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: -15.7%. 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

#307 · MACD

Full-history NAV৳5,566

Net return -94.4% · drawdown 94.6% · 290 closed positions

2024 onward NAV৳47,438

Net return -52.6% · drawdown 52.6% · 52 closed positions

2024 stress NAV৳22,242

Net return -77.8% · drawdown 77.8% · 46 closed positions

Variant 1; fixed stop 6.0%; 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৳86

Unsettled৳0

Holdings৳5,481

NAV৳5,566

Realized P&L৳-94,313

Unrealized P&L৳-121

Fees৳96,527

Friction৳44,643

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳6.55e-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 #307

581 fills, including partial sales. Page 2.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2013-06-26	BUY	357	191.6	300.97	139.1	-68,841.27	0
2013-07-02	SELL	357	183.9	288.87	133.18	65,230.25	-3,611.02
2013-07-14	BUY	306	211.5	284.76	130.51	-65,134.28	0
2013-07-17	SELL	306	232.5	313.04	143.19	70,688.77	5,554.49
2013-08-21	BUY	358	196.1	308.9	141.51	-70,654.2	0
2013-08-26	SELL	358	210.1	330.95	152.03	74,732.82	4,078.62
2013-09-02	BUY	346	214.7	326.86	149.84	-74,762.9	0
2013-09-09	SELL	346	204.3	311.03	142.33	70,234.44	-4,528.46
2013-10-06	BUY	376	185.7	307.22	141.67	-70,272.09	0
2013-10-10	SELL	376	181.4	300.11	139.33	67,766.96	-2,505.13
2013-10-23	BUY	367	183.2	295.83	138.72	-67,668.95	0
2013-10-30	SELL	367	185.9	300.19	141.66	67,783.45	114.49
2013-11-05	BUY	346	194.6	296.26	139.09	-67,766.95	0
2013-11-12	SELL	346	195	296.87	138.41	67,034.73	-732.23
2013-11-21	BUY	318	209.9	293.69	135.5	-67,177.39	0
2013-11-27	SELL	318	205.6	287.68	132.32	64,960.81	-2,216.58
2013-12-10	BUY	315	204.6	283.58	130.49	-64,863.06	0
2013-12-15	SELL	315	202	279.97	128.85	63,221.18	-1,641.88
2014-01-06	BUY	305	206.4	276.99	128.73	-63,357.71	0
2014-01-13	SELL	305	205.9	276.32	128.44	62,394.74	-962.97
2014-01-19	BUY	297	208.3	272.21	126.37	-62,263.68	0
2014-01-22	SELL	297	208.7	272.73	126.45	61,584.73	-678.95
2014-01-27	BUY	287	213.4	269.48	124.56	-61,639.85	0
2014-01-30	SELL	287	212.3	268.09	123.77	60,538.24	-1,101.61
2014-02-26	BUY	286	210.4	264.77	121.85	-60,561.01	0
2014-03-05	SELL	286	213.7	268.92	123.52	60,725.76	164.74
2014-03-10	BUY	281	214.4	265.08	121.76	-60,633.24	0
2014-03-13	SELL	281	214.6	265.33	121.96	59,915.31	-717.93
2014-04-01	BUY	276	215.7	261.95	120.65	-59,915.8	0
2014-04-08	SELL	276	247	299.96	137.92	67,734.12	7,818.33
2014-04-16	BUY	263	255.8	296.01	135.52	-67,706.93	0
2014-04-22	SELL	263	251.6	291.15	133.18	65,746.47	-1,960.47
2014-04-27	BUY	246	265.8	287.7	131.43	-65,805.93	0
2014-04-30	SELL	246	268.9	291.06	132.93	65,725.41	-80.52
2014-06-01	BUY	237	275.4	287.19	131.78	-65,688.77	0
2014-06-08	SELL	237	284	296.16	135.85	66,875.99	1,187.22
2014-06-11	BUY	225	295.1	292.15	134.02	-66,823.67	0
2014-06-18	SELL	225	303.3	300.27	137.52	67,804.72	981.05
2014-08-04	BUY	217	310.8	296.75	136.18	-67,876.53	0
2014-08-11	SELL	217	340	324.63	148.71	73,306.66	5,430.13
2014-08-14	BUY	212	344.2	321.07	146.91	-73,438.38	0
2014-08-24	SELL	212	325.3	303.44	138.65	68,521.51	-4,916.86
