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 3.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2018-02-13	SELL	92	507.9	205.6	94.09	46,427.11	1,150.61
2018-04-09	BUY	154	477	323.22	150.61	-73,931.83	0
2018-05-20	SELL	154	445	301.53	139.08	68,089.39	-5,842.44
2018-06-25	BUY	165	408.9	296.86	136.57	-67,901.94	0
2018-06-28	SELL	165	398	288.95	132.71	65,248.34	-2,653.6
2018-07-04	BUY	172	378	286.07	131.37	-65,433.44	0
2018-07-09	SELL	172	389	294.4	135.29	66,478.31	1,044.88
2018-07-12	BUY	171	385	289.67	133.17	-66,257.85	0
2018-07-17	SELL	171	392	294.94	135.56	66,601.5	343.65
2018-07-22	BUY	164	404	291.53	134.07	-66,681.59	0
2018-07-25	SELL	164	396.9	286.4	132.15	64,673.05	-2,008.55
2018-07-30	BUY	165	390.2	283.29	131.05	-64,797.33	0
2018-08-02	SELL	165	390	283.14	131.08	63,935.78	-861.56
2018-08-07	BUY	169	376	279.59	129.37	-63,952.96	0
2018-08-12	SELL	169	364	270.67	125.02	61,120.31	-2,832.65
2018-08-27	BUY	161	377.7	267.56	124.49	-61,201.76	0
2018-08-30	SELL	161	385.2	272.88	127.08	61,617.25	415.49
2018-09-05	BUY	157	389	268.72	125.04	-61,466.76	0
2018-09-10	SELL	157	380	262.5	122.04	59,275.46	-2,191.31
2018-09-13	BUY	156	378	259.46	120.72	-59,348.18	0
2018-09-18	SELL	156	368.1	252.66	118.04	57,052.89	-2,295.29
2018-10-01	BUY	152	372.4	249.06	115.89	-56,969.75	0
2018-10-04	SELL	152	374.9	250.73	116.56	56,617.51	-352.24
2018-10-09	BUY	157	359.6	248.41	115.27	-56,820.88	0
2018-10-14	SELL	157	365.5	252.49	117.14	57,013.88	192.99
2018-10-17	BUY	156	362.6	248.89	115.45	-56,929.93	0
2018-10-22	SELL	156	363.8	249.71	116.32	56,386.76	-543.17
2018-10-25	BUY	147	381	246.43	114.58	-56,368.01	0
2018-10-30	SELL	147	383	247.72	115.02	55,938.26	-429.75
2018-11-04	BUY	145	382	243.72	113.21	-55,746.92	0
2018-11-07	SELL	145	375	239.25	111.48	54,024.27	-1,722.65
2018-11-12	BUY	142	379	236.8	110.53	-54,165.33	0
2018-11-15	SELL	142	368	229.93	107.22	51,918.85	-2,246.48
2018-12-26	BUY	143	360.5	226.83	106.8	-51,885.13	0
2019-01-02	SELL	143	368	231.55	108.8	52,283.65	398.53
2019-01-07	BUY	139	375	229.35	107.56	-52,461.91	0
2019-01-10	SELL	139	383.2	234.37	108.97	52,921.47	459.56
2019-01-15	BUY	134	390	229.94	106.5	-52,596.44	0
2019-01-20	SELL	134	375	221.1	102.22	49,926.68	-2,669.76
2019-01-23	BUY	127	391	218.49	100.86	-49,976.35	0
2019-02-13	SELL	127	388	216.81	99.33	48,959.86	-1,016.49
2019-03-24	BUY	122	398	213.65	98.38	-48,868.02	0
2019-04-07	SELL	122	385	206.67	94.96	46,668.37	-2,199.65
2019-05-29	BUY	133	350	204.82	95.76	-46,850.58	0
2019-06-10	SELL	133	355.1	207.8	97.37	46,923.13	72.54
2019-06-13	BUY	129	360.3	204.51	95.86	-46,779.06	0
2019-06-18	SELL	129	358.3	203.37	95.39	45,921.94	-857.12
2019-06-23	BUY	127	359.6	200.94	94.19	-45,964.33	0
2019-06-26	SELL	127	360	201.17	94.06	45,424.77	-539.56
