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: -15.9%. 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

#310 · MACD

Full-history NAV৳5,307

Net return -94.7% · drawdown 94.8% · 292 closed positions

2024 onward NAV৳61,415

Net return -38.6% · drawdown 55.2% · 60 closed positions

2024 stress NAV৳35,369

Net return -64.6% · drawdown 69.7% · 41 closed positions

Variant 0; fixed stop 4.0%; maximum 5 sessions; gate None; 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

Unsettled৳5,290

Holdings৳0

NAV৳5,307

Realized P&L৳-94,693

Unrealized P&L৳0

Fees৳78,016

Friction৳35,960

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳5.46e-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 #310

584 fills, including partial sales. Page 3.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2015-11-11	BUY	153	251	168.97	77.93	-38,649.91	0
2015-11-16	SELL	153	249.5	167.96	77.66	37,927.87	-722.04
2015-11-19	BUY	151	250.7	166.57	77.19	-38,099.45	0
2015-11-24	SELL	151	252.9	168.03	78.04	37,941.84	-157.62
2015-11-29	BUY	147	255.8	165.45	76.93	-37,844.98	0
2015-12-02	SELL	147	271.1	175.35	81.7	39,594.66	1,749.68
2015-12-07	BUY	147	267.4	172.95	80.41	-39,561.16	0
2015-12-10	SELL	147	252.7	163.45	75.7	36,907.75	-2,653.41
2016-01-04	BUY	144	254.5	161.25	75.26	-36,884.51	0
2016-01-07	SELL	144	253.1	160.36	75.31	36,210.73	-673.78
2016-01-12	BUY	139	258.5	158.1	74.29	-36,163.89	0
2016-01-17	SELL	139	257	157.18	73.79	35,492.03	-671.85
2016-01-20	BUY	129	274	155.52	72.32	-35,573.84	0
2016-01-25	SELL	129	266.2	151.1	70.02	34,118.68	-1,455.16
2016-01-28	BUY	128	265	149.25	69.11	-34,138.36	0
2016-02-02	SELL	128	256.3	144.35	66.74	32,595.31	-1,543.04
2016-04-06	BUY	139	232.5	142.2	66.89	-32,526.59	0
2016-04-11	SELL	139	234.5	143.42	67.54	32,384.54	-142.04
2016-04-17	BUY	138	234	142.08	67.13	-32,501.21	0
2016-04-20	SELL	138	237	143.91	67.96	32,494.13	-7.08
2016-04-25	BUY	129	250	141.9	66.52	-32,458.42	0
2016-04-28	SELL	129	250.5	142.18	66.37	32,105.95	-352.47
2016-05-04	BUY	130	246	140.71	65.71	-32,186.42	0
2016-05-09	SELL	130	249.8	142.89	66.63	32,264.48	78.06
2016-05-12	BUY	127	251.1	140.31	65.24	-32,095.26	0
2016-05-17	SELL	127	252.2	140.93	65.49	31,822.98	-272.28
2016-05-22	BUY	124	255.2	139.24	64.73	-31,848.76	0
2016-05-26	SELL	124	254	138.58	64.5	31,292.92	-555.85
2016-07-12	BUY	122	255.8	137.31	64.01	-31,408.92	0
2016-07-16	SELL	122	257	137.96	64.35	31,151.69	-257.23
2016-07-19	BUY	119	259.4	135.82	63.13	-31,067.56	0
2016-07-26	SELL	119	269.1	140.9	65.09	31,816.9	749.35
2016-07-31	BUY	114	276.5	138.69	63.64	-31,723.33	0
2016-08-07	SELL	114	277.4	139.14	63.85	31,420.61	-302.72
2016-09-26	BUY	117	268.1	138.02	64.51	-31,570.23	0
2016-10-03	SELL	117	268.8	138.38	64.7	31,246.52	-323.71
2016-10-06	BUY	114	272	136.44	63.51	-31,207.95	0
2016-10-17	SELL	114	270.4	135.63	63.17	30,626.8	-581.15
2016-10-20	BUY	110	277.8	134.46	62.28	-30,754.73	0
2016-10-27	SELL	110	279.9	135.47	62.55	30,590.97	-163.76
2016-11-09	BUY	108	281.3	133.67	61.62	-30,575.69	0
2016-11-16	SELL	108	279.8	132.96	61.25	30,024.19	-551.51
