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: -8.8%. 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

#280 · MACD

Full-history NAV৳20,877

Net return -79.1% · drawdown 79.4% · 208 closed positions

2024 onward NAV৳54,046

Net return -46.0% · drawdown 46.6% · 43 closed positions

2024 stress NAV৳36,159

Net return -63.8% · drawdown 63.8% · 28 closed positions

Variant 3; fixed stop 22.0%; maximum 60 sessions; gate None; continuous signal; exit EMA 200 break; trailing arms at 12.0%, distance 4.5%; partial sale at 15.0% (0 = off).

Account reconciliation

Cash৳142

Unsettled৳240

Holdings৳20,494

NAV৳20,877

Realized P&L৳-78,705

Unrealized P&L৳-419

Fees৳85,204

Friction৳39,620

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳8.37e-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 #280

429 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
2010-12-28	SELL	350	251.9	387.93	177.38	87,599.7	-7,471.42
2011-01-02	BUY	351	247.8	382.7	174.95	-87,535.45	0
2011-01-05	SELL	351	234.4	362.01	165.43	81,746.96	-5,788.5
2011-03-13	BUY	472	172.1	357.42	164.17	-81,752.79	0
2011-03-16	SELL	472	178.1	369.88	170.06	83,523.27	1,770.48
2011-03-22	BUY	484	171.7	365.65	168.18	-83,636.64	0
2011-03-27	SELL	484	163.3	347.76	160.01	78,529.43	-5,107.21
2011-03-30	BUY	467	166.8	342.74	157.78	-78,396.12	0
2011-04-04	SELL	467	170.1	349.52	160.96	78,926.22	530.1
2011-04-10	BUY	461	170.4	345.64	159.29	-79,059.33	0
2011-04-13	SELL	461	170.4	345.64	159.61	78,049.15	-1,010.18
2011-04-19	BUY	467	166	341.1	157.62	-78,020.72	0
2011-04-24	SELL	467	160.3	329.38	152.23	74,378.48	-3,642.24
2011-04-27	BUY	465	158.8	324.9	150.13	-74,317.03	0
2011-05-03	SELL	465	153	313.04	144.72	70,687.24	-3,629.79
2011-05-19	BUY	473	148.7	309.47	144.47	-70,789.05	0
2011-05-24	SELL	473	142.5	296.57	138.67	66,967.26	-3,821.79
2011-05-31	BUY	448	148.5	292.72	137.48	-66,958.21	0
2011-06-05	SELL	448	147.4	290.55	136.36	65,608.28	-1,349.93
2011-06-08	BUY	444	146.8	286.79	134.81	-65,600.79	0
2011-06-13	SELL	444	144.4	282.1	132.04	63,699.46	-1,901.33
2011-06-16	BUY	449	140.9	278.36	130.17	-63,672.63	0
2011-06-21	SELL	449	140.6	277.77	129.73	62,721.9	-950.73
2011-06-28	BUY	403	154.5	273.96	127.09	-62,664.55	0
2011-07-03	SELL	403	167.1	296.3	136.94	66,908.06	4,243.51
2011-07-06	BUY	406	164	292.97	135.09	-67,012.06	0
2011-07-11	SELL	406	174.4	311.55	143.41	70,351.44	3,339.38
2011-07-17	BUY	394	177.1	307.02	140.97	-70,225.39	0
2011-07-21	SELL	394	215.8	374.11	171.59	84,479.5	14,254.11
2011-07-26	BUY	409	205.5	369.82	169.21	-84,588.52	0
2011-08-02	SELL	409	176.7	317.99	145.24	71,807.07	-12,781.45
2011-10-27	BUY	438	162.8	313.75	145.08	-71,765.23	0
2011-11-01	SELL	438	164.5	317.02	146.32	71,587.65	-177.58
2011-11-13	BUY	447	159.2	313.11	144.45	-71,619.96	0
2011-11-16	SELL	447	161.7	318.03	146.72	71,815.15	195.19
2011-11-21	BUY	434	164.3	313.75	144.5	-71,764.45	0
2011-11-24	SELL	434	166.3	317.57	145.93	71,710.7	-53.75
2011-11-29	BUY	445	160	313.28	143.95	-71,657.23	0
2011-12-04	SELL	445	160	313.28	144.17	70,742.55	-914.68
2011-12-27	BUY	433	162.6	309.79	144.18	-70,859.76	0
