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: -10.4%. 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

#289 · MACD

Full-history NAV৳15,710

Net return -84.3% · drawdown 87.2% · 259 closed positions

2024 onward NAV৳71,479

Net return -28.5% · drawdown 42.4% · 46 closed positions

2024 stress NAV৳26,610

Net return -73.4% · drawdown 73.4% · 38 closed positions

Variant 2; fixed stop 8.0%; maximum 5 sessions; gate None; continuous signal; exit any bearish; trailing arms at 12.0%, distance 4.5%; partial sale at 0.0% (0 = off).

Account reconciliation

Cash৳82

Unsettled৳15,628

Holdings৳0

NAV৳15,710

Realized P&L৳-84,290

Unrealized P&L৳0

Fees৳115,736

Friction৳53,810

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳4.37e-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 #289

518 fills, including partial sales. Page 3.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2016-05-03	BUY	200	247	217.36	103.09	-49,720.45	0
2016-05-10	SELL	200	253.4	222.99	105.23	50,351.78	631.33
2016-05-15	BUY	199	251.1	219.86	103.48	-50,292.24	0
2016-05-22	SELL	199	255.2	223.45	105.27	50,456.07	163.83
2016-05-26	BUY	198	254	221.28	104.43	-50,617.71	0
2016-06-02	SELL	198	256.7	223.64	105.72	50,497.25	-120.47
2016-07-13	BUY	195	256.8	220.33	104.79	-50,401.12	0
2016-07-19	SELL	195	259.4	222.57	104.91	50,255.52	-145.6
2016-07-24	BUY	190	263	219.87	102.84	-50,292.71	0
2016-07-31	SELL	190	276.5	231.15	106.73	52,197.12	1,904.41
2016-08-03	BUY	187	276.3	227.34	104.97	-52,000.4	0
2016-08-10	SELL	187	267.9	220.43	101.6	49,775.27	-2,225.13
2016-09-27	BUY	184	269.2	217.94	103.51	-49,854.25	0
2016-10-04	SELL	184	271	219.4	104.11	49,540.49	-313.77
2016-10-09	BUY	182	270.4	216.54	102.18	-49,531.52	0
2016-10-18	SELL	182	270.7	216.78	102.32	48,948.3	-583.22
2016-10-23	BUY	176	277.5	214.9	100.6	-49,155.49	0
2016-10-30	SELL	176	277	214.51	99.93	48,437.56	-717.93
2016-11-02	BUY	172	278.5	210.77	98.14	-48,210.9	0
2016-11-09	SELL	172	281.3	212.89	98.94	48,071.77	-139.13
2016-11-20	BUY	169	282.5	210.07	97.34	-48,049.9	0
2016-11-27	SELL	169	288	214.16	98.96	48,358.89	308.98
2016-11-30	BUY	166	289.9	211.74	97.79	-48,432.93	0
2016-12-05	SELL	166	284	207.43	95.76	46,840.8	-1,592.13
2017-01-09	BUY	161	290	205.44	95.14	-46,990.58	0
2017-01-16	SELL	161	290	205.44	94.99	46,389.58	-601
2017-01-19	BUY	155	297	202.55	93.45	-46,331	0
2017-01-26	SELL	155	302	205.96	94.65	46,509.38	178.38
2017-01-31	BUY	153	301	202.63	93.06	-46,348.69	0
2017-02-07	SELL	153	303.8	204.52	94	46,182.88	-165.81
2017-02-12	BUY	150	307.1	202.69	93.24	-46,360.93	0
2017-02-19	SELL	150	320	211.2	97.16	47,691.64	1,330.7
2017-02-26	BUY	150	315.2	208.03	95.79	-47,583.82	0
2017-03-01	SELL	150	309.2	204.07	94.02	46,081.91	-1,501.92
2017-03-30	BUY	139	330	201.83	93.41	-46,165.24	0
2017-04-06	SELL	139	346.5	211.92	97.62	47,853.96	1,688.72
2017-04-11	BUY	138	344.5	209.18	96.45	-47,846.63	0
2017-04-18	SELL	138	335	203.41	93.76	45,932.83	-1,913.8
2017-06-07	BUY	135	337.9	200.71	94.04	-45,911.26	0
2017-06-12	SELL	135	330.9	196.55	91.84	44,383.11	-1,528.15
2017-06-22	BUY	130	338.8	193.79	90.01	-44,327.8	0
