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: -9.8%. 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

#284 · Flow: Range flow

Full-history NAV৳17,456

Net return -82.5% · drawdown 83.7% · 200 closed positions

2024 onward NAV৳59,008

Net return -41.0% · drawdown 43.4% · 31 closed positions

2024 stress NAV৳44,080

Net return -55.9% · drawdown 57.4% · 26 closed positions

Variant 1; fixed stop 8.0%; maximum 5 sessions; gate EMA 50; continuous signal; exit EMA 200 break; trailing arms at 5.0%, distance 2.0%; partial sale at 0.0% (0 = off).

Account reconciliation

Cash৳17,456

Unsettled৳0

Holdings৳0

NAV৳17,456

Realized P&L৳-82,544

Unrealized P&L৳0

Fees৳87,032

Friction৳40,191

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳6.91e-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 #284

400 fills, including partial sales. Page 2.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2014-04-17	BUY	260	254.6	291.26	133.28	-66,620.54	0
2014-04-24	SELL	260	270.3	309.22	141.42	69,827.36	3,206.82
2014-04-29	BUY	259	267.9	305.3	139.48	-69,830.88	0
2014-05-07	SELL	259	276.4	314.99	143.9	71,128.71	1,297.83
2014-05-12	BUY	262	270.5	311.83	142.54	-71,325.38	0
2014-05-20	SELL	262	261.3	301.23	137.83	68,021.54	-3,303.83
2014-05-25	BUY	262	257.4	296.73	135.8	-67,871.33	0
2014-05-29	SELL	262	265.09	305.6	140.27	69,007.71	1,136.38
2014-06-08	BUY	242	284	302.4	138.75	-69,169.15	0
2014-06-15	SELL	242	307.9	327.85	150.42	74,033.53	4,864.38
2014-06-18	BUY	242	303.3	322.95	147.99	-73,869.54	0
2014-06-25	SELL	242	301.4	320.93	146.95	72,470.92	-1,398.63
2014-06-30	BUY	240	300.3	317.12	145.19	-72,534.3	0
2014-07-08	SELL	240	297.9	314.58	144.33	71,037.09	-1,497.21
2014-07-13	BUY	240	294.1	310.57	142.6	-71,037.17	0
2014-07-20	SELL	240	279.3	294.94	135.57	66,601.49	-4,435.67
2014-08-13	BUY	195	339.2	291.03	133.1	-66,568.13	0
2014-08-21	SELL	195	330.3	283.4	129.47	63,995.64	-2,572.49
2014-08-27	BUY	195	325.5	279.28	127.53	-63,879.31	0
2014-09-03	SELL	195	337.9	289.92	132.47	65,468.11	1,588.8
2014-09-08	BUY	196	333.2	287.35	131.4	-65,725.95	0
2014-09-15	SELL	196	344.2	296.84	135.97	67,030.39	1,304.44
2014-09-24	BUY	175	379.7	292.37	133.82	-66,873.69	0
2014-09-29	SELL	175	392.2	301.99	138.16	68,194.84	1,321.15
2014-10-15	BUY	179	379.1	298.58	136.41	-68,293.89	0
2014-10-22	SELL	179	370.8	292.04	133.4	65,947.76	-2,346.14
2014-10-28	BUY	172	379.7	287.36	131.31	-65,727.07	0
2014-11-05	SELL	172	358.5	271.31	124	61,266.69	-4,460.38
2014-12-04	BUY	173	352.6	268.4	123.58	-61,391.78	0
2014-12-11	SELL	173	363.1	276.39	127.48	62,412.43	1,020.65
2014-12-22	BUY	173	357.6	272.21	125.74	-62,262.74	0
2014-12-30	SELL	173	361.9	275.48	127.62	62,205.6	-57.14
2015-01-06	BUY	168	368.6	272.47	126.21	-62,323.48	0
2015-01-13	SELL	168	366	270.55	125.68	61,091.77	-1,231.7
2015-02-12	BUY	172	352.5	266.77	123.62	-61,020.4	0
2015-02-22	SELL	172	333.1	252.09	116.59	56,924.52	-4,095.87
2015-03-18	BUY	167	340	249.83	115.41	-57,145.24	0
2015-03-25	SELL	167	338	248.36	114.63	56,083.01	-1,062.24
2015-04-01	BUY	157	353.2	243.99	112.05	-55,808.44	0
2015-04-08	SELL	157	352	243.16	111.53	54,909.3	-899.13
2015-06-14	BUY	163	335	240.26	110.17	-54,955.43	0
