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 5.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2021-03-23	BUY	38	341.7	57.13	26.1	-13,067.83	0
2021-03-31	SELL	38	334.5	55.93	25.56	12,629.51	-438.32
2021-04-11	BUY	38	328	54.84	25.08	-12,543.93	0
2021-04-15	SELL	38	342	57.18	26.18	12,912.64	368.72
2021-04-20	BUY	39	336.3	57.71	26.43	-13,199.84	0
2021-04-27	SELL	39	340	58.34	26.75	13,174.9	-24.94
2021-05-02	BUY	38	341	57.02	26.17	-13,041.19	0
2021-05-09	SELL	38	335	56.01	25.69	12,648.3	-392.88
2021-05-16	BUY	36	346.6	54.9	25.14	-12,557.64	0
2021-05-23	SELL	36	342.9	54.32	24.84	12,265.24	-292.4
2021-05-27	BUY	35	344.8	53.1	24.28	-12,145.38	0
2021-06-03	SELL	35	346.9	53.42	24.41	12,063.67	-81.71
2021-06-08	BUY	35	345	53.13	24.28	-12,152.41	0
2021-06-15	SELL	35	347.4	53.5	24.45	12,081.05	-71.36
2021-07-05	BUY	35	349.4	53.81	24.6	-12,307.41	0
2021-07-13	SELL	35	357.4	55.04	25.17	12,428.79	121.38
2021-07-18	BUY	34	358	53.56	24.48	-12,250.04	0
2021-07-28	SELL	34	365	54.6	24.95	12,330.45	80.41
2021-08-03	BUY	33	372	54.01	24.66	-12,354.67	0
2021-08-11	SELL	33	357.12	51.85	23.65	11,709.46	-645.21
2021-09-07	BUY	31	372.5	50.81	23.18	-11,621.49	0
2021-09-13	SELL	31	388.86	53.04	24.2	11,977.54	356.05
2021-09-16	BUY	32	379.2	53.39	24.35	-12,212.15	0
2021-09-23	SELL	32	383.9	54.05	24.65	12,206.1	-6.05
2021-11-09	BUY	34	355.5	53.18	24.32	-12,164.5	0
2021-11-16	SELL	34	361.9	54.14	24.8	12,225.66	61.17
2021-11-21	BUY	33	360.5	52.34	24	-11,972.84	0
2021-11-28	SELL	33	360	52.27	24.03	11,803.69	-169.15
2021-12-05	BUY	33	359	52.13	23.95	-11,923.08	0
2021-12-12	SELL	33	360	52.27	24.05	11,803.67	-119.41
2022-01-10	BUY	34	350.1	52.37	24.02	-11,979.79	0
2022-01-13	SELL	34	357.1	53.42	24.49	12,063.49	83.7
2022-01-18	BUY	33	360	52.27	23.96	-11,956.23	0
2022-01-25	SELL	33	359	52.13	23.9	11,770.97	-185.26
2022-02-09	BUY	32	359.5	50.62	23.24	-11,577.85	0
2022-02-16	SELL	32	357	50.27	23.09	11,350.64	-227.21
2022-03-20	BUY	35	326	50.2	22.97	-11,483.18	0
2022-03-23	SELL	35	328	50.51	23.13	11,406.36	-76.82
2022-03-28	BUY	34	329.9	49.35	22.62	-11,288.57	0
2022-03-31	SELL	34	329.7	49.32	22.61	11,137.87	-150.7
2022-04-05	BUY	35	325.1	50.07	22.98	-11,451.55	0
2022-04-10	SELL	35	324.7	50	23	11,291.5	-160.05
2022-04-13	BUY	34	326	48.77	22.45	-11,155.22	0
2022-04-19	SELL	34	320	47.87	22.02	10,810.11	-345.11
2022-04-24	BUY	33	324.1	47.06	21.6	-10,763.96	0
2022-04-27	SELL	33	326.4	47.39	21.75	10,702.06	-61.9
2022-05-08	BUY	33	320.1	46.48	21.29	-10,631.07	0
2022-05-11	SELL	33	320.5	46.54	21.3	10,508.67	-122.4
