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: -13.2%. 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

#300 · MACD

Full-history NAV৳9,182

Net return -90.8% · drawdown 91.0% · 281 closed positions

2024 onward NAV৳73,630

Net return -26.4% · drawdown 42.2% · 47 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 2.0%, distance 1.0%; partial sale at 0.0% (0 = off).

Account reconciliation

Cash৳45

Unsettled৳9,137

Holdings৳0

NAV৳9,182

Realized P&L৳-90,818

Unrealized P&L৳0

Fees৳86,870

Friction৳40,106

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 #300

562 fills, including partial sales. Page 3.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2015-07-22	BUY	1	335.2	1.47	0.67	-337.35	0
2015-08-02	SELL	1	330	1.45	0.66	327.89	-9.46
2015-11-02	BUY	166	249.8	182.45	84	-41,733.25	0
2015-11-09	SELL	166	249.3	182.09	84.02	41,117.69	-615.56
2015-11-12	BUY	163	250	179.3	82.81	-41,012.11	0
2015-11-18	SELL	163	252.95	181.41	84.15	40,964.48	-47.64
2015-11-23	BUY	160	254.8	179.38	83.34	-41,030.72	0
2015-11-30	SELL	160	256.1	180.29	83.99	40,711.72	-319
2015-12-03	BUY	148	272	177.13	82.38	-40,515.51	0
2015-12-08	SELL	148	257	167.36	77.6	37,791.04	-2,724.47
2015-12-10	BUY	1	252.7	1.11	0.51	-254.32	0
2015-12-20	SELL	1	250.7	1.1	0.5	249.1	-5.22
2015-12-22	BUY	147	255	164.93	76.44	-37,726.38	0
2015-12-29	SELL	147	254	164.29	76.22	37,097.5	-628.88
2015-12-30	BUY	1	253	1.11	0.51	-254.62	0
2016-01-06	SELL	1	252	1.11	0.5	250.39	-4.23
2016-01-07	BUY	145	253.1	161.48	75.85	-36,936.83	0
2016-01-12	SELL	145	258.5	164.92	77.6	37,239.97	303.15
2016-01-13	BUY	1	255.4	1.12	0.51	-257.03	0
2016-01-18	SELL	1	259.5	1.14	0.52	257.84	0.8
2016-01-19	BUY	141	263.3	163.35	76.49	-37,365.14	0
2016-01-24	SELL	141	266	165.03	76.65	37,264.32	-100.82
2016-01-25	BUY	1	266.2	1.17	0.53	-267.9	0
2016-02-01	SELL	1	257	1.13	0.51	255.36	-12.55
2016-04-10	BUY	160	233	164.03	77.62	-37,521.65	0
2016-04-13	SELL	160	234	164.74	78.28	37,196.99	-324.67
2016-04-19	BUY	158	233.6	162.4	77.12	-37,148.32	0
2016-04-24	SELL	158	248.6	172.83	81.7	39,024.28	1,875.96
2016-04-27	BUY	154	251	170.08	79.87	-38,903.95	0
2016-05-05	SELL	154	247	167.37	78.46	37,792.17	-1,111.78
2016-05-10	BUY	149	253.4	166.13	77.66	-38,000.39	0
2016-05-17	SELL	149	252.2	165.34	77.13	37,335.33	-665.06
2016-05-22	BUY	145	255.2	162.82	75.97	-37,242.79	0
2016-05-30	SELL	145	257	163.97	76.71	37,024.32	-218.47
2016-06-02	BUY	143	256.7	161.52	75.53	-36,945.15	0
2016-06-09	SELL	143	255.1	160.51	75.13	36,243.66	-701.49
2016-07-14	BUY	140	257	158.31	74.18	-36,212.5	0
2016-07-20	SELL	140	263	162.01	75.49	36,582.5	370.01
2016-07-25	BUY	137	265.2	159.86	74.18	-36,566.44	0
2016-07-28	SELL	137	284	171.2	78.79	38,658.02	2,091.58
2016-08-02	BUY	140	275.5	169.71	78.05	-38,817.76	0
2016-08-10	SELL	140	267.9	165.03	75.8	37,265.17	-1,552.59
2016-09-29	BUY	137	269	162.15	76.33	-37,091.49	0
2016-10-06	SELL	137	272	163.96	76.69	37,023.35	-68.14
