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 5.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2020-08-09	SELL	1	255	1.12	0.51	253.37	-7.29
2020-08-10	BUY	43	271.5	51.37	23.4	-11,749.27	0
2020-08-16	SELL	43	294	55.62	25.34	12,561.03	811.76
2020-08-17	BUY	1	292.4	1.29	0.58	-294.27	0
2020-08-20	SELL	1	285	1.25	0.57	283.18	-11.1
2020-08-24	BUY	42	295	54.52	24.83	-12,469.34	0
2020-09-02	SELL	42	318.6	58.88	26.81	13,295.43	826.08
2020-09-03	BUY	1	322	1.42	0.64	-324.06	0
2020-09-09	SELL	1	337.12	1.48	0.67	334.96	10.9
2020-09-10	BUY	38	344.9	57.67	26.26	-13,190.13	0
2020-09-21	SELL	38	331.1	55.36	25.21	12,501.38	-688.75
2020-10-14	BUY	39	333	57.14	26.09	-13,070.23	0
2020-10-29	SELL	39	329.5	56.54	25.84	12,768.12	-302.12
2020-11-08	BUY	37	336.2	54.73	25.02	-12,519.15	0
2020-11-22	SELL	37	327	53.24	24.34	12,021.42	-497.73
2020-12-07	BUY	37	325.1	52.93	24.21	-12,105.83	0
2020-12-17	SELL	37	350.74	57.1	26.08	12,894.28	788.44
2020-12-29	BUY	36	353	55.92	25.52	-12,789.43	0
2021-01-05	SELL	36	368.48	58.37	26.62	13,180.29	390.86
2021-01-10	BUY	36	366.3	58.02	26.45	-13,271.28	0
2021-01-19	SELL	36	383.18	60.7	27.67	13,706.11	434.84
2021-02-07	BUY	35	385	59.29	27.04	-13,561.33	0
2021-02-10	SELL	35	377.7	58.17	26.53	13,134.81	-426.53
2021-03-07	BUY	39	340.3	58.4	26.65	-13,356.74	0
2021-03-10	SELL	39	351.82	60.37	27.55	13,633.06	276.31
2021-03-15	BUY	39	347	59.55	27.18	-13,619.73	0
2021-03-31	SELL	39	334.5	57.4	26.24	12,961.86	-657.87
2021-04-08	BUY	40	325	57.2	26.15	-13,083.35	0
2021-04-13	SELL	40	330	58.08	26.59	13,115.33	31.98
2021-04-19	BUY	38	341.9	57.17	26.17	-13,075.54	0
2021-05-03	SELL	38	342	57.18	26.26	12,912.55	-162.99
2021-05-12	BUY	37	346.2	56.36	25.82	-12,891.58	0
2021-05-30	SELL	37	348.4	56.72	25.94	12,808.14	-83.44
2021-06-02	BUY	36	346.5	54.89	25.08	-12,553.97	0
2021-06-16	SELL	36	348	55.12	25.2	12,447.68	-106.29
2021-06-29	BUY	36	346.2	54.84	25.08	-12,543.12	0
2021-07-18	SELL	36	358	56.71	25.93	12,805.36	262.24
2021-07-26	BUY	35	363.5	55.98	25.59	-12,804.06	0
2021-08-12	SELL	35	366	56.36	25.71	12,727.93	-76.14
2021-08-25	BUY	34	369.9	55.34	25.24	-12,657.18	0
2021-09-09	SELL	34	384.3	57.49	26.24	12,982.47	325.29
2021-09-14	BUY	34	385.2	57.63	26.3	-13,180.73	0
2021-09-28	SELL	34	384.9	57.58	26.26	13,002.76	-177.97
2021-11-03	BUY	36	356.6	56.49	25.8	-12,919.89	0
2021-11-08	SELL	36	355	56.23	25.72	12,698.05	-221.84
2021-11-11	BUY	36	354.7	56.18	25.72	-12,851.11	0
2021-11-25	SELL	36	360.1	57.04	26.25	12,880.31	29.21
2021-11-30	BUY	35	363	55.9	25.77	-12,786.68	0
