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 2.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2014-06-08	BUY	219	284	273.66	125.45	-62,595.11	0
2014-06-17	SELL	219	303.7	292.65	134.02	66,083.63	3,488.52
2014-06-22	BUY	222	296.5	289.62	132.58	-66,245.2	0
2014-07-21	SELL	222	289.4	282.69	129.93	63,834.18	-2,411.01
2014-08-04	BUY	204	310.8	278.97	127.95	-63,810.12	0
2014-08-11	SELL	204	330.06	296.27	135.62	66,901.17	3,091.05
2014-08-14	BUY	193	344.2	292.29	133.66	-66,856.56	0
2014-09-14	SELL	193	338.7	287.62	131.68	64,949.8	-1,906.76
2014-09-24	BUY	170	379.7	284.02	129.97	-64,962.99	0
2014-09-29	SELL	170	392.2	293.37	134.19	66,246.45	1,283.46
2014-10-14	BUY	177	372.6	290.18	132.58	-66,372.96	0
2014-11-12	SELL	177	354.2	275.85	126.31	62,291.24	-4,081.72
2014-12-04	BUY	175	352.6	271.5	125.03	-62,101.53	0
2015-01-07	SELL	175	364	280.28	130.14	63,289.58	1,188.05
2015-01-13	BUY	172	366	276.99	128.74	-63,357.73	0
2015-02-10	SELL	172	343	259.58	120.34	58,616.07	-4,741.65
2015-03-18	BUY	171	340	255.82	118.22	-58,514.04	0
2015-03-30	SELL	171	352.8	265.45	122.3	59,941.05	1,427.02
2015-04-06	BUY	169	353	262.49	120.55	-60,040.04	0
2015-04-26	SELL	169	324.1	241	110.57	54,421.33	-5,618.71
2015-06-14	BUY	161	335	237.31	108.81	-54,281.12	0
2015-06-22	SELL	161	328.9	232.99	106.77	52,613.13	-1,667.99
2015-07-02	BUY	159	330.1	230.94	105.98	-52,822.82	0
2015-07-08	SELL	159	328	229.47	105.3	51,817.23	-1,005.59
2015-07-13	BUY	148	346.9	225.9	103.61	-51,670.72	0
2015-08-03	SELL	148	328.5	213.92	97.88	48,306.2	-3,364.51
2015-12-01	BUY	180	267.9	212.18	99.35	-48,533.53	0
2015-12-06	SELL	180	272	215.42	100.69	48,643.89	110.36
2016-01-19	BUY	183	263.3	212.01	100.14	-48,496.05	0
2016-01-24	SELL	183	266	214.18	100.12	48,363.7	-132.34
2016-01-27	BUY	179	268	211.08	98.51	-48,281.58	0
2016-02-01	SELL	179	257	202.41	94.25	45,706.33	-2,575.25
2016-04-24	BUY	183	248.6	200.17	95.2	-45,789.17	0
2016-04-27	SELL	183	251	202.11	95.48	45,635.41	-153.76
2016-05-03	BUY	184	247	199.97	94.53	-45,742.5	0
2016-05-08	SELL	184	247	199.97	94.25	45,153.78	-588.72
2016-05-11	BUY	178	252.1	197.44	92.65	-45,163.89	0
2016-05-16	SELL	178	252	197.37	92.55	44,566.08	-597.82
2016-05-19	BUY	174	254.6	194.92	91.39	-44,586.71	0
2016-05-25	SELL	174	256.6	196.45	92.2	44,359.75	-226.96
2016-05-30	BUY	171	257	193.37	90.93	-44,231.29	0
2016-06-02	SELL	171	256.7	193.14	90.82	43,611.74	-619.56
2016-06-07	BUY	170	255.1	190.81	89.77	-43,647.58	0
2016-06-12	SELL	170	255.2	190.89	89.81	43,103.3	-544.29
2016-06-29	BUY	169	253.9	188.8	89.15	-43,187.05	0
2016-07-11	SELL	169	253	188.13	88.47	42,480.4	-706.64
2016-07-16	BUY	164	257	185.45	87.26	-42,420.71	0
2016-07-19	SELL	164	259.4	187.18	87.73	42,266.68	-154.03
2016-07-24	BUY	160	263	185.15	86.22	-42,351.37	0
2016-07-28	SELL	160	280.28	197.32	90.98	44,556.5	2,205.13
