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: -4.1%. 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

#243 · MACD

Full-history NAV৳49,483

Net return -50.5% · drawdown 66.2% · 94 closed positions

2024 onward NAV৳124,065

Net return 24.1% · drawdown 20.8% · 13 closed positions

2024 stress NAV৳148,240

Net return 48.2% · drawdown 12.6% · 10 closed positions

Variant 2; 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৳49,483

Unsettled৳0

Holdings৳0

NAV৳49,483

Realized P&L৳-50,517

Unrealized P&L৳0

Fees৳45,500

Friction৳21,054

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 #243

188 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
2012-07-03	BUY	459	203.8	411.59	191.57	-94,147.37	0
2012-07-22	SELL	459	167.12	337.51	156.13	76,212.61	-17,934.76
2012-07-25	BUY	369	205.5	333.65	154.06	-76,317.21	0
2012-09-04	SELL	369	176.8	287.05	132.08	64,820.07	-11,497.14
2012-11-01	BUY	370	174.2	283.6	132.39	-64,869.99	0
2012-12-02	SELL	370	170	276.76	129.38	62,493.86	-2,376.13
2012-12-24	BUY	362	171.5	273.17	129.53	-62,485.7	0
2013-01-23	SELL	362	168.1	267.75	127.63	60,456.82	-2,028.88
2013-02-06	BUY	347	172.8	263.83	124.37	-60,349.81	0
2013-03-03	SELL	347	141	215.28	99.81	48,611.91	-11,737.89
2013-05-15	BUY	313	154.7	213.05	102.67	-48,736.83	0
2013-05-26	SELL	313	163.7	225.45	106.58	50,906.08	2,169.25
2013-05-30	BUY	291	173.7	222.41	104.1	-50,873.21	0
2013-06-09	SELL	291	176.5	225.99	104.62	51,030.89	157.69
2013-06-12	BUY	284	178.1	222.55	102.74	-50,905.69	0
2013-06-27	SELL	284	184	229.93	105.76	51,920.32	1,014.62
2013-07-14	BUY	244	211.5	227.07	103.9	-51,936.96	0
2013-07-17	SELL	244	232.5	249.61	114.03	56,366.35	4,429.39
2013-07-22	BUY	310	180.9	246.75	112.61	-56,438.36	0
2013-08-21	SELL	310	195.7	266.94	122.16	60,278.53	3,840.17
2013-08-26	BUY	284	210.5	263.04	120.57	-60,165.61	0
2013-09-24	SELL	284	190.4	237.92	108.74	53,726.94	-6,438.68
2013-10-29	BUY	286	187.2	235.57	110.16	-53,884.94	0
2013-11-10	SELL	286	196.8	247.65	115.12	55,922.02	2,037.09
2013-11-13	BUY	285	194.6	244.03	113.15	-55,818.18	0
2013-11-24	SELL	285	206.6	259.08	119.19	58,502.73	2,684.55
2013-11-27	BUY	283	205.6	256.01	117.6	-58,558.41	0
2013-12-29	SELL	283	198.3	246.92	114.52	55,757.46	-2,800.95
2014-01-09	BUY	265	208.7	243.34	112.78	-55,661.63	0
2014-02-09	SELL	265	207.9	242.41	111.56	54,739.53	-922.1
2014-03-03	BUY	247	220.3	239.42	109.93	-54,763.45	0
2014-04-02	SELL	247	220	239.1	110.12	53,990.79	-772.66
2014-04-09	BUY	217	247.9	236.69	108.43	-54,139.43	0
2014-04-16	SELL	217	255.8	244.24	111.68	55,152.69	1,013.26
2014-04-21	BUY	216	252.7	240.17	109.75	-54,933.11	0
2014-04-27	SELL	216	265.8	252.62	115.33	57,044.85	2,111.74
2014-04-30	BUY	211	268.9	249.65	113.94	-57,101.49	0
2014-06-01	SELL	211	275.4	255.68	117.2	57,736.51	635.03
2014-06-05	BUY	201	285.9	252.85	115.79	-57,834.54	0
2014-06-17	SELL	201	301.08	266.28	121.86	60,128.94	2,294.41
2014-06-22	BUY	201	296.5	262.22	119.96	-59,978.68	0
2014-07-21	SELL	201	289.4	255.95	117.52	57,795.94	-2,182.74
2014-08-12	BUY	174	330.9	253.34	115.8	-57,945.74	0
2014-09-10	SELL	174	338	258.77	118.34	58,434.89	489.15
2014-09-23	BUY	152	380.7	254.61	116.43	-58,237.44	0
2014-10-28	SELL	152	379.7	253.94	115.97	57,344.49	-892.95
2014-12-07	BUY	163	350.3	251.24	115.63	-57,465.77	0
2015-01-08	SELL	163	365.8	262.35	121.76	59,241.29	1,775.53
2015-01-13	BUY	161	366	259.27	120.33	-59,305.61	0
2015-02-10	SELL	161	343	242.98	112.51	54,867.51	-4,438.1
2015-02-15	BUY	155	350	238.7	110.36	-54,599.06	0
2015-03-15	SELL	155	328	223.7	103.34	50,512.97	-4,086.1
2015-03-18	BUY	1	340	1.5	0.68	-342.18	0
2015-04-19	SELL	1	342	1.5	0.68	339.81	-2.36
2015-06-14	BUY	150	335	221.1	101.31	-50,572.41	0
2015-07-13	SELL	150	346.9	228.95	105.03	51,701.02	1,128.6
2015-07-22	BUY	154	335.2	227.13	104.12	-51,952.05	0
2015-08-19	SELL	154	318.9	216.09	99.04	48,795.47	-3,156.58
2015-12-01	BUY	181	267.9	213.36	99.92	-48,803.18	0
2015-12-30	SELL	181	253	201.49	94.04	45,497.48	-3,305.7
2016-01-18	BUY	174	259.5	198.67	93.76	-45,445.43	0
2016-02-15	SELL	174	255	195.23	90.76	44,084.02	-1,361.42
2016-04-24	BUY	176	248.6	192.52	91.4	-44,037.52	0
2016-05-24	SELL	176	256.7	198.79	93.31	44,887.1	849.59
2016-05-29	BUY	175	255.2	196.5	92.4	-44,948.91	0
2016-06-26	SELL	175	250	192.5	91.22	43,466.28	-1,482.63
2016-07-13	BUY	168	256.8	189.83	89.72	-43,421.95	0
2016-07-28	SELL	168	275.99	204.01	94.11	46,068.2	2,646.25
2016-08-02	BUY	166	275.5	201.23	92.75	-46,026.97	0
2016-09-01	SELL	166	262.9	192.02	89.49	43,359.89	-2,667.08
2016-09-27	BUY	160	269.2	189.52	89.5	-43,351.02	0
2016-10-27	SELL	160	279.9	197.05	91.63	44,495.32	1,144.3
2016-11-01	BUY	162	273	194.59	90.44	-44,511.04	0
2016-11-29	SELL	162	285.2	203.29	93.85	45,905.26	1,394.23
2017-01-09	BUY	157	290	200.33	92.74	-45,823.07	0
2017-02-06	SELL	157	304	210	96.55	47,421.45	1,598.38
2017-02-09	BUY	153	308	207.35	95.33	-47,426.67	0
2017-03-12	SELL	153	318.7	214.55	98.88	48,447.67	1,021
2017-03-30	BUY	146	330	211.99	98.21	-48,490.2	0
2017-04-27	SELL	146	339.9	218.35	100.89	49,306.16	815.96