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 4.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2017-10-25	BUY	49	440	94.86	43.33	-21,698.2	0
2017-10-30	SELL	49	442	95.3	43.54	21,519.17	-179.03
2017-11-02	BUY	49	438.2	94.48	43.17	-21,609.45	0
2017-11-07	SELL	49	443.62	95.64	43.7	21,597.99	-11.46
2017-11-12	BUY	47	457.5	94.61	43.21	-21,640.32	0
2017-11-15	SELL	47	500	103.4	47.18	23,349.42	1,709.1
2017-11-20	BUY	47	489.5	101.23	46.17	-23,153.9	0
2017-11-27	SELL	47	479.2	99.1	45.19	22,378.11	-775.79
2018-01-03	BUY	46	481	97.35	44.47	-22,267.83	0
2018-01-10	SELL	46	472	95.53	43.64	21,572.82	-695
2018-01-17	BUY	45	477.2	94.49	43.15	-21,611.64	0
2018-01-24	SELL	45	503.8	99.75	45.54	22,525.7	914.07
2018-01-29	BUY	44	505.3	97.83	44.63	-22,375.66	0
2018-02-05	SELL	44	496	96.03	43.79	21,684.19	-691.47
2018-04-04	BUY	45	478	94.64	43.32	-21,647.97	0
2018-04-11	SELL	45	483.2	95.67	43.79	21,604.53	-43.43
2018-04-16	BUY	45	484.2	95.87	43.89	-21,928.76	0
2018-04-22	SELL	45	490	97.02	44.41	21,908.57	-20.19
2018-04-25	BUY	46	474.9	96.12	43.97	-21,985.49	0
2018-05-07	SELL	46	464.1	93.93	42.91	21,211.76	-773.73
2018-06-24	BUY	52	405	92.66	42.29	-21,194.95	0
2018-06-27	SELL	52	400	91.52	41.74	20,666.74	-528.21
2018-07-03	BUY	54	381	90.53	41.28	-20,705.81	0
2018-07-08	SELL	54	387	91.95	41.94	20,764.11	58.3
2018-07-11	BUY	54	380	90.29	41.18	-20,651.47	0
2018-07-16	SELL	54	390	92.66	42.28	20,925.06	273.59
2018-07-19	BUY	52	401.5	91.86	41.91	-21,011.77	0
2018-07-24	SELL	52	395.4	90.47	41.3	20,429.03	-582.74
2018-07-29	BUY	52	386.2	88.36	40.37	-20,211.13	0
2018-08-01	SELL	52	392.9	89.9	41.1	20,299.8	88.67
2018-08-27	BUY	54	377.7	89.74	41.12	-20,526.66	0
2018-08-30	SELL	54	385.2	91.52	41.94	20,667.33	140.68
2018-09-05	BUY	52	389	89	40.77	-20,357.78	0
2018-09-10	SELL	52	380	86.94	39.82	19,633.24	-724.54
2018-09-13	BUY	52	378	86.49	39.62	-19,782.11	0
2018-09-18	SELL	52	368.1	84.22	38.64	19,018.34	-763.77
2018-10-01	BUY	51	372.4	83.57	38.29	-19,114.25	0
2018-10-04	SELL	51	374.9	84.13	38.53	18,997.24	-117.01
2018-10-14	BUY	52	365.5	83.63	38.27	-19,127.9	0
2018-10-17	SELL	52	362.6	82.96	37.97	18,734.27	-393.63
2018-10-22	BUY	51	363.8	81.64	37.41	-18,672.85	0
2018-10-25	SELL	51	381	85.5	39.17	19,306.33	633.49
2018-10-30	BUY	50	383	84.26	38.58	-19,272.84	0
2018-11-04	SELL	50	382	84.04	38.49	18,977.47	-295.37
2018-11-07	BUY	50	375	82.5	37.82	-18,870.32	0
2018-11-12	SELL	50	379	83.38	38.26	18,828.36	-41.96
2018-12-24	BUY	52	360	82.37	37.94	-18,840.3	0
2019-01-01	SELL	52	370	84.66	38.95	19,116.39	276.09
2019-01-06	BUY	52	367.7	84.13	38.71	-19,243.24	0
2019-01-09	SELL	52	382	87.4	40.1	19,736.49	493.26
