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 2.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2014-04-30	BUY	245	268.9	289.87	132.39	-66,302.76	0
2014-05-25	SELL	245	252.77	272.48	124.64	61,530.55	-4,772.21
2014-06-05	BUY	214	285.9	269.2	123.33	-61,575.14	0
2014-12-09	SELL	214	355.3	334.55	154.77	75,544.88	13,969.74
2014-12-14	BUY	211	355.8	330.32	152.85	-75,556.98	0
2015-01-26	SELL	211	334.45	310.51	144.76	70,114.11	-5,442.87
2015-02-11	BUY	200	347.9	306.15	142.39	-70,028.55	0
2015-03-09	SELL	200	327.03	287.78	133.65	64,983.77	-5,044.78
2015-03-18	BUY	190	340	284.24	131.6	-65,015.84	0
2015-04-26	SELL	190	324.1	270.95	124.45	61,183.6	-3,832.23
2015-05-20	BUY	181	335	266.79	123.35	-61,025.14	0
2015-05-25	SELL	181	323.3	257.48	119.04	58,140.78	-2,884.36
2015-05-28	BUY	176	327.9	253.93	117.13	-58,081.46	0
2015-06-02	SELL	176	329.5	255.16	117.31	57,619.53	-461.93
2015-06-08	BUY	175	327.5	252.18	115.84	-57,680.52	0
2015-06-11	SELL	175	325	250.25	114.87	56,509.88	-1,170.64
2015-06-16	BUY	169	332.6	247.32	113.37	-56,570.09	0
2015-06-22	SELL	169	328.9	244.57	112.12	55,227.41	-1,342.69
2015-07-02	BUY	166	330.1	241.11	110.69	-55,148.39	0
2015-07-08	SELL	166	328	239.57	109.99	54,098.44	-1,049.95
2015-07-13	BUY	155	346.9	236.59	108.56	-54,114.65	0
2015-07-22	SELL	155	335.2	228.61	104.8	51,622.59	-2,492.06
2015-07-27	BUY	152	338.6	226.46	103.72	-51,797.38	0
2015-08-03	SELL	152	328.5	219.7	100.54	49,611.76	-2,185.62
2015-11-02	BUY	197	249.8	216.53	99.92	-49,527.04	0
2015-11-05	SELL	197	248	214.97	99.28	48,541.75	-985.29
2015-11-10	BUY	193	250	212.3	98.26	-48,560.56	0
2015-11-15	SELL	193	250.2	212.47	98.5	47,977.63	-582.94
2015-11-18	BUY	187	254.5	209.4	97.43	-47,898.33	0
2015-11-23	SELL	187	254.8	209.65	97.76	47,340.19	-558.14
2015-11-26	BUY	186	253.1	207.14	96.74	-47,380.48	0
2015-12-01	SELL	186	267.9	219.25	102.76	49,507.39	2,126.91
2015-12-06	BUY	181	272	216.62	101.26	-49,549.88	0
2015-12-09	SELL	181	257.6	205.15	95.53	46,324.92	-3,224.96
2015-12-14	BUY	182	253	202.6	94.16	-46,342.76	0
2015-12-20	SELL	182	250.7	200.76	93.39	45,333.25	-1,009.51
2015-12-23	BUY	178	253.5	198.54	92.4	-45,413.94	0
2015-12-28	SELL	178	253.7	198.7	92.52	44,867.38	-546.56
2015-12-31	BUY	176	253	195.92	91.5	-44,815.43	0
2016-01-05	SELL	176	252.7	195.69	91.88	44,187.63	-627.8
2016-01-10	BUY	174	252	192.93	91.32	-44,132.25	0
2016-01-13	SELL	174	255.4	195.53	92.68	44,151.39	19.13
2016-01-18	BUY	169	259.5	192.96	90.97	-44,139.43	0
2016-01-21	SELL	169	269.8	200.62	93.74	45,301.84	1,162.41
2016-01-26	BUY	169	266.5	198.17	92.37	-45,329.04	0
2016-01-31	SELL	169	262.5	195.2	90.86	44,076.44	-1,252.59
2016-04-10	BUY	188	233	192.74	91.84	-44,088.57	0
2016-04-13	SELL	188	234	193.56	92.67	43,705.76	-382.81
2016-04-19	BUY	186	233.6	191.18	91.48	-43,732.26	0
