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: -4.7%. 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

#249 · MACD

Full-history NAV৳44,043

Net return -56.0% · drawdown 58.5% · 158 closed positions

2024 onward NAV৳93,217

Net return -6.8% · drawdown 28.7% · 20 closed positions

2024 stress NAV৳78,126

Net return -21.9% · drawdown 40.3% · 16 closed positions

Variant 0; fixed stop 4.0%; maximum 15 sessions; gate EMA 50; continuous signal; exit any bearish; trailing arms at 2.0%, distance 1.0%; partial sale at 0.0% (0 = off).

Account reconciliation

Cash৳44,043

Unsettled৳0

Holdings৳0

NAV৳44,043

Realized P&L৳-55,957

Unrealized P&L৳0

Fees৳82,899

Friction৳38,411

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 #249

316 fills, including partial sales. Page 3.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2018-01-03	BUY	120	481	253.97	116.93	-58,090.9	0
2018-01-11	SELL	120	472.2	249.32	114.93	56,299.75	-1,791.15
2018-01-17	BUY	117	477.2	245.66	113.05	-56,191.11	0
2018-01-25	SELL	117	504.9	259.92	119.41	58,693.96	2,502.85
2018-01-30	BUY	114	511	256.32	117.59	-58,627.9	0
2018-02-05	SELL	114	490.56	246.06	112.76	55,565.01	-3,062.89
2018-04-11	BUY	114	483.2	242.37	112.13	-55,439.3	0
2018-04-22	SELL	114	490	245.78	113.73	55,500.49	61.19
2018-10-25	BUY	145	381	243.08	112.98	-55,601.06	0
2018-11-08	SELL	145	376.5	240.21	111.97	54,240.32	-1,360.74
2019-01-01	BUY	146	370	237.69	111.77	-54,369.46	0
2019-01-14	SELL	146	391	251.18	116.63	56,718.19	2,348.73
2019-01-17	BUY	147	382	247.08	114.48	-56,515.55	0
2019-01-22	SELL	147	384	248.37	115	56,084.63	-430.92
2019-01-27	BUY	141	397	246.3	113.72	-56,337.02	0
2019-01-30	SELL	141	414.4	257.09	118.27	58,055.04	1,718.02
2019-02-04	BUY	145	396	252.65	115.91	-57,788.56	0
2019-02-07	SELL	145	407	259.67	119.2	58,636.13	847.57
2019-03-21	BUY	146	399	256.32	118.22	-58,628.53	0
2019-03-27	SELL	146	406.4	261.07	120.51	58,952.09	323.56
2019-04-01	BUY	143	409.2	257.47	119.06	-58,892.13	0
2019-04-04	SELL	143	399	251.05	115.71	56,690.24	-2,201.89
2019-06-12	BUY	155	365	248.93	117.51	-56,941.44	0
2019-07-04	SELL	155	364	248.25	116.6	56,055.15	-886.29
2019-09-23	BUY	154	361	244.61	113.52	-55,952.14	0
2019-10-02	SELL	154	346.56	234.83	108.39	53,027.02	-2,925.12
2019-10-07	BUY	153	345.1	232.32	107.31	-53,139.93	0
2019-10-13	SELL	153	331.2	222.96	102.96	50,347.68	-2,792.25
2019-11-20	BUY	155	323.1	220.35	102.52	-50,403.38	0
2019-11-25	SELL	155	312	212.78	98.59	48,048.63	-2,354.75
2020-02-20	BUY	170	280	209.44	96.49	-47,905.93	0
2020-02-25	SELL	170	292	218.42	100.21	49,321.37	1,415.45
2020-07-21	BUY	200	245.9	216.39	100.77	-49,497.16	0
2020-07-27	SELL	200	256.31	225.55	104.28	50,932.36	1,435.2
2020-07-30	BUY	198	255	222.16	102.43	-50,814.58	0
2020-08-09	SELL	198	255	222.16	102.05	50,165.79	-648.79
2020-08-13	BUY	172	290	219.47	100.68	-50,200.16	0
2020-08-18	SELL	172	288	217.96	99.9	49,218.14	-982.01
2020-08-23	BUY	170	287	214.68	98.36	-49,103.04	0
2020-08-26	SELL	170	315	235.62	107.96	53,206.42	4,103.38
2020-09-01	BUY	165	320.4	232.61	106.52	-53,205.13	0
2020-09-09	SELL	165	339	246.11	112.74	55,576.15	2,371.02
