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 3.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2018-11-12	BUY	126	379	210.12	97.79	-48,061.91	0
2018-11-15	SELL	126	368	204.02	94.87	46,069.11	-1,992.79
2018-12-26	BUY	127	360.5	201.45	94.48	-46,079.43	0
2019-01-02	SELL	127	368	205.64	96.27	46,434.09	354.66
2019-01-07	BUY	123	375	202.95	94.84	-46,422.79	0
2019-01-10	SELL	123	383.2	207.39	96.17	46,830.04	407.25
2019-01-15	BUY	120	390	205.92	95.19	-47,101.11	0
2019-01-20	SELL	120	375	198	91.38	44,710.62	-2,390.48
2019-01-23	BUY	113	391	194.41	89.59	-44,466.99	0
2019-02-13	SELL	113	388	192.91	88.3	43,562.78	-904.21
2019-03-24	BUY	109	398	190.88	87.77	-43,660.65	0
2019-04-07	SELL	109	385	184.65	84.74	41,695.61	-1,965.04
2019-05-29	BUY	118	350	181.72	84.7	-41,566.42	0
2019-06-10	SELL	118	355.1	184.37	86.1	41,631.34	64.92
2019-06-13	BUY	115	360.3	182.31	85.17	-41,701.98	0
2019-06-18	SELL	115	358.3	181.3	84.75	40,938.45	-763.53
2019-06-23	BUY	113	359.6	178.79	83.52	-40,897.12	0
2019-06-26	SELL	113	360	178.99	83.44	40,417.57	-479.55
2019-07-02	BUY	110	365	176.66	82.19	-40,408.85	0
2019-07-07	SELL	110	358.8	173.66	80.8	39,213.54	-1,195.31
2019-08-06	BUY	121	321.8	171.33	79.15	-39,188.28	0
2019-08-18	SELL	121	318	169.3	78.2	38,230.5	-957.78
2019-08-21	BUY	117	327	168.34	77.88	-38,505.22	0
2019-08-26	SELL	117	316.7	163.04	75.49	36,815.37	-1,689.85
2019-08-29	BUY	115	316.8	160.3	74.23	-36,666.53	0
2019-09-03	SELL	115	300	151.8	70.22	34,277.98	-2,388.55
2019-09-16	BUY	111	306.6	149.74	69.26	-34,251.6	0
2019-09-19	SELL	111	320	156.29	72.36	35,291.35	1,039.75
2019-09-24	BUY	96	363.9	153.71	70.69	-35,158.8	0
2019-09-29	SELL	96	360	152.06	69.81	34,338.13	-820.67
2019-10-02	BUY	98	349	150.49	69.08	-34,421.57	0
2019-10-07	SELL	98	345.1	148.81	68.34	33,602.65	-818.92
2019-10-13	BUY	101	331.2	147.19	67.61	-33,665.99	0
2019-10-16	SELL	101	330	146.65	67.35	33,116	-549.99
2019-11-21	BUY	101	325	144.43	66.54	-33,035.97	0
2019-11-26	SELL	101	306	135.99	62.53	30,707.49	-2,328.48
2019-12-01	BUY	96	318	134.32	61.7	-30,724.03	0
2019-12-04	SELL	96	310	130.94	60.13	29,568.93	-1,155.1
2020-01-22	BUY	108	272.8	129.63	59.63	-29,651.67	0
2020-01-27	SELL	108	273	129.73	59.65	29,294.62	-357.05
2020-01-30	BUY	111	262.9	128.4	58.94	-29,369.24	0
2020-02-04	SELL	111	273	133.33	61.15	30,108.51	739.27
2020-02-09	BUY	115	260.7	131.91	60.47	-30,172.88	0
2020-02-12	SELL	115	261.9	132.52	60.74	29,925.24	-247.64
2020-02-19	BUY	111	266.8	130.31	59.74	-29,804.84	0
2020-02-24	SELL	111	319.8	156.19	71.5	35,270.11	5,465.27
2020-02-27	BUY	122	288.1	154.65	70.74	-35,373.59	0
2020-03-03	SELL	122	273.9	147.03	67.23	33,201.54	-2,172.05
2020-06-11	BUY	138	238.8	145	66.81	-33,166.21	0
2020-07-09	SELL	138	238.8	145	72.11	32,737.29	-428.92