2016-04-24	SELL	186	248.6	203.45	96.83	45,939.32	2,207.06
2016-04-27	BUY	182	251	201	94.94	-45,977.94	0
2016-05-03	SELL	182	247	197.8	93.46	44,662.74	-1,315.2
2016-05-08	BUY	179	247	194.54	91.6	-44,499.14	0
2016-05-11	SELL	179	252.1	198.55	93.19	44,834.16	335.02
2016-05-16	BUY	177	252	196.26	92.02	-44,892.28	0
2016-05-19	SELL	177	254.6	198.28	93.01	44,772.9	-119.37
2016-05-25	BUY	173	256.6	195.32	91.65	-44,678.77	0
2016-05-30	SELL	173	257	195.63	92.03	44,173.34	-505.43
2016-06-02	BUY	171	256.7	193.14	90.82	-44,179.66	0
2016-06-07	SELL	171	255.1	191.94	90.32	43,339.85	-839.82
2016-07-14	BUY	168	257	189.97	89.55	-43,455.53	0
2016-07-18	SELL	168	259	191.45	90.08	43,230.46	-225.07
2016-07-21	BUY	160	268	188.67	88.01	-43,156.68	0
2016-09-20	SELL	160	262	184.45	86.9	41,648.65	-1,508.03
2016-09-29	BUY	154	269	182.27	86.17	-41,694.45	0
2017-03-23	SELL	154	317	214.8	99.54	48,503.66	6,809.21
2017-03-30	BUY	146	330	211.99	98.21	-48,490.2	0
2017-09-26	SELL	146	410	263.38	121.18	59,475.44	10,985.24
2017-10-12	BUY	137	430	259.2	119.41	-59,288.62	0
2018-04-04	SELL	137	478	288.14	133.78	65,064.08	5,775.46
2018-04-09	BUY	136	477	285.44	132.63	-65,290.06	0
2018-05-17	SELL	136	448.38	268.31	123.6	60,587.77	-4,702.29
2018-06-25	BUY	147	408.9	264.48	121.52	-60,494.29	0
2018-06-28	SELL	147	398	257.43	118.1	58,130.47	-2,363.82
2018-07-04	BUY	153	378	254.47	116.72	-58,205.19	0
2018-07-09	SELL	153	389	261.87	120.2	59,134.92	929.73
2018-07-12	BUY	152	385	257.49	118.23	-58,895.71	0
2018-07-17	SELL	152	392	262.17	120.35	59,201.48	305.76
2018-07-22	BUY	146	404	259.53	119.2	-59,362.73	0
2018-07-25	SELL	146	396.9	254.97	117.45	57,574.98	-1,787.75
2018-07-30	BUY	147	390.2	252.38	116.53	-57,728.31	0
2018-08-02	SELL	147	390	252.25	116.55	56,961.2	-767.11
2018-08-07	BUY	150	376	248.16	114.6	-56,762.76	0
2018-08-12	SELL	150	364	240.24	110.76	54,249	-2,513.76
2018-08-27	BUY	143	377.7	237.65	110.29	-54,359.04	0
2018-08-30	SELL	143	385.2	242.37	112.57	54,728.67	369.63
2018-09-05	BUY	140	389	239.62	111.22	-54,810.85	0
2018-09-10	SELL	140	380	234.08	108.56	52,857.36	-1,953.49
2018-09-13	BUY	139	378	231.18	107.3	-52,880.48	0
2018-09-18	SELL	139	368.1	225.13	104.87	50,835.9	-2,044.58
2018-10-01	BUY	135	372.4	221.21	102.66	-50,597.87	0
2018-10-04	SELL	135	374.9	222.69	103.27	50,285.54	-312.32
2018-10-09	BUY	139	359.6	219.93	101.82	-50,306.15	0
2018-10-14	SELL	139	365.5	223.54	103.47	50,477.49	171.35
2018-10-17	BUY	139	362.6	221.77	102.64	-50,725.81	0
2018-10-22	SELL	139	363.8	222.5	103.37	50,242.33	-483.48
2018-10-25	BUY	131	381	219.61	101.86	-50,232.47	0
2018-10-30	SELL	131	383	220.76	102.26	49,849.97	-382.49
2018-11-04	BUY	129	382	216.82	100.48	-49,595.3	0
2018-11-07	SELL	129	375	212.85	98.91	48,063.24	-1,532.06

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