2012-01-01	SELL	433	171.1	325.98	152.08	73,608.24	2,748.47
2012-01-04	BUY	412	177.3	321.41	148.97	-73,517.98	0
2012-01-12	SELL	412	174.7	316.7	145.75	71,513.96	-2,004.02
2012-01-18	BUY	434	163.6	312.41	143.63	-71,458.44	0
2012-01-23	SELL	434	161	307.45	141.25	69,425.3	-2,033.14
2012-03-01	BUY	441	156.5	303.67	139.59	-69,459.77	0
2012-03-06	SELL	441	153.4	297.66	136.85	67,214.89	-2,244.87
2012-03-11	BUY	431	155	293.94	135.28	-67,234.22	0
2012-03-14	SELL	431	160.6	304.56	140.52	68,773.52	1,539.3
2012-03-20	BUY	396	172.8	301.09	138.76	-68,868.65	0
2012-04-02	SELL	198	198.72	173.12	79.11	39,094.33	4,660
2012-04-03	SELL	198	189	164.66	75.21	37,182.13	2,747.81
2012-04-05	BUY	203	190.8	170.42	77.83	-38,980.66	0
2012-04-15	SELL	101	219.42	97.51	44.41	22,019.5	2,625.19
2012-04-16	SELL	102	211.53	94.94	43.23	21,438.15	1,851.81
2012-04-17	BUY	175	211.3	162.7	74.16	-37,214.36	0
2012-07-15	SELL	175	193.3	148.84	68.22	33,610.43	-3,603.93
2012-07-25	BUY	373	205.5	337.27	155.75	-77,144.52	0
2012-08-07	SELL	373	189.8	311.5	143.55	70,340.35	-6,804.17
2012-09-24	BUY	403	173.2	307.12	141.39	-70,248.11	0
2012-09-27	SELL	403	167.8	297.54	137.08	67,188.78	-3,059.33
2012-10-02	BUY	399	167.3	293.71	135.35	-67,181.76	0
2012-10-07	SELL	399	167.6	294.24	135.67	66,442.49	-739.27
2012-10-10	BUY	404	163.6	290.82	134.34	-66,519.56	0
2012-10-15	SELL	404	162.5	288.86	133.89	65,227.25	-1,292.3
2012-10-31	BUY	370	174.8	284.57	133.05	-65,093.63	0
2012-11-05	SELL	370	168.3	273.99	127.89	61,869.12	-3,224.51
2012-11-06	BUY	1	168.4	0.74	0.34	-169.48	0
2012-11-11	SELL	1	167.8	0.74	0.34	166.73	-2.75
2012-11-12	BUY	367	167.2	269.99	126.47	-61,758.87	0
2012-11-15	SELL	367	177.9	287.27	134.82	64,867.2	3,108.33
2012-11-19	BUY	1	172.1	0.76	0.34	-173.2	0
2012-11-22	SELL	1	169.1	0.74	0.34	168.02	-5.18
2012-11-26	BUY	386	167	283.63	132.02	-64,877.65	0
2012-11-29	SELL	386	170.9	290.26	135.65	65,541.49	663.84
2012-12-02	BUY	1	170	0.75	0.34	-171.09	0
2012-12-05	SELL	1	167.4	0.74	0.33	166.33	-4.76
2012-12-06	BUY	389	167.6	286.86	134.27	-65,617.53	0
2012-12-11	SELL	389	166.6	285.15	133.52	64,388.73	-1,228.81
2012-12-20	BUY	377	169.9	281.83	133.95	-64,468.08	0
2012-12-26	SELL	377	174	288.63	136.98	65,172.39	704.31
2013-01-01	BUY	375	172.6	284.79	134.33	-65,144.12	0
2013-01-06	SELL	375	172.4	284.46	134.51	64,231.03	-913.09
2013-01-09	BUY	374	170.9	281.23	133.07	-64,330.91	0
2013-01-14	SELL	374	170.1	279.92	132.45	63,205.04	-1,125.87
2013-02-06	BUY	363	172.8	276	130.32	-63,132.72	0
2013-02-11	SELL	363	165.9	264.98	124.13	59,832.6	-3,300.12
2013-03-25	BUY	412	144.4	261.77	125.93	-59,880.5	0
2013-03-31	SELL	412	146.9	266.3	129.95	60,126.55	246.06
2013-04-03	BUY	402	148.6	262.84	127.74	-60,127.78	0
2013-04-08	SELL	402	145.9	258.07	125.36	58,268.37	-1,859.41
2013-04-11	BUY	397	145.8	254.68	123.34	-58,260.63	0
2013-04-17	SELL	397	144.6	252.59	122.51	57,031.1	-1,229.53
2013-04-22	BUY	392	144.4	249.06	120.92	-56,974.79	0
2013-04-25	SELL	392	145.2	250.44	121.81	56,546.14	-428.64
2013-04-30	BUY	391	143.8	247.39	120.88	-56,594.07	0
2013-05-06	SELL	391	145.9	251.01	123.63	56,672.27	78.19