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: -7.8%. 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

#273 · MACD

Full-history NAV৳25,143

Net return -74.9% · drawdown 75.2% · 196 closed positions

2024 onward NAV৳57,569

Net return -42.4% · drawdown 43.2% · 43 closed positions

2024 stress NAV৳33,095

Net return -66.9% · drawdown 66.9% · 28 closed positions

Variant 3; fixed stop 6.0%; maximum 120 sessions; gate None; continuous signal; exit EMA 200 break; trailing arms at 0.0%, distance 0.0%; partial sale at 0.0% (0 = off).

Account reconciliation

Cash৳121

Unsettled৳0

Holdings৳25,022

NAV৳25,143

Realized P&L৳-74,304

Unrealized P&L৳-553

Fees৳77,869

Friction৳36,165

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳7.28e-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 #273

393 fills, including partial sales. Page 1.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2010-12-02	BUY	429	231.4	436.79	200.74	-99,908.14	0
2010-12-07	SELL	429	223	420.93	193.56	95,052.5	-4,855.63
2010-12-22	BUY	350	269.9	415.65	190.47	-95,071.12	0
2010-12-27	SELL	350	258.4	397.94	182.02	89,860.05	-5,211.08
2010-12-30	BUY	363	245.8	392.59	179.5	-89,797.49	0
2011-01-04	SELL	363	236.5	377.74	172.66	85,299.1	-4,498.39
2011-03-13	BUY	493	172.1	373.32	171.56	-85,390.18	0
2011-03-16	SELL	493	178.1	386.33	177.71	87,239.25	1,849.08
2011-03-22	BUY	505	171.7	381.52	175.57	-87,265.59	0
2011-03-27	SELL	505	163.3	362.85	167.04	81,936.61	-5,328.98
2011-03-30	BUY	488	166.8	358.15	164.97	-81,921.52	0
2011-04-04	SELL	488	170.1	365.24	168.29	82,475.27	553.75
2011-04-10	BUY	481	170.4	360.63	166.3	-82,489.33	0
2011-04-13	SELL	481	170.4	360.63	166.64	81,435.12	-1,054.21
2011-04-19	BUY	487	166	355.7	164.49	-81,362.19	0
2011-04-24	SELL	487	160.3	343.49	158.87	77,563.74	-3,798.45
2011-04-27	BUY	485	158.8	338.88	156.69	-77,513.57	0
2011-05-03	SELL	485	153	326.5	151.05	73,727.45	-3,786.12
2011-05-19	BUY	493	148.7	322.56	150.75	-73,782.41	0
2011-05-24	SELL	493	142.5	309.11	144.7	69,798.69	-3,983.73
2011-05-31	BUY	467	148.5	305.14	143.51	-69,798.15	0
2011-06-05	SELL	467	147.4	302.88	142.34	68,390.59	-1,407.56
2011-06-08	BUY	463	146.8	299.06	140.77	-68,408.23	0
2011-06-13	SELL	463	144.4	294.17	137.86	66,425.17	-1,983.07
2011-06-16	BUY	468	140.9	290.14	135.84	-66,367.18	0
2011-06-21	SELL	468	140.6	289.52	135.38	65,375.9	-991.28
2011-06-28	BUY	421	154.5	286.2	132.89	-65,463.59	0
2011-07-03	SELL	421	167.1	309.54	143.16	69,896.41	4,432.82
2011-07-06	BUY	423	164	305.24	140.83	-69,818.07	0
2011-07-11	SELL	423	174.4	324.59	149.49	73,297.11	3,479.04
2011-07-17	BUY	411	177.1	320.27	147.12	-73,255.48	0
2011-07-21	SELL	411	215.8	390.25	179.06	88,124.49	14,869
2011-07-26	BUY	426	205.5	385.19	176.29	-88,104.48	0
2011-08-01	SELL	426	181.6	340.39	155.51	76,865.7	-11,238.78
2011-08-02	BUY	1	176.7	0.78	0.35	-177.83	0
2011-08-07	SELL	1	174	0.77	0.35	172.89	-4.94
2011-10-27	BUY	470	162.8	336.67	155.87	-77,008.55	0
2011-11-01	SELL	470	164.5	340.19	157.19	76,817.63	-190.92
2011-11-13	BUY	479	159.2	335.53	154.95	-76,747.28	0
2011-11-16	SELL	479	161.7	340.8	157.38	76,956.12	208.84
2011-11-21	BUY	466	164.3	336.88	155.31	-77,055.99	0
2011-11-24	SELL	466	166.3	340.98	156.82	76,998	-57.99