2015-06-21	SELL	163	330	236.68	108.46	53,444.86	-1,510.57
2015-07-02	BUY	161	330.1	233.84	107.32	-53,487.27	0
2015-07-08	SELL	161	328	232.36	106.64	52,469	-1,018.26
2015-07-13	BUY	150	346.9	228.95	105.03	-52,368.98	0
2015-07-26	SELL	150	340	224.4	102.81	50,672.79	-1,696.19
2015-12-01	BUY	189	267.9	222.79	104.47	-50,960.36	0
2015-12-06	SELL	189	272	226.2	105.87	51,075.94	115.58
2016-01-20	BUY	185	274	223.04	104.73	-51,017.77	0
2016-01-25	SELL	185	266.2	216.69	101.25	48,929.06	-2,088.71
2016-02-03	BUY	186	260.7	213.36	99.46	-48,803.02	0
2016-02-08	SELL	186	260	212.78	99.2	48,048.01	-755.01
2016-04-24	BUY	192	248.6	210.02	100.1	-48,041.31	0
2016-04-27	SELL	192	251	212.04	100.36	47,879.59	-161.72
2016-05-03	BUY	193	247	209.75	99.34	-47,980.09	0
2016-05-08	SELL	193	247	209.75	99.03	47,362.21	-617.87
2016-05-15	BUY	187	251.1	206.61	97.04	-47,259.34	0
2016-05-18	SELL	187	252.2	207.51	97.46	46,856.43	-402.91
2016-05-24	BUY	182	256.7	205.57	96.6	-47,021.56	0
2016-05-29	SELL	182	255.2	204.36	96.23	46,145.81	-875.75
2016-06-02	BUY	178	256.7	201.05	94.67	-45,988.32	0
2016-06-07	SELL	178	255.1	199.79	94.14	45,113.86	-874.45
2016-06-29	BUY	177	253.9	197.74	93.53	-45,231.57	0
2016-07-11	SELL	177	253	197.04	92.8	44,491.16	-740.41
2016-07-17	BUY	172	256.2	193.89	91.32	-44,351.61	0
2016-07-20	SELL	172	263	199.04	93.26	44,943.7	592.09
2016-07-26	BUY	166	269.1	196.55	91.38	-44,958.53	0
2016-07-31	SELL	166	276.5	201.96	93.06	45,603.98	645.45
2016-08-10	BUY	169	267.9	199.21	91.7	-45,566.01	0
2016-08-18	SELL	169	271.2	201.66	92.84	45,538.29	-27.71
2016-09-06	BUY	169	268	199.28	93.18	-45,584.47	0
2016-09-20	SELL	169	262	194.82	91.97	43,991.21	-1,593.26
2016-09-25	BUY	164	267.1	192.74	91.16	-44,088.3	0
2016-10-02	SELL	164	268.5	193.75	91.67	43,748.59	-339.72
2016-10-05	BUY	159	273.9	191.62	90.06	-43,831.78	0
2016-10-16	SELL	159	269.7	188.68	88.68	42,604.94	-1,226.84
2016-10-19	BUY	154	275	186.34	87.31	-42,623.65	0
2016-10-26	SELL	154	280	189.73	88.18	42,842.1	218.45
2016-11-02	BUY	152	278.5	186.26	86.48	-42,604.75	0
2016-11-09	SELL	152	281.3	188.13	87.21	42,482.25	-122.49
2016-11-14	BUY	151	280	186.03	86.14	-42,552.17	0
2016-11-21	SELL	151	287.1	190.75	88.2	43,073.15	520.98
2016-12-05	BUY	151	284	188.69	86.99	-43,159.68	0
2016-12-12	SELL	151	284	188.69	86.95	42,608.36	-551.31
2016-12-20	BUY	148	285	185.59	85.66	-42,451.25	0
2016-12-28	SELL	148	283	184.29	85.31	41,614.4	-836.85
2017-01-04	BUY	145	286.1	182.53	84.42	-41,751.45	0
2017-01-11	SELL	145	288	183.74	84.89	41,491.36	-260.09
2017-01-17	BUY	141	292.1	181.22	83.52	-41,450.84	0
2017-01-24	SELL	141	298.5	185.19	85.2	41,818.11	367.27
2017-01-29	BUY	136	305.5	182.81	83.88	-41,814.69	0
2017-02-05	SELL	136	306.5	183.41	84.2	41,416.39	-398.3
2017-02-08	BUY	135	304.6	180.93	83.08	-41,385.01	0
2017-02-15	SELL	135	320	190.08	87.35	42,922.57	1,537.56
2017-03-05	BUY	137	311.9	188.01	86.55	-43,004.86	0
2017-03-12	SELL	137	318.7	192.11	88.42	43,381.37	376.51
2017-03-15	BUY	136	317.8	190.17	87.52	-43,498.49	0
2017-03-22	SELL	136	314	187.9	86.78	42,429.33	-1,069.17
2017-03-28	BUY	133	316.6	185.27	85.72	-42,378.79	0
2017-04-04	SELL	133	349.9	204.76	94.44	46,237.5	3,858.71

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