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: -5.3%. 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

#254 · MACD

Full-history NAV৳39,867

Net return -60.1% · drawdown 72.8% · 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 15.0%; 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৳39,867

Unsettled৳0

Holdings৳0

NAV৳39,867

Realized P&L৳-60,133

Unrealized P&L৳0

Fees৳38,551

Friction৳17,782

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳2.18e-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 #254

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
2011-01-20	SELL	382	207.9	349.44	159.97	78,908.39	-15,589.3
2011-07-04	BUY	483	162.1	344.49	159.45	-78,798.24	0
2011-07-17	SELL	483	177.1	376.37	173.2	84,989.72	6,191.48
2011-07-25	BUY	411	205.6	371.81	170.18	-85,043.59	0
2011-08-07	SELL	411	174	314.66	143.7	71,055.64	-13,987.95
2011-10-27	BUY	434	162.8	310.88	143.73	-71,109.82	0
2011-11-24	SELL	434	166.3	317.57	145.93	71,710.7	600.89
2011-11-30	BUY	434	164.2	313.56	144.16	-71,720.51	0
2012-01-01	SELL	434	171.1	326.73	152.44	73,778.22	2,057.71
2012-01-04	BUY	413	177.3	322.19	149.34	-73,696.43	0
2012-01-25	SELL	413	150.71	273.86	125.67	61,841.64	-11,854.79
2012-03-04	BUY	394	156.2	270.79	124.33	-61,937.92	0
2012-04-02	SELL	394	192.8	334.24	153.47	75,475.49	13,537.57
2012-04-05	BUY	393	190.8	329.93	151.35	-75,465.68	0
2012-04-16	SELL	393	212.1	366.76	167.82	82,820.72	7,355.03
2012-04-19	BUY	384	214	361.57	165.3	-82,702.88	0
2012-05-21	SELL	384	208.1	351.61	161.14	79,397.65	-3,305.22
2012-07-03	BUY	387	203.8	347.03	160.93	-79,378.56	0
2012-07-22	SELL	387	173.23	294.98	136.15	66,608.88	-12,769.68
2012-07-25	BUY	322	205.5	291.15	134.17	-66,596.32	0
2012-08-28	SELL	322	172.7	244.68	112.37	55,252.35	-11,343.97
2012-11-01	BUY	316	174.2	242.21	112.64	-55,402.05	0
2012-12-02	SELL	316	170	236.37	110.05	53,373.58	-2,028.46
2012-12-24	BUY	309	171.5	233.17	109.9	-53,336.57	0
2013-01-23	SELL	309	168.1	228.55	108.21	51,606.15	-1,730.42
2013-02-06	BUY	297	172.8	225.82	105.9	-51,653.32	0
2013-02-27	SELL	297	146.7	191.71	88.64	43,289.55	-8,363.77
2013-05-15	BUY	278	154.7	189.23	90.61	-43,286.44	0
2013-05-26	SELL	278	163.7	200.24	94.25	45,214.11	1,927.67
2013-05-30	BUY	258	173.7	197.18	91.99	-45,103.78	0
2013-06-09	SELL	258	176.5	200.36	92.56	45,244.08	140.3
2013-06-12	BUY	253	178.1	198.26	91.37	-45,348.93	0
2013-06-27	SELL	253	184	204.83	94.09	46,253.08	904.15
2013-07-14	BUY	217	211.5	201.94	92.33	-46,189.77	0
2013-07-17	SELL	217	232.5	221.99	101.36	50,129.15	3,939.38
2013-07-22	BUY	275	180.9	218.89	99.85	-50,066.24	0
2013-08-21	SELL	275	195.7	236.8	108.28	53,472.97	3,406.73
2013-08-26	BUY	253	210.5	234.33	107.31	-53,598.14	0
2013-09-24	SELL	253	190.4	211.95	96.81	47,862.43	-5,735.71
2013-10-29	BUY	254	187.2	209.21	97.53	-47,855.55	0
2013-11-10	SELL	254	196.8	219.94	101.99	49,665.27	1,809.72
2013-11-13	BUY	253	194.6	216.63	100.22	-49,550.65	0