2011-11-29	BUY	478	160	336.51	154.74	-76,971.26	0
2011-12-04	SELL	478	160	336.51	155.01	75,988.48	-982.78
2011-12-27	BUY	464	162.6	331.96	154.76	-75,933.12	0
2012-01-01	SELL	464	171.1	349.32	163.27	78,877.81	2,944.69
2012-01-04	BUY	442	177.3	344.81	160.04	-78,871.45	0
2012-01-12	SELL	442	174.7	339.76	156.5	76,721.14	-2,150.31
2012-01-18	BUY	466	163.6	335.45	154.35	-76,727.39	0
2012-01-23	SELL	466	161	330.11	151.79	74,544.1	-2,183.3
2012-03-01	BUY	473	156.5	325.71	149.84	-74,500.05	0
2012-03-06	SELL	473	153.4	319.26	146.9	72,092.04	-2,408.01
2012-03-11	BUY	462	155	315.08	145.13	-72,070.22	0
2012-03-14	SELL	462	160.6	326.47	150.79	73,719.94	1,649.73
2012-03-20	BUY	424	172.8	322.38	148.72	-73,738.3	0
2012-07-22	SELL	424	162.43	303.03	139.93	68,428.2	-5,310.09
2012-07-25	BUY	331	205.5	299.29	137.97	-68,457.76	0
2012-08-05	SELL	331	189.1	275.41	126.76	62,189.94	-6,267.82
2012-09-24	BUY	357	173.2	272.06	125.07	-62,229.53	0
2012-09-27	SELL	357	167.8	263.58	121.25	59,519.77	-2,709.76
2012-10-02	BUY	353	167.3	259.85	119.56	-59,436.31	0
2012-10-07	SELL	353	167.6	260.32	119.83	58,782.65	-653.66
2012-10-10	BUY	357	163.6	256.98	118.49	-58,780.67	0
2012-10-15	SELL	357	162.5	255.26	118.04	57,639.2	-1,141.47
2012-10-31	BUY	328	174.8	252.27	117.58	-57,704.25	0
2012-11-05	SELL	328	168.3	242.89	113.04	54,846.47	-2,857.78
2012-11-08	BUY	321	169.5	239.4	111.73	-54,760.63	0
2012-11-13	SELL	321	167.5	236.58	110.43	53,420.49	-1,340.14
2012-11-19	BUY	309	172.1	233.99	108.58	-53,521.47	0
2012-11-22	SELL	309	169.1	229.91	106.55	51,915.44	-1,606.02
2012-11-28	BUY	311	165.8	226.88	105.25	-51,895.93	0
2012-12-03	SELL	311	168.1	230.03	107.03	51,942.04	46.11
2012-12-06	BUY	308	167.6	227.13	105.67	-51,953.6	0
2012-12-11	SELL	308	166.6	225.78	105.07	50,981.95	-971.65
2012-12-20	BUY	298	169.9	222.77	104.91	-50,957.88	0
2012-12-26	SELL	298	174	228.15	107.32	51,516.53	558.65
2013-01-01	BUY	297	172.6	225.55	105.59	-51,593.34	0
2013-01-06	SELL	297	172.4	225.29	105.67	50,871.83	-721.51
2013-01-09	BUY	295	170.9	221.83	104.09	-50,741.42	0
2013-01-14	SELL	295	170.1	220.79	103.6	49,855.11	-886.31
2013-02-06	BUY	287	172.8	218.21	102.23	-49,914.04	0
2013-02-11	SELL	287	165.9	209.5	97.53	47,306.27	-2,607.77
2013-03-25	BUY	326	144.4	207.13	98.5	-47,380.02	0
2013-03-31	SELL	326	146.9	210.71	101.35	47,577.33	197.31
2013-04-03	BUY	318	148.6	207.92	99.68	-47,562.4	0
2013-04-08	SELL	318	145.9	204.14	97.83	46,094.22	-1,468.18
2013-04-11	BUY	314	145.8	201.44	96.3	-46,078.94	0
2013-04-17	SELL	314	144.6	199.78	95.63	45,108.99	-969.95
2013-04-22	BUY	310	144.4	196.96	94.35	-45,055.31	0
2013-04-25	SELL	310	145.2	198.05	95.01	44,718.93	-336.38
2013-04-30	BUY	309	143.8	195.51	94.13	-44,723.84	0
2013-05-06	SELL	309	145.9	198.37	96.12	44,788.61	64.77
2013-05-09	BUY	300	148.3	195.76	94.7	-44,780.45	0
2013-05-14	SELL	300	157.4	207.77	100.24	46,911.99	2,131.54
2013-05-20	BUY	281	166.2	205.49	97.81	-47,005.5	0
2013-07-31	SELL	281	184.2	227.74	103.9	51,428.55	4,423.05
2013-08-26	BUY	242	210.5	224.14	102.61	-51,267.75	0
2013-09-12	SELL	242	196.3	209.02	95.4	47,200.18	-4,067.58
2013-10-29	BUY	251	187.2	206.74	96.35	-47,290.29	0
2014-04-27	SELL	251	265.8	293.55	134.11	66,288.14	18,997.84