2016-11-21	BUY	104	287.1	131.38	60.43	-30,050.2	0
2016-11-28	SELL	104	286	130.87	60.09	29,553.04	-497.16
2017-01-08	BUY	102	288	129.25	59.45	-29,564.71	0
2017-01-15	SELL	102	291	130.6	59.99	29,491.41	-73.3
2017-01-18	BUY	99	294	128.07	58.8	-29,292.87	0
2017-01-25	SELL	99	306.3	133.42	61.12	30,129.16	836.29
2017-01-30	BUY	99	303	131.99	60.4	-30,189.38	0
2017-02-06	SELL	99	304	132.42	60.63	29,902.95	-286.43
2017-02-09	BUY	96	308	130.1	59.56	-29,757.66	0
2017-02-16	SELL	96	318	134.32	61.53	30,332.14	574.48
2017-02-26	BUY	96	315.2	133.14	61.02	-30,453.36	0
2017-03-05	SELL	96	311.9	131.75	60.42	29,750.23	-703.13
2017-03-30	BUY	90	330	130.68	60.1	-29,890.78	0
2017-04-05	SELL	90	345.84	136.95	62.79	30,926.04	1,035.26
2017-04-10	BUY	89	342.1	133.97	61.44	-30,642.31	0
2017-04-17	SELL	89	337	131.97	60.53	29,800.5	-841.81
2017-06-05	BUY	89	336	131.58	61	-30,096.58	0
2017-06-12	SELL	89	330.9	129.58	59.98	29,260.54	-836.04
2017-06-21	BUY	86	335.8	127.07	58.66	-29,064.52	0
2017-07-03	SELL	86	344.5	130.36	59.92	29,436.72	372.2
2017-07-06	BUY	82	355.4	128.23	58.82	-29,329.85	0
2017-07-11	SELL	82	348.3	125.67	57.5	28,377.43	-952.42
2017-07-16	BUY	78	365.1	125.3	57.24	-28,660.34	0
2017-07-23	SELL	78	367.9	126.26	57.63	28,512.3	-148.04
2017-07-26	BUY	76	371	124.06	56.63	-28,376.69	0
2017-08-06	SELL	76	373.2	124.8	56.94	28,181.46	-195.23
2017-08-20	BUY	71	391.6	122.34	55.89	-27,981.83	0
2017-08-27	SELL	71	390	121.84	55.69	27,512.48	-469.35
2017-09-10	BUY	67	408	120.28	55.05	-27,511.33	0
2017-09-13	SELL	67	415	122.34	55.94	27,626.71	115.38
2017-09-18	BUY	67	414.5	122.19	55.86	-27,949.56	0
2017-09-25	SELL	67	410.4	120.99	55.3	27,320.51	-629.05
2017-10-12	BUY	63	430	119.2	54.52	-27,263.71	0
2017-10-19	SELL	63	420	116.42	53.31	26,290.26	-973.45
2017-10-25	BUY	59	440	114.22	52.23	-26,126.45	0
2017-11-01	SELL	59	439.8	114.17	52.23	25,781.8	-344.65
2017-11-09	BUY	56	457	112.6	51.48	-25,756.08	0
2017-11-15	SELL	56	496.76	122.4	55.89	27,640.38	1,884.29
2017-11-20	BUY	56	489.5	120.61	55.04	-27,587.66	0
2017-11-27	SELL	56	479.2	118.07	53.88	26,663.24	-924.41
2018-01-03	BUY	55	481	116.4	53.22	-26,624.63	0
2018-01-10	SELL	55	472	114.22	52.24	25,793.54	-831.09
2018-01-17	BUY	54	477.2	113.38	51.83	-25,934.02	0
2018-01-24	SELL	54	503.8	119.7	54.7	27,030.8	1,096.78
2018-01-29	BUY	53	505.3	117.84	53.8	-26,952.54	0
2018-02-05	SELL	53	496	115.67	52.78	26,119.55	-832.98
2018-04-04	BUY	54	478	113.57	52.06	-25,977.63	0
2018-04-11	SELL	54	483.2	114.81	52.62	25,925.37	-52.27
2018-04-16	BUY	54	484.2	115.05	52.74	-26,314.58	0
2018-04-23	SELL	54	484.1	115.02	52.68	25,973.69	-340.89
2018-06-24	BUY	63	405	112.27	51.27	-25,678.54	0
2018-06-27	SELL	63	400	110.88	50.61	25,038.51	-640.03
2018-07-03	BUY	66	381	110.64	50.49	-25,307.14	0
2018-07-08	SELL	66	387	112.38	51.3	25,378.32	71.18
2018-07-11	BUY	66	380	110.35	50.37	-25,240.73	0
2018-07-16	SELL	66	390	113.26	51.71	25,575.03	334.31
2018-07-19	BUY	63	401.5	111.3	50.81	-25,456.61	0
2018-07-24	SELL	63	395.4	109.6	50.09	24,750.51	-706.1

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