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: -2.9%. 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

#230 · MACD

Full-history NAV৳60,277

Net return -39.7% · drawdown 50.0% · 141 closed positions

2024 onward NAV৳101,779

Net return 1.8% · drawdown 28.3% · 19 closed positions

2024 stress NAV৳75,033

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

Variant 0; fixed stop 4.0%; 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৳60,277

Unsettled৳0

Holdings৳0

NAV৳60,277

Realized P&L৳-39,723

Unrealized P&L৳0

Fees৳87,866

Friction৳40,860

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 #230

282 fills, including partial sales. Page 2.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2014-12-24	BUY	231	360.2	366.11	170.29	-83,742.6	0
2015-01-12	SELL	231	355.9	361.74	169.25	81,681.91	-2,060.69
2015-02-12	BUY	230	352.5	356.73	166.38	-81,598.11	0
2015-02-22	SELL	230	333.1	337.1	156.81	76,119.1	-5,479.01
2015-03-18	BUY	223	340	333.61	154.94	-76,308.55	0
2015-03-30	SELL	223	352.8	346.17	160.14	78,168.09	1,859.54
2015-04-02	BUY	220	353	341.7	157.5	-78,159.21	0
2015-04-15	SELL	220	346.5	335.41	154.39	75,740.2	-2,419.01
2015-06-14	BUY	225	335	331.65	152.58	-75,859.23	0
2015-06-24	SELL	225	323.8	320.56	147.35	72,387.09	-3,472.14
2015-07-02	BUY	217	330.1	315.18	145.14	-72,092.02	0
2015-07-14	SELL	217	342.8	327.31	150.71	73,910.45	1,818.43
2015-07-23	BUY	220	334.6	323.89	149.01	-74,084.9	0
2015-08-02	SELL	220	330	319.44	146.68	72,133.88	-1,951.02
2015-12-01	BUY	268	267.9	315.91	150.04	-72,263.15	0
2015-12-07	SELL	268	257.18	303.27	143.36	68,478.68	-3,784.46
2016-01-18	BUY	262	259.5	299.15	143.8	-68,431.96	0
2016-01-21	SELL	262	269.8	311.03	147.5	70,229.08	1,797.12
2016-01-26	BUY	262	266.5	307.22	145.15	-70,275.37	0
2016-01-31	SELL	262	255.84	294.93	138.94	66,596.21	-3,679.17
2016-04-24	BUY	266	248.6	290.96	141.15	-66,559.71	0
2016-05-09	SELL	266	249.8	292.37	139.95	66,014.48	-545.23
2016-05-12	BUY	261	251.1	288.36	137.26	-65,962.72	0
2016-05-29	SELL	261	255.2	293.07	140.07	66,174.06	211.34
2016-07-12	BUY	257	255.8	289.26	138.56	-66,168.42	0
2016-07-24	SELL	257	263	297.4	140.49	67,153.11	984.69
2016-07-27	BUY	240	278	293.57	137.21	-67,150.77	0
2016-08-01	SELL	240	276.6	292.09	135.35	65,956.56	-1,194.22
2016-08-04	BUY	238	275.1	288.08	133.58	-65,895.46	0
2016-08-10	SELL	238	267.9	280.54	129.8	63,349.86	-2,545.6
2016-09-26	BUY	235	268.1	277.22	133.18	-63,413.89	0
2016-10-10	SELL	235	269.8	278.97	133.05	62,990.98	-422.91
2016-10-17	BUY	231	270.4	274.83	131.16	-62,868.39	0
2016-10-26	SELL	231	279.3	283.88	133.37	64,101.05	1,232.66
2016-10-31	BUY	232	275	280.72	131.74	-64,212.46	0
2016-11-03	SELL	232	278.1	283.88	133.1	64,102.21	-110.25
2016-11-09	BUY	226	281.3	279.72	130.9	-63,984.42	0
2016-11-14	SELL	226	280	278.43	130.1	62,871.47	-1,112.96
2016-11-21	BUY	218	287.1	275.39	128.29	-62,991.48	0
2016-11-30	SELL	218	289.9	278.07	129.06	62,791.07	-200.41
2017-01-08	BUY	216	288	273.72	127.56	-62,609.28	0
2017-01-22	SELL	216	298	283.22	131.3	63,953.48	1,344.21
2017-01-25	BUY	208	306.3	280.33	129.51	-64,120.23	0
2017-02-08	SELL	208	304.6	278.77	128.69	62,949.34	-1,170.89
