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: -17.4%. 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

#317 · MACD

Full-history NAV৳3,987

Net return -96.0% · drawdown 96.1% · 301 closed positions

2024 onward NAV৳48,028

Net return -52.0% · drawdown 52.0% · 58 closed positions

2024 stress NAV৳24,105

Net return -75.9% · drawdown 75.9% · 43 closed positions

Variant 1; fixed stop 4.0%; maximum 10 sessions; gate None; continuous signal; exit EMA 200 break; trailing arms at 5.0%, distance 2.0%; partial sale at 15.0% (0 = off).

Account reconciliation

Cash৳139

Unsettled৳3,847

Holdings৳0

NAV৳3,987

Realized P&L৳-96,013

Unrealized P&L৳0

Fees৳72,725

Friction৳33,466

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳2.22e-10. 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 #317

603 fills, including partial sales. Page 4.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2018-07-05	SELL	60	378	99.79	45.53	22,534.68	-1,021.29
2018-07-10	BUY	57	390.6	97.96	44.7	-22,406.86	0
2018-07-15	SELL	57	390	97.81	44.63	22,087.56	-319.3
2018-07-18	BUY	55	401.9	97.26	44.38	-22,246.14	0
2018-07-23	SELL	55	396.9	96.05	43.85	21,689.6	-556.54
2018-07-26	BUY	55	391	94.62	43.24	-21,642.86	0
2018-07-31	SELL	55	388.1	93.92	42.95	21,208.63	-434.23
2018-08-20	BUY	57	374	93.8	42.95	-21,454.75	0
2018-08-28	SELL	57	383.5	96.18	44.1	21,719.22	264.47
2018-09-03	BUY	55	387	93.65	42.93	-21,421.59	0
2018-09-06	SELL	55	388.5	94.02	43.09	21,230.4	-191.19
2018-09-27	BUY	58	366.2	93.45	42.85	-21,375.9	0
2018-10-02	SELL	58	372	94.93	43.53	21,437.54	61.64
2018-10-07	BUY	58	365.1	93.17	42.71	-21,311.68	0
2018-10-10	SELL	58	363	92.64	42.43	20,918.93	-392.75
2018-10-15	BUY	57	364	91.29	41.81	-20,881.1	0
2018-10-18	SELL	57	364	91.29	41.82	20,614.89	-266.21
2018-10-23	BUY	57	365	91.54	42	-20,938.54	0
2018-10-28	SELL	57	383	96.06	44.03	21,690.91	752.37
2018-10-31	BUY	56	380.5	93.76	42.96	-21,444.72	0
2018-11-05	SELL	56	380	93.63	42.93	21,143.44	-301.28
2018-11-29	BUY	57	366.7	91.97	42.27	-21,036.14	0
2018-12-04	SELL	57	360.1	90.31	41.52	20,393.87	-642.27
2018-12-09	BUY	56	363.6	89.59	41.17	-20,492.36	0
2018-12-12	SELL	56	355.5	87.6	40.23	19,780.18	-712.18
2018-12-18	BUY	55	360.5	87.24	40.07	-19,954.81	0
2018-12-23	SELL	55	356.1	86.18	39.69	19,459.63	-495.17
2018-12-27	BUY	53	361	84.19	38.78	-19,255.97	0
2019-01-03	SELL	53	365	85.12	39.18	19,220.7	-35.27
2019-01-08	BUY	51	374	83.93	38.53	-19,196.45	0
2019-01-13	SELL	51	390	87.52	40.09	19,762.39	565.94
2019-01-16	BUY	51	387.1	86.87	39.76	-19,868.73	0
2019-01-21	SELL	51	387	86.84	39.74	19,610.42	-258.31
2019-01-24	BUY	50	391.3	86.09	39.35	-19,690.44	0
2019-01-30	SELL	50	411.5	90.53	41.32	20,443.24	752.8
2019-02-27	BUY	51	394.5	88.53	40.35	-20,248.38	0
2019-03-05	SELL	51	394	88.41	40.33	19,965.26	-283.12
2019-03-13	BUY	51	391.7	87.9	40.13	-20,104.73	0
2019-03-19	SELL	51	389	87.29	39.88	19,711.83	-392.9
2019-03-24	BUY	49	398	85.81	39.21	-19,627.02	0
2019-04-02	SELL	49	411.31	88.68	40.52	20,024.79	397.78
2019-04-23	BUY	54	372.4	88.48	40.39	-20,238.47	0
