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: -4.6%. 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

#248 · MACD

Full-history NAV৳45,459

Net return -54.5% · drawdown 67.4% · 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 12.0%; 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৳45,459

Unsettled৳0

Holdings৳0

NAV৳45,459

Realized P&L৳-54,541

Unrealized P&L৳0

Fees৳44,732

Friction৳20,683

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 #248

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
2011-01-10	SELL	382	215.2	361.71	165.26	81,679.43	-12,818.26
2011-07-04	BUY	500	162.1	356.62	165.16	-81,571.78	0
2011-07-17	SELL	500	177.1	389.62	179.38	87,981	6,409.22
2011-07-25	BUY	425	205.6	384.47	176.02	-87,940.49	0
2011-08-01	SELL	425	180.93	338.34	154.57	76,401.5	-11,538.99
2011-10-27	BUY	467	162.8	334.52	154.86	-76,516.98	0
2011-11-24	SELL	467	166.3	341.71	157.16	77,163.23	646.25
2011-11-30	BUY	467	164.2	337.4	155.25	-77,174.05	0
2012-01-01	SELL	467	171.1	351.58	164.36	79,387.77	2,213.72
2012-01-04	BUY	445	177.3	347.15	161.15	-79,406.8	0
2012-01-25	SELL	445	156.02	305.49	140.33	68,984.85	-10,421.95
2012-03-04	BUY	438	156.2	301.03	138.37	-68,855	0
2012-04-02	SELL	438	192.8	371.56	170.8	83,904.04	15,049.03
2012-04-05	BUY	437	190.8	366.87	168.47	-83,914.94	0
2012-04-16	SELL	437	212.1	407.83	186.74	92,093.13	8,178.19
2012-04-19	BUY	428	214	403	184.36	-92,179.37	0
2012-05-21	SELL	428	208.1	391.89	179.78	88,495.13	-3,684.24
2012-07-03	BUY	431	203.8	386.49	179.63	-88,403.92	0
2012-07-22	SELL	431	179.34	340.11	157.35	76,799.8	-11,604.11
2012-07-25	BUY	372	205.5	336.36	155.33	-76,937.69	0
2012-08-28	SELL	372	172.7	282.68	130.02	63,831.7	-13,105.99
2012-11-01	BUY	364	174.2	279	130.19	-63,817.99	0
2012-12-02	SELL	364	170	272.27	127.22	61,480.5	-2,337.49
2012-12-24	BUY	356	171.5	268.64	127.3	-61,449.93	0
2013-01-23	SELL	356	168.1	263.31	125.42	59,454.87	-1,995.07
2013-02-06	BUY	342	172.8	260.03	122.52	-59,480.15	0
2013-02-25	SELL	342	150.6	226.62	105.1	51,173.47	-8,306.67
2013-05-15	BUY	328	154.7	223.26	107.89	-51,072.75	0
2013-05-26	SELL	328	163.7	236.25	111.89	53,345.46	2,272.71
2013-05-30	BUY	305	173.7	233.11	109.26	-53,320.87	0
2013-06-09	SELL	305	176.5	236.86	109.74	53,485.89	165.03
2013-06-12	BUY	299	178.1	234.31	108.25	-53,594.46	0
2013-06-27	SELL	299	184	242.07	111.41	54,662.52	1,068.06
2013-07-14	BUY	257	211.5	239.16	109.47	-54,704.13	0
2013-07-17	SELL	257	232.5	262.91	120.14	59,369.45	4,665.31
2013-07-22	BUY	326	180.9	259.48	118.44	-59,351.33	0
2013-08-21	SELL	326	195.7	280.71	128.5	63,389.63	4,038.3
2013-08-26	BUY	299	210.5	276.93	127	-63,343.43	0
2013-09-24	SELL	299	190.4	250.49	114.52	56,564.59	-6,778.84
2013-10-29	BUY	300	187.2	247.1	115.72	-56,522.82	0
2013-11-10	SELL	300	196.8	259.78	120.89	58,659.33	2,136.51
2013-11-13	BUY	300	194.6	256.87	119.23	-58,756.1	0
2013-11-24	SELL	300	206.6	272.71	125.55	61,581.74	2,825.64