2017-02-13	BUY	202	309.9	275.44	127.27	-63,002.5	0
2017-02-27	SELL	202	315.1	280.06	129.68	63,240.46	237.95
2017-03-30	BUY	190	330	275.88	128.53	-63,104.41	0
2017-04-05	SELL	190	345.84	289.12	133.81	65,287.04	2,182.64
2017-04-10	BUY	190	342.1	286	132.51	-65,417.51	0
2017-04-17	SELL	190	337	281.73	130.54	63,617.73	-1,799.78
2017-06-05	BUY	188	336	277.94	131.65	-63,577.59	0
2017-06-13	SELL	188	331.1	273.89	129.15	61,843.76	-1,733.83
2017-06-21	BUY	183	335.8	270.39	126.98	-61,848.76	0
2017-07-06	SELL	183	349.57	281.47	130.51	63,558.6	1,709.84
2017-07-11	BUY	181	348.3	277.39	127.94	-63,447.63	0
2017-07-18	SELL	181	367.5	292.68	134.44	66,090.39	2,642.76
2017-07-23	BUY	179	367.9	289.76	132.97	-66,276.83	0
2017-08-06	SELL	179	373.2	293.93	134.82	66,374.05	97.22
2017-08-20	BUY	168	391.6	289.47	133.19	-66,211.46	0
2017-08-24	SELL	168	388.4	287.11	132.2	64,831.9	-1,379.56
2017-09-10	BUY	158	408	283.64	131.06	-64,878.7	0
2017-09-13	SELL	158	415	288.51	133	65,148.49	269.79
2017-09-18	BUY	156	414.5	284.51	131.06	-65,077.57	0
2017-09-21	SELL	156	413.7	283.96	130.74	64,122.5	-955.07
2017-10-12	BUY	148	430	280.02	129.14	-64,049.15	0
2017-10-18	SELL	148	422.1	274.87	127.08	62,068.84	-1,980.31
2017-10-25	BUY	140	440	271.04	124.93	-61,995.97	0
2017-11-05	SELL	140	440.8	271.53	125.26	61,315.21	-680.77
2017-11-09	BUY	134	457	269.45	124.17	-61,631.62	0
2017-11-15	SELL	134	496.76	292.89	134.6	66,138.61	4,507
2017-11-20	BUY	134	489.5	288.61	132.44	-66,014.05	0
2017-11-26	SELL	134	476.2	280.77	128.82	63,401.22	-2,612.84
2018-01-03	BUY	131	481	277.25	127.8	-63,416.05	0
2018-01-11	SELL	131	472.2	272.18	125.62	61,460.4	-1,955.65
2018-01-17	BUY	128	477.2	268.76	123.82	-61,474.18	0
2018-01-28	SELL	128	501.76	282.59	129.85	63,812.84	2,338.65
2018-01-31	BUY	125	506.9	278.8	127.92	-63,769.22	0
2018-02-06	SELL	125	495	272.25	124.86	61,477.89	-2,291.33
2018-04-11	BUY	126	483.2	267.89	124.16	-61,275.24	0
2018-04-25	SELL	126	474.9	263.28	121.75	59,452.37	-1,822.88
2018-10-25	BUY	156	381	261.52	121.76	-59,819.28	0
2018-11-08	SELL	156	376.5	258.43	120.69	58,354.88	-1,464.4
2019-01-01	BUY	156	370	253.97	119.7	-58,093.67	0
2019-01-15	SELL	156	390	267.7	124.36	60,447.94	2,354.27
2019-01-20	BUY	160	375	264	122.45	-60,386.45	0
2019-01-30	SELL	160	411.5	289.7	133.47	65,417.16	5,030.71
2019-02-04	BUY	165	396	287.5	132.07	-65,759.56	0
2019-02-07	SELL	165	407	295.48	135.82	66,723.69	964.13
2019-03-21	BUY	166	399	291.43	134.68	-66,660.11	0
2019-04-02	SELL	166	411.31	300.42	139.01	67,837.36	1,177.26
2019-06-12	BUY	184	365	295.5	140.47	-67,595.97	0
2019-06-26	SELL	184	360	291.46	137.99	65,810.55	-1,785.42
2019-07-02	BUY	179	365	287.47	135.68	-65,758.16	0
2019-07-07	SELL	179	350.4	275.98	130.15	62,315.47	-3,442.68
2019-09-23	BUY	172	361	273.2	127.1	-62,492.3	0
2019-10-02	SELL	172	346.56	262.28	121.28	59,224.76	-3,267.54
2019-10-07	BUY	171	345.1	259.65	120.16	-59,391.91	0
2019-10-13	SELL	171	331.2	249.19	115.29	56,270.72	-3,121.19
2019-11-20	BUY	173	323.1	245.94	114.74	-56,256.98	0
2019-11-25	SELL	173	312	237.49	110.28	53,628.23	-2,628.75

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