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: -5.6%. 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

#256 · Flow: Range flow

Full-history NAV৳37,919

Net return -62.1% · drawdown 62.7% · 158 closed positions

2024 onward NAV৳78,745

Net return -21.3% · drawdown 39.1% · 27 closed positions

2024 stress NAV৳55,657

Net return -44.3% · drawdown 46.2% · 20 closed positions

Variant 0; fixed stop 15.0%; maximum 20 sessions; gate EMA 50; continuous signal; exit EMA 200 break; trailing arms at 5.0%, distance 2.0%; partial sale at 0.0% (0 = off).

Account reconciliation

Cash৳37,919

Unsettled৳0

Holdings৳0

NAV৳37,919

Realized P&L৳-62,081

Unrealized P&L৳0

Fees৳74,935

Friction৳34,665

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳4.37e-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 #256

316 fills, including partial sales. Page 1.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2010-12-23	BUY	376	263.8	436.43	199.91	-99,825.14	0
2010-12-28	SELL	376	251.9	416.74	190.64	94,107.02	-5,718.12
2011-01-04	BUY	396	236.5	412.08	188.45	-94,254.53	0
2011-01-09	SELL	396	232.2	404.59	185	91,361.61	-2,892.91
2011-01-13	BUY	386	234.8	398.78	182.22	-91,213.81	0
2011-01-18	SELL	386	228.7	388.42	177.51	87,712.26	-3,501.55
2011-02-02	BUY	382	228.3	383.73	175.85	-87,770.17	0
2011-02-07	SELL	382	209.7	352.46	161.34	79,591.59	-8,178.58
2011-07-05	BUY	485	163.2	348.27	161.07	-79,661.34	0
2011-07-10	SELL	485	175.2	373.88	172.76	84,425.36	4,764.02
2011-07-13	BUY	468	179.3	369.21	170.13	-84,451.75	0
2011-07-19	SELL	468	195	401.54	184.83	90,673.63	6,221.88
2011-07-25	BUY	438	205.6	396.23	181.44	-90,630.47	0
2011-08-02	SELL	438	176.7	340.54	155.59	76,898.47	-13,732
2011-08-07	BUY	439	174	336.1	153.54	-76,875.64	0
2011-08-10	SELL	439	184.7	356.77	163.08	80,563.46	3,687.82
2011-08-16	BUY	442	181.1	352.2	160.99	-80,559.39	0
2011-08-21	SELL	442	177.6	345.4	157.97	77,995.83	-2,563.56
2011-08-25	BUY	431	179.7	340.78	156.22	-77,947.7	0
2011-09-06	SELL	431	171.8	325.8	149.81	73,570.19	-4,377.51
2011-10-27	BUY	449	162.8	321.63	148.79	-73,567.62	0
2011-11-01	SELL	449	164.5	324.99	150.05	73,385.46	-182.16
2011-11-13	BUY	458	159.2	320.82	148.05	-73,382.47	0
2011-11-16	SELL	458	161.7	325.86	150.38	73,582.36	199.89
2011-11-24	BUY	440	166.3	321.96	147.97	-73,641.93	0
2011-11-29	SELL	440	160	309.76	142.31	69,947.93	-3,694
2011-12-04	BUY	434	160	305.54	140.57	-69,886.1	0
2011-12-08	SELL	434	155.4	296.75	136.65	67,010.2	-2,875.91
2011-12-26	BUY	414	160.8	292.91	136	-67,000.11	0
2011-12-29	SELL	414	163.5	297.83	138.68	67,252.49	252.37
2012-01-08	BUY	371	180.4	294.48	135.9	-67,358.78	0
2012-01-12	SELL	371	174.7	285.18	131.08	64,397.44	-2,961.34
2012-01-18	BUY	391	163.6	281.46	129.25	-64,378.31	0
2012-01-23	SELL	391	161	276.98	127.12	62,546.89	-1,831.42
2012-03-04	BUY	398	156.2	273.54	125.61	-62,566.75	0
2012-03-07	SELL	398	151.4	265.13	121.77	59,870.3	-2,696.44
2012-03-21	BUY	345	172.4	261.7	120.42	-59,860.12	0
2012-03-27	SELL	345	182.87	277.59	127.6	62,684.26	2,824.14
2012-04-01	BUY	318	196	274.24	125.76	-62,728	0
2012-04-16	SELL	318	212.1	296.77	135.62	67,015.41	4,287.41
2012-04-22	BUY	309	214.9	292.18	133.42	-66,829.7	0