2013-11-27	BUY	297	205.6	268.68	123.48	-61,455.36	0
2013-12-29	SELL	297	198.3	259.14	120.3	58,515.66	-2,939.7
2014-01-09	BUY	279	208.7	256.2	118.86	-58,602.36	0
2014-02-09	SELL	279	207.9	255.22	117.53	57,631.35	-971.01
2014-03-03	BUY	260	220.3	252.02	115.78	-57,645.8	0
2014-04-02	SELL	260	220	251.68	115.99	56,832.33	-813.47
2014-04-09	BUY	227	247.9	247.6	113.47	-56,634.37	0
2014-04-16	SELL	227	255.8	255.49	116.86	57,694.25	1,059.88
2014-04-21	BUY	227	252.7	252.4	115.37	-57,730.66	0
2014-04-27	SELL	227	265.8	265.48	121.23	59,949.89	2,219.22
2014-04-30	BUY	222	268.9	262.66	119.9	-60,078.37	0
2014-06-01	SELL	222	275.4	269.01	123.37	60,746.42	668.05
2014-06-05	BUY	211	285.9	265.43	121.59	-60,711.92	0
2014-06-17	SELL	211	301.08	279.52	127.97	63,120.39	2,408.47
2014-06-22	BUY	211	296.5	275.27	125.96	-62,962.73	0
2014-07-21	SELL	211	289.4	268.68	123.42	60,671.3	-2,291.44
2014-08-12	BUY	182	330.9	264.98	121.16	-60,609.94	0
2014-09-10	SELL	182	338	270.67	123.81	61,121.51	511.57
2014-09-23	BUY	160	380.7	268.01	122.59	-61,302.61	0
2014-10-28	SELL	160	379.7	267.31	122.1	60,362.59	-940.02
2014-12-07	BUY	171	350.3	263.57	121.38	-60,286.24	0
2015-01-08	SELL	171	365.8	275.23	127.86	62,148.71	1,862.46
2015-01-13	BUY	169	366	272.16	126.44	-62,252.6	0
2015-02-02	SELL	169	322.08	239.5	110.99	54,081.04	-8,171.56
2015-02-12	BUY	152	352.5	235.75	109.01	-53,924.76	0
2015-03-12	SELL	152	326	218.03	100.66	49,233.31	-4,691.45
2015-03-18	BUY	144	340	215.42	99.3	-49,274.72	0
2015-04-19	SELL	144	342	216.69	99.33	48,931.98	-342.74
2015-06-14	BUY	145	335	213.73	97.91	-48,886.64	0
2015-07-13	SELL	145	346.9	221.32	101.5	49,977.68	1,091.04
2015-07-22	BUY	148	335.2	218.28	100.03	-49,927.91	0
2015-08-19	SELL	148	318.9	207.67	95.15	46,894.38	-3,033.53
2015-12-01	BUY	175	267.9	206.28	96.51	-47,185.3	0
2015-12-30	SELL	175	253	194.81	90.84	43,989.35	-3,195.95
2016-01-18	BUY	168	259.5	191.82	90.41	-43,878.23	0
2016-02-15	SELL	168	255	188.5	87.56	42,563.94	-1,314.29
2016-04-24	BUY	170	248.6	185.95	88.16	-42,536.11	0
2016-05-24	SELL	170	256.7	192.01	90.03	43,356.96	820.85
2016-05-29	BUY	169	255.2	189.77	89.13	-43,407.7	0
2016-06-26	SELL	169	250	185.9	87.97	41,976.13	-1,431.57
2016-07-13	BUY	162	256.8	183.05	86.4	-41,871.05	0
2016-07-28	SELL	162	275.99	196.73	90.7	44,422.95	2,551.9
2016-08-02	BUY	161	275.5	195.16	89.91	-44,640.58	0
2016-09-01	SELL	161	262.9	186.24	86.73	42,053.93	-2,586.65
2016-09-27	BUY	155	269.2	183.59	86.61	-41,996.2	0
2016-10-27	SELL	155	279.9	190.89	88.71	43,104.9	1,108.7
2016-11-01	BUY	157	273	188.59	87.59	-43,137.18	0
2016-11-29	SELL	157	285.2	197.02	90.91	44,488.48	1,351.3
2017-01-09	BUY	152	290	193.95	89.73	-44,363.68	0
2017-02-06	SELL	152	304	203.32	93.44	45,911.24	1,547.56
2017-02-09	BUY	148	308	200.57	92.18	-45,876.75	0
2017-03-12	SELL	148	318.7	207.54	95.61	46,864.45	987.71
2017-03-30	BUY	141	330	204.73	94.78	-46,829.51	0
2017-04-27	SELL	141	339.9	210.87	97.38	47,617.65	788.13