2019-04-28	SELL	54	365	86.72	39.61	19,583.67	-654.8
2019-05-06	BUY	53	362.1	84.44	38.61	-19,314.35	0
2019-05-09	SELL	53	358.7	83.65	38.29	18,889.16	-425.19
2019-05-20	BUY	54	350.1	83.18	38.23	-19,026.81	0
2019-05-23	SELL	54	349.4	83.02	38.17	18,746.41	-280.4
2019-05-28	BUY	55	341.8	82.72	38.04	-18,919.75	0
2019-06-09	SELL	55	355.1	85.93	39.56	19,405.01	485.26
2019-06-12	BUY	52	365	83.51	38.45	-19,101.96	0
2019-06-17	SELL	52	358.1	81.93	37.69	18,501.58	-600.39
2019-06-20	BUY	51	360.4	80.87	37.23	-18,498.5	0
2019-06-25	SELL	51	360.9	80.99	37.27	18,287.64	-210.86
2019-06-30	BUY	50	365	80.3	36.9	-18,367.2	0
2019-07-04	SELL	50	364	80.08	36.79	18,083.13	-284.07
2019-07-28	BUY	56	324.6	79.98	36.64	-18,294.22	0
2019-07-31	SELL	56	325.1	80.1	36.71	18,088.79	-205.44
2019-08-06	BUY	55	321.8	77.88	35.66	-17,812.54	0
2019-08-18	SELL	55	318	76.96	35.24	17,377.81	-434.73
2019-08-21	BUY	53	327	76.26	34.94	-17,442.2	0
2019-08-26	SELL	53	316.7	73.85	33.85	16,677.39	-764.81
2019-08-29	BUY	53	316.8	73.88	33.87	-16,898.15	0
2019-09-03	SELL	53	300	69.96	32.06	15,797.98	-1,100.17
2019-09-11	BUY	50	309.9	68.18	31.22	-15,594.4	0
2019-09-16	SELL	50	306.6	67.45	30.9	15,231.65	-362.75
2019-09-23	BUY	42	361	66.71	30.5	-15,259.21	0
2019-09-26	SELL	42	360	66.53	30.38	15,023.09	-236.12
2019-10-01	BUY	42	352.4	65.12	29.73	-14,895.65	0
2019-10-06	SELL	42	347	64.13	29.28	14,480.6	-415.05
2019-10-27	BUY	44	327.6	63.42	29	-14,506.83	0
2019-10-30	SELL	44	321.2	62.18	28.47	14,042.15	-464.68
2019-11-13	BUY	45	314.6	62.29	28.53	-14,247.82	0
2019-11-18	SELL	45	310.7	61.52	28.19	13,891.79	-356.04
2019-11-21	BUY	42	325	60.06	27.45	-13,737.51	0
2019-11-26	SELL	42	306	56.55	25.83	12,769.62	-967.89
2019-12-01	BUY	40	318	55.97	25.55	-12,801.52	0
2019-12-04	SELL	40	310	54.56	24.91	12,320.53	-480.99
2020-01-01	BUY	44	280	54.21	24.88	-12,399.09	0
2020-01-06	SELL	44	285.8	55.33	25.4	12,494.47	95.38
2020-01-20	BUY	47	265.3	54.86	25.12	-12,549.08	0
2020-01-23	SELL	47	270.5	55.94	25.56	12,632	82.91
2020-01-28	BUY	46	272.4	55.13	25.18	-12,610.72	0
2020-02-02	SELL	46	258	52.22	23.83	11,791.95	-818.77
2020-02-05	BUY	44	265.2	51.34	23.41	-11,743.56	0
2020-02-10	SELL	44	261.9	50.7	23.12	11,449.77	-293.78
2020-02-19	BUY	43	266.8	50.48	23.02	-11,545.9	0
2020-02-24	SELL	43	319.8	60.51	27.58	13,663.32	2,117.42
2020-02-27	BUY	47	288.1	59.58	27.15	-13,627.43	0
2020-03-03	SELL	47	273.9	56.64	25.81	12,790.85	-836.57
2020-05-31	BUY	53	239.1	55.76	25.45	-12,753.51	0
2020-06-03	SELL	53	240	55.97	25.55	12,638.48	-115.03
2020-06-08	BUY	53	238.8	55.69	25.43	-12,737.52	0
2020-06-11	SELL	53	238.8	55.69	25.45	12,575.27	-162.25
2020-07-09	BUY	52	238.8	54.64	25.72	-12,497.95	0
2020-07-14	SELL	52	240.6	55.05	25.29	12,430.86	-67.09
2020-07-19	BUY	51	243	54.53	24.97	-12,472.5	0
2020-07-22	SELL	51	246.5	55.31	25.29	12,490.89	18.39
2020-07-27	BUY	47	259.9	53.75	24.53	-12,293.58	0
2020-07-30	SELL	47	255	52.73	24.05	11,908.21	-385.36
2020-08-03	BUY	1	259	1.14	0.52	-260.66	0

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