2020-07-14	BUY	135	240.6	142.92	66.78	-32,690.7	0
2020-07-19	SELL	135	243	144.34	66.91	32,593.75	-96.94
2020-07-22	BUY	131	246.5	142.08	65.56	-32,499.15	0
2020-07-27	SELL	131	259.9	149.81	68.87	33,828.22	1,329.08
2020-07-30	BUY	132	255	148.1	67.96	-33,876.07	0
2020-08-09	SELL	132	255	148.1	67.8	33,444.1	-431.97
2020-08-13	BUY	115	290	146.74	67.11	-33,563.85	0
2021-02-03	SELL	115	369.7	187.07	85.95	42,242.48	8,678.62
2021-04-15	BUY	122	342	183.59	85.34	-41,992.93	0
2021-10-21	SELL	122	362.1	194.38	89.6	43,892.23	1,899.3
2021-11-15	BUY	121	360.2	191.77	89.48	-43,865.45	0
2021-12-01	SELL	121	359	191.13	90.68	43,157.19	-708.26
2021-12-06	BUY	119	362.8	189.96	89.81	-43,452.97	0
2021-12-15	SELL	119	357.3	187.08	88.5	42,243.11	-1,209.86
2022-01-11	BUY	119	350	183.26	85.83	-41,919.09	0
2022-01-16	SELL	119	359.9	188.44	88.14	42,551.52	632.43
2022-01-19	BUY	118	358.6	186.19	87.21	-42,588.2	0
2022-01-30	SELL	118	352	182.76	85.45	41,267.79	-1,320.4
2022-02-02	BUY	116	355	181.19	84.81	-41,446.01	0
2022-02-22	SELL	116	355.8	181.6	85.48	41,005.72	-440.28
2022-03-28	BUY	123	329.9	178.54	83.54	-40,839.79	0
2022-03-31	SELL	123	329.7	178.43	83.53	40,291.13	-548.65
2022-04-05	BUY	124	325.1	177.37	83.44	-40,573.22	0
2022-04-10	SELL	124	324.7	177.16	83.89	40,001.76	-571.46
2022-04-13	BUY	121	326	173.56	82.43	-39,701.99	0
2022-04-19	SELL	121	320	170.37	80.75	38,468.89	-1,233.1
2022-04-24	BUY	118	324.1	168.27	79.14	-38,491.21	0
2022-04-27	SELL	118	326.4	169.47	79.66	38,266.07	-225.14
2022-05-08	BUY	119	320.1	167.6	78.26	-38,337.77	0
2022-05-11	SELL	119	320.5	167.81	78.17	37,893.52	-444.25
2022-06-01	BUY	122	308	165.33	76.77	-37,818.1	0
2022-06-06	SELL	122	313.4	168.23	78.3	37,988.27	170.16
2022-06-09	BUY	123	308	166.69	77.56	-38,128.25	0
2022-06-14	SELL	123	306	165.61	77.53	37,394.86	-733.39
2022-06-19	BUY	121	307	163.45	76.75	-37,387.2	0
2022-06-22	SELL	121	306.9	163.39	76.6	36,894.91	-492.29
2022-06-27	BUY	120	305.5	161.3	75.69	-36,896.99	0
2022-06-30	SELL	120	294.9	155.71	72.49	35,159.8	-1,737.19
2022-07-26	BUY	121	289.4	154.08	70.95	-35,242.42	0
2022-07-31	SELL	121	287.3	152.96	70.44	34,539.91	-702.52
2022-08-03	BUY	114	301.2	151.08	69.57	-34,557.45	0
2022-08-08	SELL	114	302.9	151.93	70.14	34,308.52	-248.93
2022-08-14	BUY	118	288	149.53	69.01	-34,202.53	0
2022-08-21	SELL	118	287	149.01	68.61	33,648.38	-554.15
2022-08-30	BUY	113	295.2	146.77	67.57	-33,571.95	0
2022-09-04	SELL	113	295	146.67	67.51	33,120.82	-451.13
2022-09-07	BUY	114	288.5	144.71	66.63	-33,100.34	0
2022-09-12	SELL	114	286.9	143.91	66.28	32,496.41	-603.93
2022-09-15	BUY	113	287	142.7	65.89	-32,639.58	0
2022-09-20	SELL	113	287.2	142.8	66.04	32,244.76	-394.82

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