2016-08-07	BUY	159	277.4	194.07	89.38	-44,390.05	0
2016-09-06	SELL	159	268	187.49	87.52	42,336.98	-2,053.07
2016-09-25	BUY	158	267.1	185.69	87.7	-42,475.19	0
2016-10-25	SELL	158	285	198.13	92.23	44,739.64	2,264.45
2016-11-02	BUY	159	278.5	194.84	90.56	-44,566.89	0
2016-11-30	SELL	159	289.9	202.81	93.6	45,797.68	1,230.79
2016-12-05	BUY	160	284	199.94	92.25	-45,732.19	0
2017-01-04	SELL	160	286.1	201.41	93.32	45,481.27	-250.92
2017-01-09	BUY	156	290	199.06	92.14	-45,531.19	0
2017-01-25	SELL	156	301.84	207.18	95.31	46,784.54	1,253.35
2017-02-01	BUY	155	301	205.28	94.33	-46,954.61	0
2017-02-26	SELL	155	315.2	214.97	99.03	48,542.01	1,587.39
2017-03-05	BUY	154	311.9	211.34	97.44	-48,341.39	0
2017-04-03	SELL	154	338.3	229.23	106.12	51,762.85	3,421.46
2017-04-13	BUY	151	342	227.22	104.89	-51,974.11	0
2017-05-15	SELL	151	335.6	222.97	104.2	50,348.43	-1,625.69
2017-05-24	BUY	151	331.1	219.98	103	-50,319.08	0
2017-06-21	SELL	151	335.8	223.11	104.19	50,378.51	59.43
2017-06-29	BUY	146	341	219.06	101.68	-50,106.74	0
2017-07-18	SELL	146	367.5	236.08	108.22	53,310.7	3,203.96
2017-07-25	BUY	144	369	233.8	107.1	-53,476.9	0
2017-08-20	SELL	144	386.9	245.14	112.58	55,356.45	1,879.55
2017-08-29	BUY	141	388.9	241.27	110.97	-55,187.14	0
2017-09-11	SELL	141	426.3	264.48	121.85	59,721.98	4,534.83
2017-09-14	BUY	141	423.1	262.49	120.74	-60,040.34	0
2017-10-15	SELL	141	429	266.15	122.77	60,100.08	59.75
2017-10-22	BUY	138	430	261.1	120.68	-59,721.77	0
2017-10-29	SELL	138	444.23	269.74	124.35	60,910.2	1,188.43
2017-11-05	BUY	138	440.8	267.65	123.44	-61,221.5	0
2017-11-15	SELL	138	496.76	301.63	138.67	68,112.85	6,891.36
2017-11-23	BUY	140	483	297.53	136.56	-68,054.09	0
2017-12-21	SELL	140	462.4	284.84	131.13	64,320.03	-3,734.06
2017-12-28	BUY	136	469.4	280.89	129.32	-64,248.61	0
2018-01-28	SELL	136	510	305.18	140.36	68,914.46	4,665.85
2018-02-01	BUY	136	504	301.59	138.48	-68,984.07	0
2018-03-04	SELL	136	485.5	290.52	133.91	65,603.57	-3,380.5
2018-03-07	BUY	133	487.9	285.52	131.82	-65,308.04	0
2018-04-05	SELL	133	477	279.14	129.51	63,032.35	-2,275.69
2018-04-11	BUY	130	483.2	276.39	128.18	-63,220.57	0
2018-05-14	SELL	130	465.6	266.32	122.67	60,139.01	-3,081.56
2018-10-25	BUY	157	381	263.19	122.56	-60,202.75	0
2018-10-30	SELL	157	383	264.58	123.02	59,743.41	-459.35
2018-11-04	BUY	155	382	260.52	121.19	-59,591.72	0
2018-11-07	SELL	155	375	255.75	119.36	57,749.89	-1,841.83
2018-11-12	BUY	152	379	253.48	118.53	-57,980.01	0
2018-11-15	SELL	152	368	246.12	114.98	55,574.91	-2,405.1
2019-01-02	BUY	150	368	242.88	114.31	-55,557.19	0
2019-01-07	SELL	150	375	247.5	116.36	55,886.14	328.95
2019-01-10	BUY	145	383.2	244.48	113.78	-55,922.26	0
2019-01-15	SELL	145	390	248.82	115.42	56,185.76	263.5

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