2017-07-04	SELL	130	351.1	200.83	92.77	45,349.4	1,021.6
2017-07-09	BUY	132	340.5	197.76	90.96	-45,234.72	0
2017-07-16	SELL	132	365.1	212.05	97.2	47,883.95	2,649.22
2017-07-19	BUY	131	365.1	210.44	96.38	-48,134.92	0
2017-07-26	SELL	131	371	213.84	97.91	48,289.25	154.33
2017-07-31	BUY	127	376.2	210.22	96.18	-48,083.8	0
2017-08-07	SELL	127	379.4	212.01	97.05	47,874.74	-209.06
2017-08-17	BUY	123	388	209.99	96.3	-48,030.29	0
2017-08-24	SELL	123	388.4	210.2	96.45	47,466.54	-563.74
2017-09-10	BUY	115	408	206.45	94.97	-47,221.42	0
2017-09-17	SELL	115	418	211.51	97.09	47,761.4	539.99
2017-09-20	BUY	115	412	208.47	95.64	-47,684.12	0
2017-09-25	SELL	115	410.4	207.66	95.3	46,893.03	-791.08
2017-10-12	BUY	109	430	206.23	94.75	-47,170.98	0
2017-10-18	SELL	109	422.1	202.44	93.18	45,713.28	-1,457.69
2017-10-25	BUY	103	440	199.41	91.58	-45,610.99	0
2017-11-01	SELL	103	439.8	199.32	91.62	45,008.47	-602.52
2017-11-09	BUY	98	457	197.06	90.48	-45,073.54	0
2017-11-16	SELL	98	484	208.7	95.57	47,127.73	2,054.19
2017-11-21	BUY	97	480	204.86	93.76	-46,858.62	0
2017-11-27	SELL	97	479.2	204.52	93.6	46,184.27	-674.35
2018-01-04	BUY	95	487.6	203.82	93.68	-46,619.5	0
2018-01-09	SELL	95	472.6	197.55	90.76	44,608.69	-2,010.81
2018-01-18	BUY	91	482.5	193.19	88.73	-44,189.43	0
2018-01-25	SELL	91	505.8	202.52	92.82	45,732.45	1,543.03
2018-01-30	BUY	89	511	200.11	91.62	-45,770.72	0
2018-02-06	SELL	89	495	193.84	88.67	43,772.49	-1,998.24
2018-04-08	BUY	91	479.9	192.15	88.61	-43,951.66	0
2018-04-15	SELL	91	484.8	194.11	89.47	43,833.22	-118.44
2018-04-18	BUY	89	487.5	190.91	88.01	-43,666.41	0
2018-04-25	SELL	89	474.9	185.97	85.57	41,994.56	-1,671.85
2018-06-25	BUY	102	408.9	183.51	84.04	-41,975.36	0
2018-07-03	SELL	102	381	170.99	78.21	38,612.8	-3,362.55
2018-07-04	BUY	1	378	1.66	0.76	-380.42	0
2018-07-11	SELL	1	380	1.67	0.76	377.57	-2.85
2018-07-12	BUY	99	385	167.71	76.73	-38,359.44	0
2018-07-19	SELL	99	401.5	174.89	80.05	39,493.56	1,134.12
2018-07-22	BUY	1	404	1.78	0.81	-406.59	0
2018-07-29	SELL	1	386.2	1.7	0.77	383.73	-22.86
2018-07-30	BUY	101	390.2	173.4	79.67	-39,663.28	0
2018-08-07	SELL	101	376	167.09	76.77	37,732.14	-1,931.14
2018-08-08	BUY	1	381.5	1.68	0.76	-383.94	0
2018-08-13	SELL	1	353.9	1.56	0.71	351.63	-32.31
2018-08-27	BUY	100	377.7	166.19	76.65	-38,012.84	0
2018-09-04	SELL	100	385.6	169.66	78.28	38,312.05	299.22
2018-09-09	BUY	99	384	167.27	77.14	-38,260.41	0
2018-09-16	SELL	99	373	162.48	75.03	36,689.49	-1,570.92
2018-10-01	BUY	98	372.4	160.58	74.1	-36,729.88	0
2018-10-08	SELL	98	364.8	157.3	72.51	35,520.59	-1,209.29
2018-10-14	BUY	96	365.5	154.39	71.06	-35,313.45	0
2018-10-21	SELL	96	363.2	153.42	70.74	34,643.05	-670.4
2018-10-24	BUY	93	372	152.22	70.22	-34,818.44	0
2018-10-31	SELL	93	380.5	155.7	71.73	35,159.07	340.63
2018-11-05	BUY	92	380	153.82	70.92	-35,184.74	0
2018-11-12	SELL	92	379	153.42	70.95	34,643.63	-541.11
2018-12-24	BUY	96	360	152.06	70.81	-34,782.87	0
2019-01-03	SELL	96	365	154.18	71.7	34,814.13	31.25
2019-01-08	BUY	92	374	151.4	70.04	-34,629.44	0
2019-01-15	SELL	92	390	157.87	72.69	35,649.43	1,020

Previous Next