2022-05-31	BUY	34	310	46.38	21.2	-10,607.58	0
2022-06-05	SELL	34	306.9	45.91	21.01	10,367.68	-239.9
2022-06-08	BUY	33	308	44.72	20.45	-10,229.17	0
2022-06-13	SELL	33	307	44.58	20.41	10,066.01	-163.16
2022-06-16	BUY	33	304.5	44.21	20.28	-10,112.99	0
2022-06-21	SELL	33	304.1	44.16	20.25	9,970.9	-142.09
2022-06-26	BUY	33	304.5	44.21	20.27	-10,112.99	0
2022-06-29	SELL	33	302.8	43.97	20.14	9,928.3	-184.69
2022-07-25	BUY	34	286.9	42.92	19.58	-9,817.1	0
2022-07-28	SELL	34	289.4	43.29	19.75	9,776.56	-40.55
2022-08-02	BUY	33	298.9	43.4	19.8	-9,926.9	0
2022-08-07	SELL	33	300	43.56	19.89	9,836.55	-90.35
2022-08-14	BUY	34	288	43.08	19.67	-9,854.75	0
2022-08-21	SELL	34	287	42.94	19.59	9,695.48	-159.28
2022-08-30	BUY	32	295.2	41.56	18.96	-9,506.93	0
2022-09-04	SELL	32	295	41.54	18.95	9,379.52	-127.41
2022-09-07	BUY	33	288.5	41.89	19.11	-9,581.5	0
2022-09-12	SELL	33	286.9	41.66	19.01	9,407.03	-174.47
2022-09-15	BUY	32	287	40.41	18.45	-9,242.86	0
2022-09-20	SELL	32	287.2	40.44	18.47	9,131.49	-111.37
2022-09-25	BUY	32	286.6	40.35	18.44	-9,229.99	0
2022-10-02	SELL	32	286.6	40.35	18.45	9,112.39	-117.6
2024-04-01	BUY	37	242.8	39.53	18.03	-9,041.16	0
2024-04-04	SELL	37	239.6	39.01	17.81	8,808.39	-232.77
2024-04-15	BUY	37	241	39.23	17.94	-8,974.17	0
2024-04-18	SELL	37	236.1	38.44	17.58	8,679.68	-294.49
2024-04-23	BUY	36	233.6	37	16.96	-8,463.56	0
2024-04-28	SELL	36	235	37.22	17.07	8,405.71	-57.85
2024-05-02	BUY	36	236	37.38	17.14	-8,550.52	0
2024-05-07	SELL	36	241.8	38.3	17.56	8,648.94	98.42
2024-05-12	BUY	36	239	37.86	17.33	-8,659.19	0
2024-05-15	SELL	36	238.5	37.78	17.3	8,530.92	-128.26
2024-06-05	BUY	37	225.1	36.65	16.81	-8,382.16	0
2024-06-10	SELL	37	230	37.44	17.26	8,455.3	73.14
2024-06-12	BUY	1	222	0.98	0.44	-223.42	0
2024-06-20	SELL	1	223.9	0.99	0.45	222.47	-0.95
2024-06-23	BUY	36	228.8	36.24	16.63	-8,289.67	0
2024-06-26	SELL	36	229.9	36.42	16.7	8,223.28	-66.39
2024-06-27	BUY	1	236.2	1.04	0.47	-237.71	0
2024-07-03	SELL	1	239.9	1.06	0.48	238.36	0.65
2024-07-04	BUY	34	240.2	35.93	16.45	-8,219.19	0
2024-07-09	SELL	34	248.8	37.22	17.03	8,404.95	185.76
2024-07-10	BUY	1	250	1.1	0.5	-251.6	0
2024-07-15	SELL	1	245.9	1.08	0.49	244.33	-7.27
2024-07-16	BUY	34	247	36.95	16.9	-8,451.85	0
2024-07-25	SELL	34	248.1	37.12	16.97	8,381.32	-70.54
2024-07-28	BUY	1	254.1	1.12	0.51	-255.73	0
2024-07-31	SELL	1	248	1.09	0.5	246.41	-9.31
2024-08-01	BUY	33	254.7	36.98	16.91	-8,458.99	0
2024-08-11	SELL	33	345.6	50.18	22.96	11,331.66	2,872.67
2024-08-15	BUY	30	381	50.29	22.89	-11,503.18	0
2024-08-20	SELL	30	353	46.6	21.2	10,522.21	-980.97

Previous Next