2019-07-02	BUY	124	365	199.14	92.93	-45,552.07	0
2019-07-07	SELL	124	358.8	195.76	91.35	44,204.09	-1,347.98
2019-08-06	BUY	137	321.8	193.98	89.81	-44,370.39	0
2019-08-18	SELL	137	318	191.69	88.73	43,285.58	-1,084.81
2019-08-21	BUY	131	327	188.48	87.38	-43,112.86	0
2019-08-26	SELL	131	316.7	182.55	84.71	41,220.44	-1,892.42
2019-08-29	BUY	129	316.8	179.82	83.46	-41,130.47	0
2019-09-03	SELL	129	300	170.28	78.93	38,450.79	-2,679.68
2019-09-16	BUY	125	306.6	168.63	78.16	-38,571.79	0
2019-09-19	SELL	125	320	176	81.67	39,742.33	1,170.53
2019-09-24	BUY	108	363.9	172.93	79.64	-39,553.76	0
2019-09-29	SELL	108	360	171.07	78.63	38,630.3	-923.47
2019-10-02	BUY	110	349	168.92	77.64	-38,636.55	0
2019-10-07	SELL	110	345.1	167.03	76.8	37,717.17	-919.38
2019-10-13	BUY	114	331.2	166.13	76.41	-37,999.34	0
2019-10-16	SELL	114	330	165.53	76.12	37,378.35	-620.99
2019-11-21	BUY	114	325	163.02	75.24	-37,288.26	0
2019-11-26	SELL	114	306	153.49	70.68	34,659.83	-2,628.42
2019-12-01	BUY	108	318	151.11	69.51	-34,564.62	0
2019-12-04	SELL	108	310	147.31	67.73	33,264.96	-1,299.66
2020-01-22	BUY	122	272.8	146.44	67.47	-33,495.51	0
2020-01-27	SELL	122	273	146.55	67.49	33,091.97	-403.54
2020-01-30	BUY	125	262.9	144.6	66.46	-33,073.55	0
2020-02-04	SELL	125	273	150.15	68.94	33,905.91	832.35
2020-02-09	BUY	129	260.7	147.97	67.9	-33,846.17	0
2020-02-12	SELL	129	261.9	148.65	68.2	33,568.24	-277.93
2020-02-19	BUY	125	266.8	146.74	67.34	-33,564.08	0
2020-02-24	SELL	125	319.8	175.89	80.59	39,718.52	6,154.44
2020-02-27	BUY	137	288.1	173.67	79.5	-39,722.87	0
2020-03-03	SELL	137	273.9	165.11	75.55	37,283.64	-2,439.23
2020-06-11	BUY	155	238.8	162.86	75.16	-37,252.02	0
2020-07-09	SELL	155	238.8	162.86	81.85	36,769.28	-482.74
2020-07-14	BUY	152	240.6	160.91	75.45	-36,807.56	0
2020-07-19	SELL	152	243	162.52	75.51	36,697.97	-109.59
2020-07-22	BUY	148	246.5	160.52	74.22	-36,716.74	0
2020-07-27	SELL	148	259.9	169.25	77.92	38,218.03	1,501.3
2020-07-30	BUY	149	255	167.18	76.81	-38,238.99	0
2020-08-09	SELL	149	255	167.18	76.6	37,751.22	-487.76
2020-08-13	BUY	129	290	164.6	75.34	-37,649.94	0
2020-09-08	SELL	64	333.5	93.91	42.81	21,207.27	2,528.23
2020-09-20	SELL	65	338.74	96.88	44.19	21,876.93	2,906.03
2020-09-21	BUY	62	336.7	91.85	41.89	-21,009.14	0
2020-12-15	SELL	62	351	95.75	43.89	21,622.36	613.22
2020-12-17	BUY	61	356.7	95.74	43.86	-21,898.3	0
2021-03-15	SELL	61	347	93.13	42.62	21,031.25	-867.05
2021-04-15	BUY	124	342	186.6	86.77	-42,681.37	0
2021-07-18	SELL	124	358	195.32	90.62	44,106.06	1,424.69
2021-07-26	BUY	121	363.5	193.53	89.65	-44,266.68	0
2021-10-26	SELL	121	357	190.07	87.64	42,919.29	-1,347.38
2021-11-15	BUY	118	360.2	187.02	87.21	-42,777.82	0
2021-12-01	SELL	118	359	186.39	88.34	42,087.27	-690.55

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