2014-09-04	BUY	201	338.1	299.02	136.68	-68,393.79	0
2014-09-09	SELL	201	338.9	299.72	137.14	67,682.03	-711.76
2014-09-16	BUY	194	345.7	295.09	135.15	-67,496.04	0
2014-09-23	SELL	194	380.7	324.97	148.84	73,381.99	5,885.95
2014-09-29	BUY	186	392.2	320.98	146.91	-73,417.08	0
2014-10-02	SELL	186	380.2	311.16	142.28	70,263.76	-3,153.32
2014-10-29	BUY	187	374.6	308.22	140.91	-70,499.33	0
2014-11-03	SELL	187	361.6	297.52	136.05	67,185.63	-3,313.7
2014-12-04	BUY	189	352.6	293.22	135.17	-67,069.79	0
2014-12-11	SELL	189	363.1	301.95	139.45	68,184.49	1,114.7
2014-12-18	BUY	193	350.8	297.9	137.66	-68,139.96	0
2014-12-23	SELL	193	357.4	303.5	140.62	68,534.08	394.12
2014-12-29	BUY	191	356.5	299.6	139	-68,530.1	0
2015-01-05	SELL	191	362.5	304.65	141.32	68,791.53	261.43
2015-01-08	BUY	187	365.8	300.98	140.11	-68,845.69	0
2015-01-13	SELL	187	366	301.14	140.23	68,000.62	-845.07
2015-02-05	BUY	199	340	297.7	138.48	-68,096.18	0
2015-02-12	SELL	199	352.5	308.65	143.46	69,695.39	1,599.21
2015-02-17	BUY	199	347.4	304.18	141.28	-69,578.07	0
2015-02-22	SELL	199	333.1	291.66	135.25	65,859.98	-3,718.08
2015-03-16	BUY	196	334	288.04	133.67	-65,885.71	0
2015-03-24	SELL	196	336	289.77	134.11	65,432.12	-453.58
2015-03-30	BUY	181	358.7	285.67	131.75	-65,342.12	0
2015-04-06	SELL	181	353	281.13	129.21	63,482.66	-1,859.45
2015-05-06	BUY	189	333.9	277.67	128.28	-63,513.06	0
2015-05-13	SELL	189	326	271.1	125.33	61,217.57	-2,295.48
2015-05-18	BUY	187	326	268.23	124.14	-61,354.37	0
2015-05-25	SELL	187	323.3	266.01	123.06	60,068.03	-1,286.34
2015-05-28	BUY	182	327.9	262.58	121.18	-60,061.57	0
2015-06-02	SELL	182	329.5	263.86	121.35	59,583.78	-477.78
2015-06-08	BUY	181	327.5	260.82	119.86	-59,658.18	0
2015-06-11	SELL	181	325	258.83	118.85	58,447.32	-1,210.86
2015-06-16	BUY	174	332.6	254.64	116.76	-58,243.8	0
2015-06-22	SELL	174	328.9	251.81	115.47	56,861.32	-1,382.47
2015-07-02	BUY	171	330.1	248.37	114.06	-56,809.52	0
2015-07-09	SELL	171	333.5	250.93	115.2	56,662.38	-147.15
2015-07-14	BUY	162	347.7	247.84	113.76	-56,689.01	0
2015-07-23	SELL	162	334.6	238.5	109.38	53,857.32	-2,831.68
2015-08-24	BUY	169	316.5	235.35	108.15	-53,832	0
2015-08-31	SELL	169	317.2	235.87	108.77	53,262.16	-569.84
2015-09-03	BUY	168	315.1	232.92	107.62	-53,277.35	0
2015-09-10	SELL	168	309.1	228.49	105.72	51,594.6	-1,682.75
2015-10-21	BUY	198	258.9	225.55	103.83	-51,591.59	0
2015-10-29	SELL	198	246.5	214.75	98.92	48,493.33	-3,098.26
2015-11-02	BUY	1	249.8	1.1	0.5	-251.4	0
2015-11-09	SELL	1	249.3	1.1	0.5	247.7	-3.69
2015-11-10	BUY	192	250	211.2	97.74	-48,308.94	0
2015-11-17	SELL	192	250.5	211.62	98.34	47,786.04	-522.9
2015-11-18	BUY	1	254.5	1.12	0.51	-256.13	0
2015-11-25	SELL	1	252	1.11	0.5	250.39	-5.74
2015-11-26	BUY	188	253.1	209.36	97.81	-47,889.97	0
2015-12-03	SELL	188	272	225	105.29	50,805.71	2,915.74
2015-12-06	BUY	1	272	1.2	0.54	-273.74	0
2015-12-09	SELL	1	257.6	1.13	0.52	255.95	-17.79
2015-12-24	BUY	200	253.5	223.08	104.08	-51,027.16	0
2015-12-31	SELL	200	253	222.64	104.36	50,273	-754.16
2016-01-05	BUY	197	252.7	219.04	103.23	-50,104.17	0
2016-01-10	SELL	197	252	218.43	103.94	49,321.63	-782.54

Previous Next