2013-11-24	SELL	253	206.6	229.99	105.67	51,934.14	2,383.49
2013-11-27	BUY	251	205.6	227.06	104.18	-51,936.84	0
2013-12-29	SELL	251	198.3	219	101.34	49,452.96	-2,483.89
2014-01-09	BUY	236	208.7	216.71	100.23	-49,570.14	0
2014-02-09	SELL	236	207.9	215.88	99.22	48,749.3	-820.84
2014-03-03	BUY	219	220.3	212.28	97.36	-48,555.34	0
2014-04-02	SELL	219	220	211.99	97.49	47,870.52	-684.82
2014-04-09	BUY	192	247.9	209.43	95.85	-47,902.08	0
2014-04-16	SELL	192	255.8	216.1	98.74	48,798.76	896.68
2014-04-21	BUY	192	252.7	213.48	97.5	-48,829.38	0
2014-04-27	SELL	192	265.8	224.55	102.47	50,706.59	1,877.21
2014-04-30	BUY	187	268.9	221.25	100.93	-50,606.48	0
2014-06-01	SELL	187	275.4	226.6	103.77	51,169.43	562.94
2014-06-05	BUY	178	285.9	223.92	102.45	-51,216.57	0
2014-06-17	SELL	178	301.08	235.81	107.83	53,248.6	2,032.03
2014-06-22	BUY	179	296.5	233.52	106.75	-53,413.78	0
2014-07-21	SELL	179	289.4	227.93	104.54	51,470.13	-1,943.65
2014-08-12	BUY	154	330.9	224.22	102.42	-51,285.24	0
2014-09-10	SELL	154	338	229.03	104.66	51,718.31	433.06
2014-09-23	BUY	135	380.7	226.14	103.34	-51,723.97	0
2014-10-28	SELL	135	379.7	225.54	102.95	50,931.01	-792.96
2014-12-07	BUY	145	350.3	223.49	102.72	-51,119.71	0
2015-01-08	SELL	145	365.8	233.38	108.07	52,699.55	1,579.84
2015-01-13	BUY	143	366	230.29	106.63	-52,674.92	0
2015-02-10	SELL	143	343	215.82	99.72	48,733.46	-3,941.46
2015-02-15	BUY	138	350	212.52	98.07	-48,610.59	0
2015-03-15	SELL	138	328	199.16	91.84	44,973	-3,637.6
2015-03-29	BUY	128	348	195.99	90.07	-44,830.07	0
2015-04-27	SELL	128	318.5	179.38	82.14	40,506.48	-4,323.59
2015-06-14	BUY	121	335	178.35	81.6	-40,794.95	0
2015-07-13	SELL	121	346.9	184.69	84.57	41,705.64	910.68
2015-07-22	BUY	123	335.2	181.41	83.02	-41,494.03	0
2015-08-19	SELL	123	318.9	172.59	78.97	38,973.14	-2,520.89
2015-12-01	BUY	145	267.9	170.92	79.58	-39,096	0
2015-12-30	SELL	145	253	161.41	74.94	36,448.64	-2,647.35
2016-01-18	BUY	139	259.5	158.71	74.34	-36,303.55	0
2016-02-15	SELL	139	255	155.96	72.18	35,216.86	-1,086.69
2016-04-24	BUY	141	248.6	154.23	72.6	-35,279.44	0
2016-05-24	SELL	141	256.7	159.26	74.28	35,961.16	681.72
2016-05-29	BUY	140	255.2	157.2	73.43	-35,958.63	0
2016-06-26	SELL	140	250	154	72.38	34,773.62	-1,185.02
2016-07-13	BUY	135	256.8	152.54	71.56	-34,892.1	0
2016-07-28	SELL	135	275.99	163.94	75.41	37,019.31	2,127.21
2016-08-02	BUY	133	275.5	161.22	74.1	-36,876.83	0
2016-09-01	SELL	133	262.9	153.85	71.35	34,740.5	-2,136.32
2016-09-27	BUY	129	269.2	152.8	71.64	-34,951.24	0
2016-10-27	SELL	129	279.9	158.87	73.56	35,874.67	923.44
2016-11-01	BUY	130	273	156.16	72.26	-35,718.42	0
2016-11-29	SELL	130	285.2	163.13	75.08	36,837.78	1,119.37
2017-01-09	BUY	126	290	160.78	74.16	-36,774.94	0
2017-02-06	SELL	126	304	168.54	77.31	38,058.15	1,283.21
2017-02-09	BUY	123	308	166.69	76.46	-38,127.15	0
2017-03-12	SELL	123	318.7	172.48	79.28	38,948.34	821.19
2017-03-30	BUY	117	330	169.88	78.41	-38,858.29	0
2017-04-27	SELL	117	339.9	174.98	80.59	39,512.73	654.44