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: -18.1%. 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

#319 · MACD

Full-history NAV৳3,426

Net return -96.6% · drawdown 96.6% · 307 closed positions

2024 onward NAV৳62,912

Net return -37.1% · drawdown 54.1% · 59 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 2.0%, distance 1.0%; partial sale at 0.0% (0 = off).

Account reconciliation

Cash৳60

Unsettled৳3,366

Holdings৳0

NAV৳3,426

Realized P&L৳-96,574

Unrealized P&L৳0

Fees৳76,059

Friction৳35,053

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳9.87e-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 #319

614 fills, including partial sales. Page 3.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2015-07-02	BUY	119	330.1	172.84	79.13	-39,533.87	0
2015-07-08	SELL	119	328	171.74	78.62	38,781.63	-752.23
2015-07-13	BUY	111	346.9	169.43	77.54	-38,752.86	0
2015-07-22	SELL	111	335.2	163.71	74.87	36,968.62	-1,784.24
2015-07-27	BUY	109	338.6	162.39	74.22	-37,144.01	0
2015-08-02	SELL	109	325.06	155.9	71.22	35,203.99	-1,940.02
2015-08-27	BUY	108	321.5	152.78	70.03	-34,944.81	0
2015-09-01	SELL	108	316.1	150.21	68.92	33,919.67	-1,025.14
2015-09-06	BUY	108	314.1	149.26	68.6	-34,140.66	0
2015-09-09	SELL	108	313.2	148.83	68.46	33,608.3	-532.35
2015-10-26	BUY	132	253	146.94	67.37	-33,610.31	0
2015-10-29	SELL	132	246.5	143.17	65.66	32,329.17	-1,281.14
2015-11-03	BUY	128	251.4	141.59	64.99	-32,385.77	0
2015-11-08	SELL	128	250	140.8	64.71	31,794.49	-591.28
2015-11-11	BUY	125	251	138.05	63.5	-31,576.55	0
2015-11-16	SELL	125	249.5	137.23	63.25	30,987.02	-589.53
2015-11-19	BUY	123	250.7	135.68	62.65	-31,034.43	0
2015-11-24	SELL	123	252.9	136.87	63.32	30,906.51	-127.92
2015-11-29	BUY	120	255.8	135.06	62.54	-30,893.6	0
2015-12-02	SELL	120	271.1	143.14	66.39	32,322.47	1,428.86
2015-12-07	BUY	120	267.4	141.19	65.37	-32,294.56	0
2015-12-10	SELL	120	252.7	133.43	61.59	30,128.99	-2,165.57
2016-01-04	BUY	118	254.5	132.14	61.38	-30,224.52	0
2016-01-07	SELL	118	253.1	131.41	61.35	29,673.04	-551.48
2016-01-12	BUY	114	258.5	129.66	60.57	-29,659.23	0
2016-01-17	SELL	114	257	128.91	60.17	29,108.92	-550.31
2016-01-20	BUY	106	274	127.79	59.19	-29,230.98	0
2016-01-25	SELL	106	266.2	124.16	57.34	28,035.7	-1,195.28
2016-01-28	BUY	105	265	122.43	56.5	-28,003.93	0
2016-02-02	SELL	105	256.3	118.41	54.58	26,738.51	-1,265.42
2016-04-06	BUY	114	232.5	116.62	54.53	-26,676.15	0
2016-04-11	SELL	114	234.5	117.63	55.04	26,560.33	-115.82
2016-04-17	BUY	113	234	116.34	54.59	-26,612.94	0
2016-04-20	SELL	113	237	117.84	55.27	26,607.89	-5.04
2016-04-25	BUY	105	250	115.5	53.84	-26,419.34	0
2016-04-28	SELL	105	250.5	115.73	53.76	26,133.01	-286.33
2016-05-02	BUY	1	245	1.08	0.49	-246.57	0
2016-05-05	SELL	1	247	1.09	0.49	245.42	-1.15
2016-05-08	BUY	105	247	114.11	52.96	-26,102.08	0
2016-05-11	SELL	105	252.1	116.47	53.95	26,300.08	198
2016-05-12	BUY	1	251.1	1.1	0.5	-252.71	0
2016-05-17	SELL	1	252.2	1.11	0.5	250.59	-2.12
2016-05-18	BUY	103	252.2	114.3	52.9	-26,143.8	0