2016-10-13	BUY	137	269	162.15	75.82	-37,090.97	0
2016-10-20	SELL	137	277.8	167.46	77.92	37,813.22	722.25
2016-10-25	BUY	132	285	165.53	76.75	-37,862.28	0
2016-10-31	SELL	132	273.6	158.91	73.56	35,882.74	-1,979.54
2016-11-03	BUY	128	278.1	156.63	72.43	-35,825.86	0
2016-11-10	SELL	128	279.1	157.19	72.61	35,495	-330.86
2016-11-20	BUY	125	282.5	155.38	71.64	-35,539.51	0
2016-11-23	SELL	125	288.6	158.73	73.13	35,843.14	303.63
2016-11-28	BUY	125	286	157.3	72.36	-35,979.66	0
2016-12-05	SELL	125	284	156.2	71.84	35,271.96	-707.7
2017-01-09	BUY	120	290	153.12	70.58	-35,023.7	0
2017-01-16	SELL	120	290	153.12	70.49	34,576.39	-447.31
2017-01-19	BUY	116	297	151.59	69.68	-34,673.27	0
2017-01-25	SELL	116	304.92	155.63	71.38	35,143.7	470.44
2017-01-30	BUY	115	303	153.32	70.23	-35,068.55	0
2017-02-05	SELL	115	306.5	155.09	71.09	35,021.32	-47.23
2017-02-08	BUY	115	304.6	154.13	70.66	-35,253.79	0
2017-02-15	SELL	115	320	161.92	74.29	36,563.79	1,310
2017-02-20	BUY	114	318.8	159.91	73.35	-36,576.46	0
2017-02-28	SELL	114	308.2	154.59	71.01	34,909.2	-1,667.26
2017-03-30	BUY	105	330	152.46	70.25	-34,872.71	0
2017-04-04	SELL	105	346.5	160.08	73.6	36,148.82	1,276.1
2017-04-09	BUY	104	345	157.87	72.5	-36,110.37	0
2017-04-16	SELL	104	340	155.58	71.48	35,132.93	-977.44
2017-06-08	BUY	104	335.9	153.71	71.51	-35,158.82	0
2017-06-15	SELL	104	333	152.38	70.77	34,408.85	-749.97
2017-06-22	BUY	101	338.8	150.56	69.6	-34,438.96	0
2017-07-04	SELL	101	351.1	156.03	71.82	35,233.25	794.29
2017-07-09	BUY	102	340.5	152.82	70.1	-34,953.92	0
2017-07-12	SELL	102	347	155.73	71.37	35,166.39	212.47
2017-07-17	BUY	95	370.9	155.04	70.88	-35,461.41	0
2017-07-24	SELL	95	367	153.41	70.09	34,641.51	-819.91
2017-07-27	BUY	91	375.5	150.35	68.67	-34,389.52	0
2017-08-06	SELL	91	373.2	149.43	68.24	33,743.54	-645.99
2017-08-09	BUY	89	376.5	147.44	67.36	-33,723.3	0
2017-08-20	SELL	89	391.6	153.35	70.16	34,628.89	905.59
2017-08-23	BUY	88	390.5	151.2	69.21	-34,584.41	0
2017-08-30	SELL	88	390.5	151.2	69.29	34,143.51	-440.9
2017-09-10	BUY	83	408	149	68.32	-34,081.32	0
2017-09-13	SELL	83	415	151.56	69.4	34,224.04	142.72
2017-09-18	BUY	82	414.5	149.55	68.46	-34,207.01	0
2017-09-25	SELL	82	410.4	148.07	67.77	33,436.96	-770.05
2017-10-12	BUY	78	430	147.58	67.6	-33,755.17	0
2017-10-19	SELL	78	420	144.14	66.12	32,549.74	-1,205.44
2017-10-25	BUY	73	440	141.33	64.71	-32,326.04	0
2017-10-30	SELL	73	442	141.97	65.02	32,059.01	-267.03
2017-11-02	BUY	73	438.2	140.75	64.49	-32,193.84	0
2017-11-07	SELL	73	443.62	142.49	65.27	32,176.43	-17.41
2017-11-12	BUY	70	457.5	140.91	64.51	-32,230.42	0
2017-11-15	SELL	70	500	154	70.41	34,775.59	2,545.18
2017-11-20	BUY	70	489.5	150.77	68.87	-34,484.64	0
2017-11-27	SELL	70	479.2	147.59	67.42	33,328.99	-1,155.65
2018-01-08	BUY	70	478.4	147.35	67.53	-33,702.88	0
2018-01-15	SELL	70	477	146.92	67.37	33,175.72	-527.17
2018-01-21	BUY	68	484	144.81	66.34	-33,123.15	0
2018-01-25	SELL	68	504.9	151.07	69.09	34,113.04	989.89

Previous Next