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: -18.5%. 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

#321 · MACD

Full-history NAV৳3,165

Net return -96.8% · drawdown 96.9% · 308 closed positions

2024 onward NAV৳44,680

Net return -55.3% · drawdown 55.4% · 57 closed positions

2024 stress NAV৳27,144

Net return -72.9% · drawdown 72.9% · 42 closed positions

Variant 1; fixed stop 8.0%; maximum 15 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৳39

Unsettled৳3,126

Holdings৳0

NAV৳3,165

Realized P&L৳-96,835

Unrealized P&L৳0

Fees৳69,000

Friction৳31,733

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳1.86e-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 #321

616 fills, including partial sales. Page 3.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2015-07-02	BUY	114	330.1	165.58	75.78	-37,872.76	0
2015-07-08	SELL	114	328	164.52	75.3	37,152.18	-720.58
2015-07-13	BUY	107	346.9	163.32	74.72	-37,356.34	0
2015-08-03	SELL	107	328.5	154.66	70.63	34,924.21	-2,432.14
2015-08-24	BUY	109	316.5	151.79	69.49	-34,719.78	0
2015-08-27	SELL	109	321.5	154.19	70.69	34,818.62	98.84
2015-09-01	BUY	110	316.1	152.99	70.21	-34,994.2	0
2015-09-06	SELL	110	314.1	152.02	69.88	34,329.1	-665.11
2015-09-09	BUY	109	313.2	150.21	69.1	-34,358.12	0
2015-09-14	SELL	109	307.1	147.29	67.72	33,258.89	-1,099.22
2015-10-21	BUY	127	258.9	144.67	66.3	-33,091.27	0
2015-10-27	SELL	127	250	139.7	64.01	31,546.29	-1,544.99
2015-11-01	BUY	125	250.8	137.94	63.29	-31,551.23	0
2015-11-04	SELL	125	249	136.95	62.87	30,925.18	-626.05
2015-11-09	BUY	124	249.3	136.02	62.52	-31,111.74	0
2015-11-12	SELL	124	250	136.4	62.76	30,800.84	-310.9
2015-11-17	BUY	122	250.5	134.47	61.99	-30,757.46	0
2015-11-22	SELL	122	252.2	135.38	62.58	30,570.44	-187.02
2015-11-25	BUY	120	252	133.06	61.52	-30,434.57	0
2015-11-30	SELL	120	256.1	135.22	62.61	30,534.17	99.6
2015-12-03	BUY	112	272	134.04	62	-30,660.04	0
2015-12-08	SELL	112	257	126.65	58.44	28,598.91	-2,061.14
2015-12-24	BUY	112	253.5	124.92	57.63	-28,574.55	0
2015-12-29	SELL	112	254	125.17	57.79	28,265.04	-309.51
2016-01-03	BUY	111	253.4	123.76	57.35	-28,308.51	0
2016-01-06	SELL	111	252	123.08	57.31	27,791.61	-516.9
2016-01-11	BUY	108	254	120.7	56.38	-27,609.08	0
2016-01-14	SELL	108	256.6	121.94	56.87	27,533.99	-75.09
2016-01-19	BUY	104	263.3	120.49	55.98	-27,559.67	0
2016-01-24	SELL	104	266	121.72	56.22	27,486.06	-73.61
2016-01-27	BUY	102	268	120.28	55.5	-27,511.78	0
2016-02-01	SELL	102	257	115.34	53.16	26,045.5	-1,466.28
2016-02-23	BUY	100	259	113.96	52.68	-26,066.64	0
2016-02-28	SELL	100	256.2	112.73	52.08	25,455.19	-611.44
2016-03-21	BUY	105	240.5	111.11	51.2	-25,414.81	0
2016-03-24	SELL	105	235.2	108.66	50.08	24,537.26	-877.55
2016-04-04	BUY	105	233.1	107.69	50.12	-24,633.32	0
2016-04-07	SELL	105	233.2	107.74	50.28	24,327.98	-305.34
2016-04-12	BUY	103	233.8	105.96	49.44	-24,236.8	0
2016-04-18	SELL	103	235.9	106.91	50.07	24,140.72	-96.08
2016-04-21	BUY	99	243	105.85	49.42	-24,212.27	0
2016-04-26	SELL	99	251.9	109.73	50.97	24,777.41	565.14