2020-09-14	BUY	156	354	242.99	111.36	-55,578.35	0
2020-09-20	SELL	156	341	234.06	107.3	52,854.63	-2,723.72
2020-11-10	BUY	158	333	231.5	107.83	-52,953.33	0
2020-11-15	SELL	158	330.2	229.56	106.99	51,835.05	-1,118.28
2020-12-08	BUY	157	327.8	226.44	105.59	-51,796.63	0
2020-12-14	SELL	157	345.61	238.75	111.02	53,910.85	2,114.22
2020-12-20	BUY	154	348.5	236.14	109.31	-54,014.46	0
2020-12-23	SELL	154	334.56	226.7	104.95	51,190.59	-2,823.86
2020-12-28	BUY	145	350.5	223.62	103.44	-51,149.56	0
2021-01-04	SELL	145	360.1	229.74	105.93	51,878.83	729.27
2021-01-07	BUY	137	376	226.65	104.25	-51,842.91	0
2021-01-19	SELL	137	384.2	231.6	106.44	52,297.36	454.45
2021-04-20	BUY	154	336.3	227.88	106.69	-52,124.77	0
2021-05-09	SELL	154	335	227	106.9	51,256.1	-868.67
2021-05-16	BUY	147	346.6	224.18	105.03	-51,279.42	0
2021-06-06	SELL	147	351.45	227.32	105.54	51,330.3	50.88
2021-06-09	BUY	147	346.9	224.37	104.4	-51,323.07	0
2021-06-16	SELL	147	348	225.09	104.73	50,826.19	-496.89
2021-07-05	BUY	145	349.4	222.92	103.82	-50,989.74	0
2021-07-14	SELL	145	358.2	228.53	106.43	51,604.04	614.3
2021-07-19	BUY	141	364	225.83	105.07	-51,654.9	0
2021-08-02	SELL	141	376.2	233.39	108.23	52,702.57	1,047.68
2021-09-07	BUY	140	372.5	229.46	106.06	-52,485.52	0
2021-09-12	SELL	140	386	237.78	109.97	53,692.25	1,206.73
2021-09-15	BUY	141	379	235.13	108.62	-53,782.75	0
2021-09-23	SELL	141	383.9	238.17	109.83	53,781.9	-0.85
2021-12-06	BUY	147	362.8	234.66	111.95	-53,678.21	0
2021-12-15	SELL	147	357.3	231.1	110.34	52,181.66	-1,496.55
2022-01-13	BUY	146	357.1	229.4	108.06	-52,474.07	0
2022-01-30	SELL	146	352	226.12	106.42	51,059.45	-1,414.61
2022-02-09	BUY	141	359.5	223.03	105.83	-51,018.37	0
2022-02-22	SELL	141	355.8	220.74	104.67	49,842.39	-1,175.97
2022-08-03	BUY	164	301.2	217.35	100.65	-49,714.79	0
2022-08-14	SELL	164	288	207.82	96.47	46,927.71	-2,787.08
2024-06-27	BUY	198	236.2	205.78	98.04	-47,071.42	0
2024-07-03	SELL	198	239.9	209	98.99	47,192.21	120.79
2024-07-08	BUY	187	251	206.52	97.52	-47,241.04	0
2024-07-24	SELL	187	248.2	204.22	95.8	46,113.38	-1,127.66
2024-07-29	BUY	178	257	201.28	94.25	-46,041.53	0
2024-08-11	SELL	178	345.6	270.67	127.31	61,118.82	15,077.29
2024-08-15	BUY	159	381	266.55	121.9	-60,967.45	0
2024-08-20	SELL	159	353	246.96	112.71	55,767.34	-5,200.12
2024-08-25	BUY	157	354	244.54	111.53	-55,934.07	0
2024-08-29	SELL	157	348.9	241.02	109.88	54,426.4	-1,507.67
2024-11-12	BUY	166	325.7	237.89	109.82	-54,413.91	0
2024-11-17	SELL	166	327	238.84	110.17	53,932.99	-480.92
2024-11-21	BUY	166	322.9	235.85	108.77	-53,946.02	0
2024-12-11	SELL	166	318	232.27	108.03	52,447.71	-1,498.32
2024-12-18	BUY	163	320	229.5	106.97	-52,496.48	0
2025-01-08	SELL	163	325.31	233.32	109.21	52,683.66	187.18
2025-01-13	BUY	156	334.2	229.39	106.83	-52,471.42	0
2025-01-27	SELL	156	331	227.2	105.3	51,303.5	-1,167.92
2025-02-04	BUY	150	340.1	224.47	103.73	-51,343.19	0
2025-02-11	SELL	150	338	223.08	103.55	50,373.37	-969.82
2025-02-18	BUY	144	347.9	220.43	101.71	-50,419.74	0
2025-03-02	SELL	144	327.4	207.44	95.22	46,842.94	-3,576.79
2025-06-29	BUY	154	302.7	205.11	99.94	-46,920.85	0
2025-07-17	SELL	154	298.9	202.53	96.48	45,731.59	-1,189.26

Previous Next