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: -11.2%. 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

#294 · MACD

Full-history NAV৳13,313

Net return -86.7% · drawdown 86.9% · 265 closed positions

2024 onward NAV৳77,780

Net return -22.2% · drawdown 36.6% · 45 closed positions

2024 stress NAV৳30,307

Net return -69.7% · drawdown 69.7% · 36 closed positions

Variant 3; fixed stop 4.0%; maximum 5 sessions; gate None; continuous signal; exit stop/time only; trailing arms at 8.0%, distance 3.5%; partial sale at 20.0% (0 = off).

Account reconciliation

Cash৳89

Unsettled৳13,224

Holdings৳0

NAV৳13,313

Realized P&L৳-86,687

Unrealized P&L৳0

Fees৳91,483

Friction৳42,278

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 #294

531 fills, including partial sales. Page 4.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2018-10-18	SELL	88	364	140.94	64.83	31,826.23	-260.96
2018-10-23	BUY	86	365	138.12	63.67	-31,591.79	0
2018-10-30	SELL	86	383	144.93	66.7	32,726.37	1,134.58
2018-11-04	BUY	85	382	142.87	65.77	-32,678.64	0
2018-11-11	SELL	85	376.7	140.89	65.06	31,813.55	-865.09
2018-11-14	BUY	84	376.5	139.15	64.26	-31,829.42	0
2018-11-19	SELL	84	361.44	133.59	61.61	30,165.76	-1,663.66
2018-12-26	BUY	84	360.5	133.24	61.84	-30,477.08	0
2019-01-06	SELL	84	367.7	135.9	62.99	30,687.91	210.83
2019-01-09	BUY	79	382	132.78	61.22	-30,372.01	0
2019-01-16	SELL	79	387.1	134.56	61.83	30,384.52	12.51
2019-01-21	BUY	78	387	132.82	60.99	-30,379.81	0
2019-01-28	SELL	78	398	136.59	62.61	30,844.8	464.99
2019-01-31	BUY	74	414	134.8	61.63	-30,832.43	0
2019-02-05	SELL	74	403	131.22	59.94	29,630.85	-1,201.58
2019-02-10	BUY	73	405.7	130.31	59.53	-29,805.94	0
2019-02-13	SELL	73	388	124.63	56.91	28,142.47	-1,663.47
2019-03-24	BUY	70	398	122.58	56.14	-28,038.72	0
2019-04-01	SELL	70	409.2	126.03	57.77	28,460.19	421.47
2019-04-04	BUY	71	399	124.65	57.05	-28,510.7	0
2019-04-09	SELL	71	373	116.53	53.26	26,313.22	-2,197.48
2019-05-29	BUY	75	350	115.5	53.35	-26,418.85	0
2019-06-12	SELL	75	365	120.45	55.77	27,198.78	779.93
2019-06-17	BUY	75	358.1	118.17	54.65	-27,030.32	0
2019-06-24	SELL	75	359.2	118.54	54.89	26,766.58	-263.74
2019-06-27	BUY	73	363.5	116.76	53.93	-26,706.19	0
2019-07-07	SELL	73	358.8	115.25	53.21	26,023.95	-682.24
2019-07-08	BUY	1	351.7	1.55	0.7	-353.95	0
2019-07-11	SELL	1	333	1.47	0.67	330.87	-23.08
2019-08-06	BUY	81	321.8	114.69	52.7	-26,233.19	0
2019-08-20	SELL	81	324.9	115.79	53.24	26,147.86	-85.33
2019-08-25	BUY	81	319.7	113.94	52.46	-26,062.1	0
2019-09-01	SELL	81	312.1	111.23	51.21	25,117.65	-944.45
2019-09-16	BUY	82	306.6	110.62	50.93	-25,302.76	0
2019-09-23	SELL	82	361	130.25	59.87	29,411.89	4,109.13
2019-09-26	BUY	81	360	128.3	58.84	-29,347.15	0
2019-10-02	SELL	81	345.6	123.17	56.44	27,813.99	-1,533.16
2019-10-07	BUY	80	345.1	121.48	55.68	-27,785.16	0
2019-10-13	SELL	80	331.2	116.58	53.43	26,325.98	-1,459.17
2019-11-21	BUY	80	325	114.4	52.56	-26,166.96	0
2019-11-26	SELL	80	306	107.71	49.41	24,322.88	-1,844.08
2019-12-01	BUY	76	318	106.34	48.74	-24,323.08	0
