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: -2.7%. 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

#224 · MACD

Full-history NAV৳63,471

Net return -36.5% · drawdown 48.5% · 134 closed positions

2024 onward NAV৳100,985

Net return 1.0% · drawdown 28.8% · 19 closed positions

2024 stress NAV৳75,033

Net return -25.0% · drawdown 42.9% · 17 closed positions

Variant 0; fixed stop 12.0%; maximum 10 sessions; gate EMA 50; continuous signal; exit any bearish; trailing arms at 5.0%, distance 2.0%; partial sale at 0.0% (0 = off).

Account reconciliation

Cash৳63,471

Unsettled৳0

Holdings৳0

NAV৳63,471

Realized P&L৳-36,529

Unrealized P&L৳0

Fees৳88,062

Friction৳41,014

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳4.37e-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 #224

268 fills, including partial sales. Page 2.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2015-06-14	BUY	228	335	336.07	154.64	-76,870.71	0
2015-06-24	SELL	228	323.8	324.84	149.33	73,352.23	-3,518.48
2015-07-02	BUY	221	330.1	320.99	147.85	-73,420.94	0
2015-07-14	SELL	221	342.8	333.34	153.53	75,272.81	1,851.88
2015-07-23	BUY	224	334.6	329.78	151.75	-75,431.93	0
2015-08-02	SELL	224	330	325.25	149.38	73,445.37	-1,986.56
2015-12-01	BUY	272	267.9	320.62	152.38	-73,341.8	0
2015-12-13	SELL	272	256.3	306.74	144.21	69,262.65	-4,079.15
2016-01-18	BUY	265	259.5	302.58	145.54	-69,215.62	0
2016-01-21	SELL	265	269.8	314.59	149.26	71,033.15	1,817.54
2016-01-26	BUY	265	266.5	310.74	146.88	-71,080.12	0
2016-02-01	SELL	265	257	299.66	141.14	67,664.2	-3,415.92
2016-04-24	BUY	271	248.6	296.43	143.97	-67,811	0
2016-05-09	SELL	271	249.8	297.86	142.72	67,255.22	-555.78
2016-05-12	BUY	266	251.1	293.89	140.01	-67,226.49	0
2016-05-29	SELL	266	255.2	298.69	142.89	67,441.63	215.13
2016-07-12	BUY	262	255.8	294.89	141.4	-67,455.88	0
2016-07-24	SELL	262	263	303.19	143.33	68,459.48	1,003.6
2016-07-27	BUY	244	278	298.46	139.56	-68,270.02	0
2016-08-10	SELL	244	267.9	287.62	133.13	64,946.85	-3,323.17
2016-09-26	BUY	241	268.1	284.29	136.77	-65,033.16	0
2016-10-10	SELL	241	269.8	286.1	136.61	64,599.1	-434.06
2016-10-17	BUY	237	270.4	281.97	134.73	-64,501.51	0
2016-10-26	SELL	237	279.3	291.25	136.95	65,765.9	1,264.39
2016-10-31	BUY	238	275	287.98	135.25	-65,873.23	0
2016-11-03	SELL	238	278.1	291.23	136.65	65,759.92	-113.31
2016-11-09	BUY	232	281.3	287.15	134.48	-65,683.23	0
2016-11-14	SELL	232	280	285.82	133.65	64,540.52	-1,142.7
2016-11-21	BUY	224	287.1	282.97	131.91	-64,725.28	0
2016-11-30	SELL	224	289.9	285.73	132.68	64,519.19	-206.09
2017-01-08	BUY	222	288	281.32	131.19	-64,348.51	0
2017-01-22	SELL	222	298	291.09	135.02	65,729.89	1,381.38
2017-01-25	BUY	213	306.3	287.06	132.67	-65,661.64	0
2017-02-08	SELL	213	304.6	285.47	131.83	64,462.5	-1,199.14
2017-02-13	BUY	207	309.9	282.26	130.47	-64,562.02	0
2017-02-27	SELL	207	315.1	286.99	132.95	64,805.76	243.73
2017-03-30	BUY	195	330	283.14	131.99	-64,765.13	0
2017-04-05	SELL	195	345.84	296.73	137.4	67,005.06	2,239.93
2017-04-10	BUY	195	342.1	293.52	136.06	-67,139.09	0
2017-04-17	SELL	195	337	289.15	134.04	65,291.81	-1,847.27
2017-06-05	BUY	193	336	285.33	135.29	-65,268.62	0
2017-06-13	SELL	193	331.1	281.17	132.72	63,488.41	-1,780.21