2021-12-05	SELL	35	359	55.29	25.42	12,484.29	-302.38
2021-12-08	BUY	34	362.2	54.19	24.92	-12,393.91	0
2021-12-15	SELL	34	357.3	53.45	24.58	12,070.17	-323.74
2022-01-02	BUY	34	350	52.36	24.06	-11,976.42	0
2022-01-05	SELL	34	350.3	52.4	24.08	11,833.72	-142.7
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
2022-01-30	SELL	33	352	51.11	23.42	11,541.47	-414.76
2022-02-07	BUY	33	355.3	51.59	23.68	-11,800.17	0
2022-02-22	SELL	33	355.8	51.66	23.72	11,666.02	-134.16
2022-03-14	BUY	35	329.9	50.8	23.25	-11,620.56	0
2022-03-20	SELL	35	326	50.2	22.97	11,336.82	-283.73
2022-03-23	BUY	34	328	49.07	22.46	-11,223.53	0
2022-03-28	SELL	34	329.9	49.35	22.62	11,144.63	-78.9
2022-03-31	BUY	34	329.7	49.32	22.61	-11,281.73	0
2022-04-05	SELL	34	325.1	48.63	22.32	10,982.45	-299.28
2022-04-18	BUY	33	323.1	46.91	21.59	-10,730.8	0
2022-04-21	SELL	33	322.1	46.77	21.47	10,561.06	-169.74
2022-04-26	BUY	33	327	47.48	21.79	-10,860.27	0
2022-05-05	SELL	33	320.1	46.48	21.29	10,495.54	-364.73
2022-05-30	BUY	33	310	45.01	20.58	-10,295.59	0
2022-06-02	SELL	33	309.5	44.94	20.55	10,148.01	-147.58
2022-06-07	BUY	33	307.3	44.62	20.4	-10,205.92	0
2022-06-12	SELL	33	306	44.43	20.33	10,033.24	-172.69
2022-06-15	BUY	32	307.8	43.34	19.86	-9,912.8	0
2022-06-20	SELL	32	306	43.08	19.76	9,729.16	-183.64
2022-06-23	BUY	32	305	42.94	19.69	-9,822.63	0
2022-06-28	SELL	32	303.1	42.68	19.55	9,636.97	-185.66
2022-07-18	BUY	33	289.8	42.08	19.2	-9,624.68	0
2022-07-21	SELL	33	287.5	41.75	19.04	9,426.71	-197.97
2022-07-26	BUY	33	289.4	42.02	19.17	-9,611.39	0
2022-07-31	SELL	33	287.3	41.72	19.03	9,420.15	-191.23
2022-08-03	BUY	31	301.2	41.08	18.74	-9,397.02	0
2022-08-08	SELL	31	302.9	41.32	18.86	9,329.72	-67.3
2022-08-30	BUY	31	295.2	40.27	18.37	-9,209.83	0
2022-09-04	SELL	31	295	40.24	18.35	9,086.41	-123.42
2022-09-15	BUY	31	287	39.15	17.87	-8,954.02	0
2022-09-20	SELL	31	287.2	39.17	17.89	8,846.13	-107.88
2022-09-25	BUY	31	286.6	39.09	17.86	-8,941.55	0
2022-10-02	SELL	31	286.6	39.09	17.87	8,827.63	-113.92
2024-03-21	BUY	37	241	39.23	17.91	-8,974.14	0
2024-03-27	SELL	37	244	39.72	18.12	8,970.15	-3.99
2024-04-01	BUY	36	242.8	38.46	17.54	-8,796.8	0
2024-04-04	SELL	36	239.6	37.95	17.32	8,570.32	-226.47
2024-04-15	BUY	36	241	38.17	17.45	-8,731.62	0
2024-04-18	SELL	36	236.1	37.4	17.11	8,445.1	-286.53
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	35	236	36.34	16.66	-8,313	0
2024-05-07	SELL	35	241.8	37.24	17.07	8,408.7	95.69
2024-05-12	BUY	35	239	36.81	16.84	-8,418.65	0

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