2019-12-05	SELL	76	305.28	102.09	46.77	23,052.42	-1,270.66
2020-01-22	BUY	84	272.8	100.83	46.26	-23,062.29	0
2020-01-28	SELL	84	261.89	96.79	44.37	21,857.43	-1,204.86
2020-01-29	BUY	1	269.7	1.19	0.54	-271.43	0
2020-02-03	SELL	1	258.5	1.14	0.52	256.85	-14.58
2020-02-04	BUY	79	273	94.89	43.41	-21,705.31	0
2020-02-09	SELL	79	260.7	90.62	41.43	20,463.25	-1,242.05
2020-02-10	BUY	1	261.9	1.15	0.52	-263.58	0
2020-02-19	SELL	1	266.8	1.17	0.53	265.09	1.52
2020-02-20	BUY	73	280	89.94	41.12	-20,571.05	0
2020-02-25	SELL	73	292	93.79	42.8	21,179.41	608.35
2020-02-26	BUY	1	292.4	1.29	0.58	-294.27	0
2020-03-02	SELL	1	273	1.2	0.55	271.25	-23.02
2020-03-03	BUY	76	273.9	91.59	41.79	-20,949.78	0
2020-03-08	SELL	76	263.5	88.11	40.2	19,897.68	-1,052.1
2020-06-11	BUY	84	238.8	88.26	40.45	-20,187.91	0
2020-07-09	SELL	84	238.8	88.26	42.42	19,928.52	-259.39
2020-07-14	BUY	83	240.6	87.87	40.63	-20,098.29	0
2020-07-21	SELL	83	245.9	89.8	41.23	20,278.66	180.37
2020-07-26	BUY	80	251	88.35	40.46	-20,208.81	0
2020-08-03	SELL	80	259	91.17	41.67	20,587.17	378.35
2020-08-09	BUY	80	255	89.76	40.98	-20,530.74	0
2020-08-13	SELL	80	290	102.08	46.6	23,051.32	2,520.58
2020-08-18	BUY	80	288	101.38	46.26	-23,187.63	0
2020-08-25	SELL	80	301.7	106.2	48.45	23,981.35	793.72
2020-08-31	BUY	75	315	103.95	47.41	-23,776.36	0
2020-09-07	SELL	75	320.6	105.8	48.25	23,890.96	114.59
2020-09-10	BUY	69	344.9	104.71	47.76	-23,950.57	0
2020-09-17	SELL	69	340.7	103.44	47.2	23,357.67	-592.9
2020-12-09	BUY	70	334.1	102.9	47.3	-23,537.2	0
2020-12-17	SELL	70	356.7	109.86	50.39	24,808.75	1,271.55
2020-12-22	BUY	72	341.4	108.16	49.59	-24,738.54	0
2020-12-29	SELL	72	353	111.83	51.24	25,252.93	514.39
2021-01-04	BUY	69	360.1	109.33	50.03	-25,006.26	0
2021-01-11	SELL	69	373.6	113.42	51.86	25,613.11	606.85
2021-01-14	BUY	69	370	112.33	51.36	-25,693.69	0
2021-01-21	SELL	69	377	114.46	52.3	25,846.24	152.55
2021-04-15	BUY	75	342	112.86	52.02	-25,814.88	0
2021-04-22	SELL	75	337.1	111.24	51.36	25,119.89	-694.98
2021-04-27	BUY	74	340	110.7	51.16	-25,321.86	0
2021-05-04	SELL	74	339.5	110.54	51.35	24,961.11	-360.75
2021-05-09	BUY	74	335	109.08	50.44	-24,949.52	0
2021-05-18	SELL	74	342.2	111.42	51.36	25,160.02	210.51
2021-05-23	BUY	73	342.9	110.14	50.69	-25,192.53	0
2021-05-31	SELL	73	345.5	110.97	51.03	25,059.49	-133.03
2021-06-03	BUY	71	346.9	108.37	49.78	-24,788.06	0
2021-06-10	SELL	71	347.1	108.43	49.83	24,485.83	-302.22
2021-06-15	BUY	70	347.4	107	49.18	-24,474.18	0
2021-06-22	SELL	70	344.9	106.23	48.85	23,987.92	-486.26
2021-07-06	BUY	69	348.4	105.77	48.67	-24,194.04	0
2021-07-14	SELL	69	358.2	108.75	50.01	24,557.04	363
2021-07-19	BUY	67	364	107.31	49.32	-24,544.63	0
2021-07-29	SELL	67	375	110.55	50.77	24,963.68	419.05
2021-08-05	BUY	67	368	108.49	49.72	-24,814.21	0
2021-08-16	SELL	67	365.9	107.87	49.36	24,358.08	-456.13
2021-09-08	BUY	64	381	107.29	49.14	-24,540.43	0
2021-09-15	SELL	64	379	106.73	48.87	24,100.4	-440.02
2021-09-20	BUY	63	380	105.34	48.2	-24,093.54	0

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