2016-05-02	BUY	100	245	107.8	49.97	-24,657.77	0
2016-05-05	SELL	100	247	108.68	50.41	24,540.91	-116.86
2016-05-10	BUY	97	253.4	108.15	50.07	-24,738.02	0
2016-05-15	SELL	97	251.1	107.17	49.55	24,199.98	-538.04
2016-05-24	BUY	93	256.7	105.04	48.57	-24,026.71	0
2016-05-29	SELL	93	255.2	104.43	48.34	23,580.83	-445.88
2016-06-30	BUY	93	251.7	103	47.75	-23,558.85	0
2016-07-12	SELL	93	255.8	104.67	48.51	23,636.22	77.37
2016-07-16	BUY	92	257	104.03	48.22	-23,796.25	0
2016-07-19	SELL	92	259.4	105.01	48.56	23,711.23	-85.02
2016-07-24	BUY	89	263	102.99	47.45	-23,557.44	0
2016-07-27	SELL	89	278	108.86	50	24,583.13	1,025.69
2016-08-01	BUY	89	276.6	108.32	49.59	-24,775.31	0
2016-08-23	SELL	89	270.2	105.81	48.45	23,893.54	-881.77
2016-09-06	BUY	88	268	103.77	47.87	-23,735.64	0
2016-09-20	SELL	88	262	101.45	47.04	22,907.52	-828.13
2016-09-25	BUY	85	267.1	99.9	46.36	-22,849.76	0
2016-10-05	SELL	85	271.46	101.53	46.98	22,925.43	75.67
2016-10-10	BUY	85	269.8	100.91	46.68	-23,080.59	0
2016-10-25	SELL	85	282.15	105.52	48.58	23,828.65	748.06
2016-10-30	BUY	85	277	103.6	47.66	-23,696.25	0
2016-11-09	SELL	85	280.67	104.97	48.24	23,703.31	7.06
2016-11-20	BUY	84	282.5	104.41	47.92	-23,882.33	0
2016-11-23	SELL	84	288.6	106.67	48.93	24,086.8	204.48
2016-11-28	BUY	83	286	104.45	47.86	-23,890.3	0
2016-12-20	SELL	83	285	104.08	47.72	23,503.2	-387.11
2017-01-05	BUY	81	290	103.36	47.44	-23,640.79	0
2017-01-19	SELL	81	296.7	105.74	48.44	23,878.76	237.96
2017-01-24	BUY	79	298.5	103.76	47.49	-23,732.74	0
2017-01-29	SELL	79	305.5	106.19	48.53	23,979.77	247.03
2017-02-02	BUY	78	306.5	105.19	48.09	-24,060.28	0
2017-02-15	SELL	78	317.2	108.86	49.8	24,582.63	522.35
2017-02-20	BUY	77	318.8	108.01	49.4	-24,705.01	0
2017-03-14	SELL	77	317.9	107.7	49.3	24,321.29	-383.71
2017-03-30	BUY	73	330	106	48.64	-24,244.64	0
2017-04-04	SELL	73	346.5	111.3	50.99	25,132.21	887.58
2017-04-09	BUY	72	345	109.3	50.03	-24,999.33	0
2017-04-30	SELL	72	337.1	106.79	48.95	24,115.45	-883.88
2017-05-28	BUY	72	334	105.81	48.9	-24,202.71	0
2017-06-18	SELL	72	331.1	104.89	48.35	23,685.96	-516.75
2017-06-21	BUY	70	335.8	103.43	47.61	-23,657.03	0
2017-07-06	SELL	70	353.13	108.76	49.82	24,560.72	903.69
2017-07-16	BUY	67	365.1	107.63	49.13	-24,618.47	0
2017-07-19	SELL	67	365.1	107.63	49.11	24,304.96	-313.51
2017-07-24	BUY	66	367	106.58	48.62	-24,377.19	0
2017-07-30	SELL	66	376.7	109.39	49.9	24,702.91	325.72
2017-08-17	BUY	63	388	107.55	49.11	-24,600.67	0
2017-09-06	SELL	63	399.76	110.81	50.72	25,023.47	422.81
2017-09-11	BUY	58	430	109.74	50.16	-25,099.9	0
2017-10-03	SELL	58	410	104.63	47.77	23,627.59	-1,472.3
2017-10-10	BUY	55	422	102.12	46.66	-23,358.78	0
2017-10-15	SELL	55	429	103.82	47.46	23,443.72	84.94
2017-10-24	BUY	54	431.3	102.48	46.85	-23,439.53	0
2017-10-29	SELL	54	445.3	105.8	48.36	23,892.04	452.51
2017-11-09	BUY	52	457	104.56	47.78	-23,916.34	0
2017-11-14	SELL	52	490.05	112.12	51.22	25,319.26	1,402.92
2017-11-19	BUY	52	489	111.88	51.04	-25,590.93	0
2017-12-10	SELL	52	478.3	109.44	49.91	24,712.26	-878.67

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