12	0
2011-09-06	SELL	442	171.8	334.12	153.68	75,447.81	-4,489.32
2011-10-27	BUY	460	162.8	329.51	152.5	-75,370.01	0
2011-11-01	SELL	460	164.5	332.95	153.79	75,183.26	-186.74
2011-11-13	BUY	469	159.2	328.53	151.66	-75,144.99	0
2011-11-16	SELL	469	161.7	333.68	154.05	75,349.57	204.58
2011-11-24	BUY	451	166.3	330.01	151.71	-75,483.02	0
2011-11-29	SELL	451	160	317.5	145.91	71,696.59	-3,786.43
2011-12-04	BUY	445	160	313.28	144.17	-71,657.45	0
2011-12-08	SELL	445	155.4	304.27	140.16	68,708.57	-2,948.89
2011-12-26	BUY	424	160.8	299.99	139.36	-68,618.54	0
2011-12-29	SELL	424	163.5	305.03	142.11	68,876.86	258.32
2012-01-08	BUY	380	180.4	301.63	139.24	-68,992.87	0
2012-01-12	SELL	380	174.7	292.1	134.3	65,959.6	-3,033.27
2012-01-18	BUY	400	163.6	287.94	132.26	-65,860.2	0
2012-01-23	SELL	400	161	283.36	130.08	63,986.56	-1,873.64
2012-03-04	BUY	407	156.2	279.72	128.48	-63,981.6	0
2012-03-07	SELL	407	151.4	271.13	124.55	61,224.12	-2,757.48
2012-03-21	BUY	353	172.4	267.77	123.25	-61,248.22	0
2012-03-27	SELL	353	182.87	284.03	130.6	64,137.78	2,889.56
2012-04-01	BUY	325	196	280.28	128.55	-64,108.83	0
2012-04-16	SELL	325	212.1	303.3	138.62	68,490.57	4,381.74
2012-04-22	BUY	317	214.9	299.74	136.89	-68,559.94	0
2012-04-25	SELL	317	221.2	308.53	140.88	69,670.99	1,111.06
2012-04-30	BUY	322	214.7	304.19	138.89	-69,576.48	0
2012-07-05	SELL	322	201.8	285.91	132.23	64,561.46	-5,015.01
2012-07-22	BUY	322	199.4	282.51	130.32	-64,619.63	0
2012-07-25	SELL	322	205.5	291.15	134.17	65,745.68	1,126.05
2012-07-30	BUY	319	204.8	287.46	132.55	-65,751.2	0
2012-08-07	SELL	319	189.8	266.4	122.53	60,157.27	-5,593.93
2012-11-01	BUY	343	174.2	262.9	122.5	-60,136	0
2012-11-06	SELL	343	168.4	254.15	118.55	57,388.5	-2,747.5
2012-11-20	BUY	339	168.2	250.89	116.5	-57,387.19	0
2012-11-26	SELL	339	167	249.1	115.61	56,248.29	-1,138.9
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
2013-01-13	BUY	321	170	240.11	112.97	-54,923.08	0
2013-01-16	SELL	321	169.6	239.54	112.82	54,089.23	-833.85
2013-02-07	BUY	316	170.1	236.51	110.89	-54,099	0
2013-02-12	SELL	316	165.1	229.56	106.91	51,835.14	-2,263.86
2013-05-15	BUY	333	154.7	226.67	109.63	-51,851.4	0
2013-05-20	SELL	333	166.2	243.52	116.88	54,984.21	3,132.81
2013-05-26	BUY	334	163.7	240.57	114.02	-55,030.39	0
2013-06-04	SELL	334	175.62	258.09	120.81	58,276.85	3,246.45
2013-06-09	BUY	328	176.5	254.72	118.19	-58,264.91	0
2013-06-12	SELL	328	178.1	257.03	118.94	58,040.83	-224.09
2013-06-18	BUY	328	175.7	253.57	117.22	-58,000.39	0
2013-06-24	SELL	328	188.55	272.12	125.65	61,447.29	3,446.9
2013-06-30	BUY	342	178.9	269.21	124.03	-61,577.04	0
2013-07-07	SELL	342	186.1	280.05	128.96	63,237.88	1,660.84
2013-07-14	BUY	297	211.5	276.39	126.64	-63,218.53	0
2013-07-17	SELL	297	232.5	303.83	138.95	68,609.71	5,391.18
2013-07-22	BUY	377	180.9	300.08	137.06	-68,636.44	0
2013-07-31	SELL	377	184.2	305.55	139.58	68,998.27	361.83
2013-08-27	BUY	326	209.8	300.94	138.09	-68,833.82	0
2013-09-02	SELL	326	214.7	307.97	141.11	69,543.12	709.3
2013-09-05	BUY	326	212	304.09	139.18	-69,555.27	0
2013-09-23	SELL	326	186.5	267.52	122.29	60,409.19	-9,146.08
2013-10-29	BUY	321	187.2	264.4	124.07	-60,479.67	0
2013-11-05	SELL	321	194.6	274.85	128.75	62,063	1,583.33
2013-11-11	BUY	314	196.4	271.35	126.29	-62,067.24	0
2013-11-21	SELL	314	209.9	290	133.77	65,484.83	3,417.6
2013-11-26	BUY	325	200	286	131.62	-65,417.62	0
2014-01-13	SELL	325	205.9	294.44	137.06	66,486	1,068.38
2014-01-19	BUY	317	208.3	290.54	135.07	-66,456.71	0
2014-03-04	SELL	317	214.2	298.77	137.41	67,465.22	1,008.51
2014-03-11	BUY	315	212.8	294.94	135.65	-67,462.59	0
2014-04-09	SELL	315	247.9	343.59	157.96	77,586.95	10,124.36
2014-04-17	BUY	303	254.6	339.43	155.49	-77,638.73	0
2014-04-27	SELL	303	265.8	354.36	162.07	80,020.97	2,382.24
2014-05-04	BUY	302	262.9	349.34	159.68	-79,904.82	0
2014-05-11	SELL	302	269.5	358.11	163.8	80,867.09	962.27
2014-05-15	BUY	304	264.5	353.8	161.91	-80,923.7	0
2014-06-03	SELL	304	280.67	375.43	172.58	84,776.28	3,852.58
2014-06-08	BUY	297	284	371.13	170.64	-84,889.77	0
2014-06-17	SELL	297	303.7	396.88	182.24	89,619.79	4,730.02
2014-06-22	BUY	300	296.5	391.38	179.6	-89,520.98	0
2014-08-07	SELL	300	323.9	427.55	196.56	96,545.89	7,024.91