2016-05-24	SELL	103	256.7	116.34	53.89	26,269.87	126.07
2016-05-25	BUY	1	256.6	1.13	0.51	-258.24	0
2016-05-30	SELL	1	257	1.13	0.51	255.36	-2.89
2016-07-12	BUY	103	255.8	115.93	53.83	-26,517.16	0
2016-07-16	SELL	103	257	116.47	54.11	26,300.42	-216.74
2016-07-19	BUY	101	259.4	115.28	53.4	-26,368.08	0
2016-07-24	SELL	101	263	116.88	53.95	26,392.18	24.09
2016-07-27	BUY	94	278	114.98	52.84	-26,299.82	0
2016-08-01	SELL	94	276.6	114.4	52.4	25,833.6	-466.22
2016-08-04	BUY	94	275.1	113.78	52.13	-26,025.31	0
2016-08-11	SELL	94	272	112.5	51.5	25,404	-621.31
2016-09-26	BUY	94	268.1	110.89	51.55	-25,363.84	0
2016-10-03	SELL	94	268.8	111.18	51.7	25,104.33	-259.51
2016-10-06	BUY	91	272	108.91	50.46	-24,911.37	0
2016-10-17	SELL	91	270.4	108.27	50.18	24,447.95	-463.41
2016-10-20	BUY	88	277.8	107.56	49.64	-24,603.6	0
2016-10-25	SELL	88	282.15	109.25	50.32	24,669.63	66.03
2016-10-30	BUY	88	277	107.25	49.36	-24,532.61	0
2016-11-06	SELL	88	279.9	108.38	49.89	24,472.94	-59.68
2016-11-09	BUY	87	281.3	107.68	49.5	-24,630.28	0
2016-11-16	SELL	87	279.8	107.11	49.21	24,186.28	-444.01
2016-11-21	BUY	83	287.1	104.85	48.11	-23,982.26	0
2016-11-28	SELL	83	286	104.45	47.86	23,585.7	-396.56
2017-01-08	BUY	82	288	103.91	47.69	-23,767.6	0
2017-01-15	SELL	82	291	104.99	48.13	23,708.88	-58.72
2017-01-18	BUY	80	294	103.49	47.42	-23,670.91	0
2017-01-25	SELL	80	306.3	107.82	49.32	24,346.87	675.95
2017-01-30	BUY	80	303	106.66	48.74	-24,395.4	0
2017-02-05	SELL	80	306.5	107.89	49.33	24,362.79	-32.61
2017-02-08	BUY	79	304.6	105.88	48.41	-24,217.69	0
2017-02-15	SELL	79	320	111.23	50.89	25,117.88	900.19
2017-02-20	BUY	79	318.8	110.81	50.69	-25,346.7	0
2017-02-28	SELL	79	308.2	107.13	49.05	24,191.62	-1,155.08
2017-03-30	BUY	72	330	104.54	47.97	-23,912.51	0
2017-04-04	SELL	72	346.5	109.77	50.29	24,787.94	875.43
2017-04-09	BUY	72	345	109.3	50.03	-24,999.33	0
2017-04-16	SELL	72	340	107.71	49.33	24,322.96	-676.37
2017-06-05	BUY	72	336	106.44	49.16	-24,347.61	0
2017-06-12	SELL	72	330.9	104.83	48.36	23,671.61	-676
2017-06-21	BUY	70	335.8	103.43	47.61	-23,657.03	0
2017-07-03	SELL	70	344.5	106.11	48.67	23,960.22	303.19
2017-07-06	BUY	67	355.4	104.77	47.98	-23,964.55	0
2017-07-11	SELL	67	348.3	102.68	46.93	23,186.49	-778.06
2017-07-16	BUY	63	365.1	101.21	46.19	-23,148.69	0
2017-07-19	SELL	63	365.1	101.21	46.17	22,853.92	-294.77
2017-07-24	BUY	62	367	100.12	45.66	-22,899.78	0
2017-07-30	SELL	62	376.7	102.76	46.86	23,205.77	306
2017-08-06	BUY	61	373.2	100.17	45.67	-22,911.04	0
2017-08-13	SELL	61	381.6	102.42	46.72	23,128.46	217.42
2017-08-20	BUY	59	391.6	101.66	46.41	-23,252.47	0
2017-08-27	SELL	59	390	101.24	46.23	22,862.52	-389.94
2017-09-10	BUY	56	408	100.53	45.96	-22,994.49	0
2017-09-13	SELL	56	415	102.26	46.71	23,091.03	96.54
2017-09-18	BUY	55	414.5	100.31	45.81	-22,943.62	0
2017-09-25	SELL	55	410.4	99.32	45.35	22,427.33	-516.29
2017-10-12	BUY	52	430	98.38	44.95	-22,503.33	0
2017-10-19	SELL	52	420	96.1	43.95	21,699.96	-803.38

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