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: -2.6%. 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

#222 · MACD

Full-history NAV৳64,423

Net return -35.6% · drawdown 53.4% · 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 18.0%; 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৳64,423

Unsettled৳0

Holdings৳0

NAV৳64,423

Realized P&L৳-35,577

Unrealized P&L৳0

Fees৳55,832

Friction৳25,940

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 #222

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
2013-03-03	SELL	413	141	256.23	119.24	57,857.54	-14,845.79
2013-05-15	BUY	371	154.7	252.53	122.98	-57,769.21	0
2013-05-26	SELL	371	163.7	267.22	127.23	60,338.25	2,569.04
2013-05-30	BUY	345	173.7	263.68	124.08	-60,314.26	0
2013-06-09	SELL	345	176.5	267.93	124.45	60,500.13	185.87
2013-06-12	BUY	338	178.1	264.87	122.63	-60,585.3	0
2013-06-27	SELL	338	184	273.64	126.15	61,792.21	1,206.91
2013-07-14	BUY	290	211.5	269.87	123.63	-61,728.51	0
2013-07-17	SELL	290	232.5	296.67	135.66	66,992.67	5,264.16
2013-07-22	BUY	368	180.9	292.91	133.78	-66,997.89	0
2013-08-21	SELL	368	195.7	316.88	145.19	71,556.26	4,558.37
2013-08-26	BUY	338	210.5	313.06	143.72	-71,605.78	0
2013-09-24	SELL	338	190.4	283.16	129.55	63,942.49	-7,663.29
2013-10-29	BUY	339	187.2	279.23	131.26	-63,871.28	0
2013-11-10	SELL	339	196.8	293.55	137.02	66,284.63	2,413.35
2013-11-13	BUY	339	194.6	290.27	135.09	-66,394.75	0
2013-11-24	SELL	339	206.6	308.16	142.1	69,587.13	3,192.38
2013-11-27	BUY	336	205.6	303.96	139.9	-69,525.46	0
2013-12-29	SELL	336	198.3	293.17	136.47	66,199.16	-3,326.29
2014-01-07	BUY	317	207.7	289.7	134.84	-66,265.44	0
2014-02-05	SELL	317	205.4	286.49	132.25	64,693.06	-1,572.38
2014-02-27	BUY	300	214	282.48	130.08	-64,612.56	0
2014-03-31	SELL	300	213.8	282.22	130.03	63,727.76	-884.8
2014-04-09	BUY	255	247.9	278.14	127.59	-63,620.24	0
2014-04-16	SELL	255	255.8	287.01	131.37	64,810.62	1,190.38
2014-04-21	BUY	255	252.7	283.53	129.69	-64,851.72	0
2014-04-27	SELL	255	265.8	298.23	136.26	67,344.51	2,492.8
2014-04-30	BUY	249	268.9	294.61	134.56	-67,385.26	0
2014-06-01	SELL	249	275.4	301.73	138.52	68,134.35	749.09
2014-06-05	BUY	237	285.9	298.14	136.71	-68,193.14	0
2014-06-17	SELL	237	301.08	313.97	143.86	70,898.13	2,704.99
2014-06-22	BUY	237	296.5	309.19	141.6	-70,721.29	0
2014-07-21	SELL	237	289.4	301.79	138.81	68,147.2	-2,574.09
2014-08-04	BUY	218	310.8	298.12	136.81	-68,189.33	0
2014-08-12	SELL	218	330.9	317.4	145.29	71,673.51	3,484.18
2014-08-18	BUY	212	335.8	313.23	143.25	-71,646.08	0
2014-09-15	SELL	212	344.2	321.07	147.16	72,502.17	856.09
2014-09-23	BUY	189	380.7	316.59	144.98	-72,413.87	0
2014-10-28	SELL	189	379.7	315.76	144.36	71,303.18	-1,110.69
2014-12-04	BUY	201	352.6	311.84	143.88	-71,328.32	0
2015-01-07	SELL	201	364	321.92	149.95	72,692.13	1,363.81
2015-01-12	BUY	203	355.9	317.89	148.22	-72,713.81	0
2015-02-09	SELL	203	340	303.69	141.25	68,575.06	-4,138.75
2015-02-12	BUY	194	352.5	300.89	139.78	-68,825.67	0
2015-03-12	SELL	194	326	278.27	129.02	62,836.71	-5,988.96
2015-03-18	BUY	183	340	273.77	126.66	-62,620.43	0
2015-04-19	SELL	183	342	275.38	126.51	62,184.11	-436.32
2015-06-14	BUY	185	335	272.69	125.19	-62,372.88	0
2015-07-13	SELL	185	346.9	282.38	129.81	63,764.31	1,391.44
2015-07-22	BUY	189	335.2	278.75	128.03	-63,759.58	0
2015-08-19	SELL	189	318.9	265.2	121.78	59,885.13	-3,874.46
2015-12-01	BUY	222	267.9	261.68	123.37	-59,858.86	0
2015-12-30	SELL	222	253	247.13	116.02	55,802.85	-4,056
2016-01-18	BUY	213	259.5	243.2	115.72	-55,632.42	0
2016-02-15	SELL	213	255	238.99	111.65	53,964.36	-1,668.06
2016-04-24	BUY	216	248.6	236.27	113.26	-54,047.13	0
2016-05-24	SELL	216	256.7	243.97	115.34	55,087.89	1,040.76
2016-07-12	BUY	214	255.8	240.86	114.39	-55,096.45	0
2016-07-28	SELL	214	275.99	259.87	120.36	58,681.63	3,585.18
2016-08-02	BUY	212	275.5	256.99	118.9	-58,781.89	0
2016-09-01	SELL	212	262.9	245.23	115.07	55,374.5	-3,407.39
2016-09-26	BUY	205	268.1	241.83	115.38	-55,317.7	0
2016-10-26	SELL	205	280	252.56	118.23	57,029.21	1,711.51
2016-10-31	BUY	206	275	249.26	116.56	-57,015.82	0
2016-11-28	SELL	206	286	259.23	120.18	58,536.59	1,520.77
2017-01-08	BUY	202	288	255.97	119.1	-58,551.08	0
2017-02-05	SELL	202	306.5	272.42	125.65	61,514.93	2,963.85
2017-02-08	BUY	201	304.6	269.39	124.3	-61,618.28	0
2017-03-09	SELL	201	316.9	280.27	129.82	63,286.82	1,668.53
2017-03-30	BUY	190	330	275.88	128.53	-63,104.41	0
2017-04-27	SELL	190	339.9	284.16	131.93	64,164.91	1,060.5