2017-06-21	BUY	188	335.8	277.77	130.56	-63,538.73	0
2017-07-06	SELL	188	349.57	289.16	134.15	65,295.1	1,756.37
2017-07-11	BUY	186	348.3	285.05	131.53	-65,200.38	0
2017-07-18	SELL	186	367.5	300.76	138.19	67,916.05	2,715.67
2017-07-23	BUY	183	367.9	296.23	135.97	-67,757.9	0
2017-08-06	SELL	183	373.2	300.5	137.86	67,857.24	99.34
2017-08-20	BUY	173	391.6	298.09	137.2	-68,182.09	0
2017-08-24	SELL	173	388.4	295.65	136.18	66,761.37	-1,420.72
2017-09-10	BUY	162	408	290.82	134.43	-66,521.25	0
2017-09-13	SELL	162	415	295.81	136.42	66,797.77	276.52
2017-09-18	BUY	160	414.5	291.81	134.47	-66,746.28	0
2017-09-21	SELL	160	413.7	291.24	134.13	65,766.62	-979.65
2017-10-12	BUY	152	430	287.58	132.68	-65,780.26	0
2017-10-18	SELL	152	422.1	282.3	130.58	63,746.32	-2,033.94
2017-10-25	BUY	144	440	278.78	128.56	-63,767.34	0
2017-11-05	SELL	144	440.8	279.29	128.89	63,067.02	-700.32
2017-11-09	BUY	137	457	275.48	126.99	-63,011.47	0
2017-11-15	SELL	137	496.76	299.45	137.65	67,619.29	4,607.83
2017-11-20	BUY	137	489.5	295.07	135.44	-67,492.01	0
2017-11-26	SELL	137	476.2	287.05	131.73	64,820.62	-2,671.39
2018-01-03	BUY	134	481	283.6	130.77	-64,868.37	0
2018-01-11	SELL	134	472.2	278.41	128.55	62,867.85	-2,000.52
2018-01-17	BUY	131	477.2	275.06	126.76	-62,915.02	0
2018-01-28	SELL	131	501.76	289.21	132.93	65,308.42	2,393.39
2018-01-31	BUY	128	506.9	285.49	131.02	-65,299.71	0
2018-02-06	SELL	128	495	278.78	127.88	62,953.33	-2,346.37
2018-04-11	BUY	130	483.2	276.39	128.18	-63,220.57	0
2018-04-25	SELL	130	474.9	271.64	125.68	61,339.67	-1,880.89
2018-10-25	BUY	160	381	268.22	124.96	-61,353.18	0
2018-11-08	SELL	160	376.5	265.06	123.87	59,851.07	-1,502.11
2019-01-01	BUY	160	370	260.48	122.88	-59,583.36	0
2019-01-15	SELL	160	390	274.56	127.62	61,997.82	2,414.46
2019-01-20	BUY	165	375	272.25	126.35	-62,273.6	0
2019-01-30	SELL	165	411.5	298.75	137.7	67,461.38	5,187.78
2019-02-04	BUY	169	396	294.47	135.31	-67,353.77	0
2019-02-07	SELL	169	407	302.65	139.16	68,341.2	987.43
2019-03-21	BUY	170	399	298.45	137.98	-68,266.43	0
2019-04-02	SELL	170	411.31	307.66	142.43	69,471.94	1,205.51
2019-06-12	BUY	189	365	303.53	144.45	-69,432.99	0
2019-06-26	SELL	189	360	299.38	141.89	67,598.73	-1,834.26
2019-07-02	BUY	184	365	295.5	139.62	-67,595.12	0
2019-07-08	SELL	184	351.7	284.74	134.64	64,293.42	-3,301.7
2019-09-23	BUY	177	361	281.15	130.88	-64,309.02	0
2019-10-07	SELL	177	345.1	268.76	124.45	60,689.49	-3,619.54
2019-11-20	BUY	187	323.1	265.85	124.28	-60,809.82	0
2019-11-27	SELL	187	306.5	252.19	117.02	56,946.29	-3,863.53
2020-02-20	BUY	202	280	248.86	114.94	-56,923.8	0
2020-02-25	SELL	202	292	259.53	119.28	58,605.19	1,681.39
2020-07-21	BUY	237	245.9	256.42	119.94	-58,654.66	0
2020-07-27	SELL	237	253.72	264.58	122.69	59,744.85	1,090.19
2020-07-30	BUY	233	255	261.43	120.83	-59,797.26	0
2020-08-09	SELL	233	255	261.43	120.32	59,033.26	-764
2020-08-13	BUY	202	290	257.75	118.43	-58,956.19	0
2020-08-27	SELL	202	317	281.75	129.3	63,622.96	4,666.77
2020-09-02	BUY	196	322	277.69	127.31	-63,517	0
2020-09-09	SELL	196	337.12	290.73	133.36	65,651.43	2,134.43
2020-09-14	BUY	185	354	288.16	132.27	-65,910.43	0
2020-09-20	SELL	185	341	277.57	127.45	62,679.97	-3,230.45

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