2012-04-25	SELL	309	221.2	300.74	137.31	67,912.75	1,083.05
2012-04-30	BUY	315	214.7	297.57	135.86	-68,063.93	0
2012-05-30	SELL	315	202.9	281.22	129.28	63,503	-4,560.94
2012-06-05	BUY	306	205.9	277.22	127.71	-63,410.33	0
2012-07-04	SELL	306	200.7	270.22	124.85	61,019.13	-2,391.21
2012-07-09	BUY	307	197.9	267.32	123.58	-61,146.2	0
2012-07-22	SELL	307	168.22	227.22	104.52	51,310.27	-9,835.94
2012-07-26	BUY	245	207.9	224.12	102.91	-51,262.53	0
2012-08-07	SELL	245	189.8	204.6	93.85	46,202.55	-5,059.98
2012-11-01	BUY	263	174.2	201.58	93.39	-46,109.58	0
2012-11-06	SELL	263	168.4	194.87	90.36	44,003.97	-2,105.6
2012-11-20	BUY	260	168.2	192.42	88.91	-44,013.33	0
2012-11-26	SELL	260	167	191.05	88.24	43,140.71	-872.62
2012-12-03	BUY	255	168.1	188.61	87.39	-43,141.5	0
2012-12-06	SELL	255	167.6	188.05	87.14	42,462.81	-678.69
2012-12-24	BUY	246	171.5	185.63	86.86	-42,461.49	0
2012-12-30	SELL	246	175	189.42	88.34	42,772.24	310.75
2013-01-03	BUY	248	171.6	187.25	87.38	-42,831.43	0
2013-01-08	SELL	248	171.4	187.03	87.28	42,232.89	-598.54
2013-01-13	BUY	247	170	184.76	86.25	-42,261.01	0
2013-01-16	SELL	247	169.6	184.32	86.12	41,620.76	-640.24
2013-02-07	BUY	243	170.1	181.87	84.67	-41,600.84	0
2013-02-12	SELL	243	165.1	176.52	81.75	39,861.02	-1,739.82
2013-05-15	BUY	256	154.7	174.25	83.11	-39,860.56	0
2013-05-20	SELL	256	166.2	187.21	88.75	42,271.24	2,410.68
2013-05-26	BUY	257	163.7	185.11	86.91	-42,342.92	0
2013-06-04	SELL	257	175.62	198.59	92.34	44,842.39	2,499.47
2013-06-09	BUY	252	176.5	195.7	90.38	-44,764.08	0
2013-06-12	SELL	252	178.1	197.48	91	44,592.72	-171.36
2013-06-18	BUY	252	175.7	194.82	89.71	-44,560.93	0
2013-06-24	SELL	252	188.55	209.07	96.19	47,209.85	2,648.92
2013-06-30	BUY	262	178.9	206.24	94.72	-47,172.76	0
2013-07-07	SELL	262	186.1	214.54	98.49	48,445.69	1,272.94
2013-07-14	BUY	228	211.5	212.18	97.04	-48,531.22	0
2013-07-17	SELL	228	232.5	233.24	106.52	52,670.24	4,139.02
2013-07-22	BUY	289	180.9	230.03	104.95	-52,615.08	0
2013-07-31	SELL	289	184.2	234.23	106.87	52,892.7	277.61
2013-08-27	BUY	251	209.8	231.7	106.09	-52,997.59	0
2013-09-02	SELL	251	214.7	237.11	108.45	53,544.14	546.55
2013-09-05	BUY	251	212	234.13	106.99	-53,553.12	0
2013-10-03	SELL	251	187.8	207.41	95.14	46,835.25	-6,717.87
2013-10-29	BUY	248	187.2	204.27	95.17	-46,725.04	0
2013-11-05	SELL	248	194.6	212.35	98.8	47,949.66	1,224.61
2013-11-11	BUY	243	196.4	209.99	97.22	-48,032.41	0
2013-11-21	SELL	243	209.9	224.43	103.18	50,678.09	2,645.69
2013-11-26	BUY	251	200	220.88	101.37	-50,522.25	0
2013-12-26	SELL	251	199.8	220.66	101.94	49,827.2	-695.05
2014-01-07	BUY	239	207.7	218.42	101.08	-49,959.79	0
2014-01-27	SELL	239	213.4	224.41	103.44	50,674.75	714.95
2014-02-03	BUY	237	212.2	221.28	101.81	-50,614.49	0
2014-03-03	SELL	237	220.3	229.73	105.44	51,875.93	1,261.44
2014-03-06	BUY	240	214.7	226.72	103.97	-51,858.69	0
2014-04-07	SELL	240	240.7	254.18	116.9	57,396.92	5,538.23
2014-04-17	BUY	224	254.6	250.93	114.72	-57,396.05	0
2014-04-27	SELL	224	265.8	261.97	119.62	59,157.61	1,761.55
2014-05-04	BUY	224	262.9	259.11	118.27	-59,266.98	0
2014-05-11	SELL	224	269.5	265.62	121.3	59,981.08	714.1
2014-05-15	BUY	225	264.5	261.86	119.62	-59,893.98	0
2014-06-03	SELL	225	280.67	277.87	127.36	62,745.97	2,852