2019-01-14	BUY	50	391	86.02	39.39	-19,675.41	0
2019-01-17	SELL	50	382	84.04	38.45	18,977.51	-697.9
2019-01-22	BUY	49	384	82.79	37.87	-18,936.66	0
2019-01-27	SELL	49	397	85.59	39.12	19,328.29	391.63
2019-01-30	BUY	46	414.4	83.87	38.27	-19,184.55	0
2019-02-04	SELL	46	396	80.15	36.54	18,099.31	-1,085.24
2019-03-21	BUY	45	399	79	36.07	-18,070.07	0
2019-03-27	SELL	45	406.4	80.47	36.75	18,170.56	100.48
2019-04-01	BUY	44	409.2	79.22	36.2	-18,120.22	0
2019-04-04	SELL	44	399	77.25	35.26	17,443.49	-676.73
2019-05-21	BUY	51	347.1	77.89	35.79	-17,815.78	0
2019-05-26	SELL	51	340	76.3	35.05	17,228.66	-587.12
2019-05-29	BUY	48	350	73.92	33.95	-16,907.87	0
2019-06-10	SELL	48	355.1	75	34.47	16,935.33	27.47
2019-06-13	BUY	47	360.3	74.51	34.25	-17,042.86	0
2019-06-18	SELL	47	358.3	74.1	34.07	16,731.93	-310.93
2019-06-23	BUY	46	359.6	72.78	33.46	-16,647.84	0
2019-06-26	SELL	46	360	72.86	33.46	16,453.67	-194.17
2019-07-02	BUY	45	365	72.27	33.17	-16,530.44	0
2019-07-07	SELL	45	358.8	71.04	32.6	16,042.35	-488.08
2019-07-31	BUY	49	325.1	70.09	32.09	-16,032.08	0
2019-08-06	SELL	49	321.8	69.38	31.75	15,667.07	-365
2019-08-18	BUY	49	318	68.56	31.37	-15,681.93	0
2019-08-21	SELL	49	327	70.5	32.28	15,920.21	238.29
2019-08-26	BUY	50	316.7	69.67	31.92	-15,936.6	0
2019-08-29	SELL	50	316.8	69.7	31.94	15,738.37	-198.23
2019-09-15	BUY	51	305	68.44	31.34	-15,654.78	0
2019-09-18	SELL	51	313.4	70.33	32.23	15,880.84	226.06
2019-09-23	BUY	44	361	69.89	31.96	-15,985.85	0
2019-09-26	SELL	44	360	69.7	31.83	15,738.47	-247.38
2019-10-01	BUY	44	352.4	68.22	31.15	-15,604.97	0
2019-10-06	SELL	44	347	67.18	30.68	15,170.14	-434.83
2019-11-20	BUY	47	323.1	66.82	30.59	-15,283.11	0
2019-11-25	SELL	47	312	64.52	29.5	14,569.98	-713.13
2019-11-28	BUY	45	320	63.36	28.95	-14,492.31	0
2019-12-03	SELL	45	311.4	61.66	28.16	13,923.18	-569.13
2020-01-21	BUY	50	279.9	61.58	28.17	-14,084.75	0
2020-01-26	SELL	50	274	60.28	27.55	13,612.17	-472.58
2020-01-29	BUY	50	269.7	59.33	27.1	-13,571.43	0
2020-02-03	SELL	50	258.5	56.87	25.96	12,842.17	-729.26
2020-02-06	BUY	49	263	56.7	25.87	-12,969.57	0
2020-02-11	SELL	49	260	56.06	25.57	12,658.37	-311.2
2020-02-16	BUY	48	261.4	55.21	25.18	-12,627.59	0
2020-02-19	SELL	48	266.8	56.35	25.71	12,724.34	96.76
2020-02-24	BUY	39	319.8	54.88	25.01	-12,552.08	0
2020-02-27	SELL	39	288.1	49.44	22.52	11,163.94	-1,388.14
2020-06-01	BUY	43	258.5	48.91	22.32	-11,186.73	0
2020-06-04	SELL	43	238.9	45.2	20.62	10,206.88	-979.85
2020-06-11	BUY	43	238.8	45.18	20.62	-10,334.21	0
2020-07-09	SELL	43	238.8	45.18	21.14	10,202.08	-132.13

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