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: -18.9%. 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

#323 · Flow: Range flow

Full-history NAV৳2,924

Net return -97.1% · drawdown 97.1% · 343 closed positions

2024 onward NAV৳69,812

Net return -30.2% · drawdown 45.4% · 59 closed positions

2024 stress NAV৳20,089

Net return -79.9% · drawdown 79.9% · 44 closed positions

Variant 1; fixed stop 12.0%; maximum 10 sessions; gate None; fresh signal only; exit any bearish; trailing arms at 0.0%, distance 0.0%; partial sale at 0.0% (0 = off).

Account reconciliation

Cash৳64

Unsettled৳0

Holdings৳2,860

NAV৳2,924

Realized P&L৳-97,018

Unrealized P&L৳-58

Fees৳60,830

Friction৳27,904

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳1.62e-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 #323

687 fills, including partial sales. Page 5.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2019-01-09	BUY	28	382	47.06	21.5	-10,764.56	0
2019-01-14	SELL	28	391	48.17	21.99	10,877.84	113.28
2019-01-21	BUY	27	387	45.98	20.97	-10,515.95	0
2019-01-24	SELL	27	391.3	46.49	21.2	10,497.42	-18.53
2019-01-29	BUY	26	411	47.02	21.42	-10,754.44	0
2019-02-03	SELL	26	398.2	45.55	20.74	10,286.9	-467.54
2019-02-06	BUY	25	403.6	44.4	20.21	-10,154.61	0
2019-02-11	SELL	25	405	44.55	20.28	10,060.17	-94.44
2019-02-14	BUY	25	395	43.45	19.78	-9,938.23	0
2019-02-19	SELL	25	376	41.36	18.83	9,339.81	-598.42
2019-03-05	BUY	24	394	41.61	18.94	-9,516.55	0
2019-03-10	SELL	24	387	40.87	18.61	9,228.52	-288.03
2019-03-13	BUY	23	391.7	39.64	18.05	-9,066.79	0
2019-03-19	SELL	23	389	39.37	17.93	8,889.7	-177.1
2019-03-24	BUY	23	398	40.28	18.35	-9,212.63	0
2019-03-31	SELL	23	407	41.19	18.77	9,301.04	88.41
2019-04-15	BUY	25	369.8	40.68	18.52	-9,304.2	0
2019-04-18	SELL	25	372.5	40.98	18.66	9,252.87	-51.34
2019-04-29	BUY	25	365.5	40.21	18.32	-9,196.02	0
2019-05-05	SELL	25	361.9	39.81	18.14	8,989.55	-206.47
2019-05-15	BUY	26	346	39.58	18.08	-9,053.66	0
2019-05-20	SELL	26	350.1	40.05	18.3	9,044.25	-9.42
2019-05-29	BUY	25	350	38.5	17.59	-8,806.09	0
2019-06-13	SELL	25	360.3	39.63	18.12	8,949.74	143.65
2019-06-19	BUY	25	363.9	40.03	18.31	-9,155.84	0
2019-06-24	SELL	25	359.2	39.51	18.07	8,922.42	-233.42
2019-06-27	BUY	24	363.5	38.39	17.54	-8,779.93	0
2019-07-03	SELL	24	364.9	38.53	17.6	8,701.46	-78.46
2019-07-08	BUY	25	351.7	38.69	17.68	-8,848.87	0
2019-07-11	SELL	25	333	36.63	16.73	8,271.64	-577.23
2019-07-28	BUY	25	324.6	35.71	16.29	-8,166.99	0
2019-08-06	SELL	25	321.8	35.4	16.14	7,993.46	-173.54
2019-08-19	BUY	25	318	34.98	15.96	-8,000.94	0
2019-08-22	SELL	25	324	35.64	16.26	8,048.1	47.16
2019-08-28	BUY	25	320.1	35.21	16.07	-8,053.78	0
2019-09-02	SELL	25	312.1	34.33	15.67	7,752.5	-301.28
2019-09-08	BUY	26	295.5	33.81	15.42	-7,732.23	0
2019-09-19	SELL	26	320	36.61	16.71	8,266.68	534.45
2019-10-06	BUY	24	347	36.64	16.7	-8,381.34	0
2019-10-10	SELL	24	333.5	35.22	16.05	7,952.73	-428.61
2019-10-21	BUY	24	318.7	33.65	15.33	-7,697.79	0
2019-10-24	SELL	24	324	34.21	15.6	7,726.18	28.39
2019-10-30	BUY	24	321.2	33.92	15.48	-7,758.2	0
2019-11-04	SELL	24	315.1	33.27	15.19	7,513.94	-244.26
2019-11-11	BUY	24	315.9	33.36	15.23	-7,630.18	0
2019-11-14	SELL	24	310.1	32.75	14.95	7,394.71	-235.48
2019-11-20	BUY	23	323.1	32.7	14.91	-7,478.91	0
2019-11-25	SELL	23	312	31.57	14.39	7,130.03	-348.88
2019-11-28	BUY	22	320	30.98	14.11	-7,085.09	0
2019-12-03	SELL	22	311.4	30.14	13.73	6,806.92	-278.17
2019-12-17	BUY	23	297.2	30.08	13.71	-6,879.38	0
2019-12-22	SELL	23	293	29.65	13.53	6,695.82	-183.56
2020-01-01	BUY	23	280	28.34	12.95	-6,481.28	0
2020-01-06	SELL	23	285.8	28.92	13.21	6,531.26	49.98
2020-01-13	BUY	26	253	28.94	13.22	-6,620.16	0
2020-01-16	SELL	26	231.5	26.48	12.09	5,980.43	-639.73
2020-01-26	BUY	22	274	26.52	12.09	-6,066.61	0
2020-01-29	SELL	22	269.7	26.11	11.89	5,895.4	-171.21
2020-02-04	BUY	21	273	25.23	11.49	-5,769.71	0
2020-02-09	SELL	21	260.7	24.09	10.97	5,439.65	-330.07
2020-02-20	BUY	20	280	24.64	11.22	-5,635.86	0
2020-02-25	SELL	20	292	25.7	11.69	5,802.61	166.75
2020-03-09	BUY	22	262.1	25.37	11.54	-5,803.12	0
2020-03-12	SELL	22	258.5	25.02	11.39	5,650.59	-152.52
2020-06-11	BUY	23	238.8	24.17	11.01	-5,527.58	0
2020-07-09	SELL	23	238.8	24.17	11.16	5,457.08	-70.5
2020-07-20	BUY	22	244.5	23.67	10.79	-5,413.46	0
2020-08-04	SELL	22	264.8	25.63	11.67	5,788.3	374.84
2020-08-10	BUY	21	271.5	25.09	11.42	-5,738	0
2020-08-16	SELL	21	294	27.17	12.36	6,134.47	396.47
2020-08-19	BUY	22	286.9	27.77	12.64	-6,352.21	0
2020-08-24	SELL	22	295	28.56	12.99	6,448.45	96.24
2020-09-01	BUY	20	320.4	28.2	12.83	-6,449.02	0
2020-09-15	SELL	20	350.6	30.85	14.04	6,967.11	518.09
2020-09-24	BUY	20	337.8	29.73	13.53	-6,799.25	0
2020-09-29	SELL	20	330.2	29.06	13.23	6,561.72	-237.54
2020-10-04	BUY	20	331.7	29.19	13.29	-6,676.48	0
2020-10-07	SELL	20	328.8	28.93	13.18	6,533.89	-142.59
2020-10-12	BUY	19	330.9	27.66	12.6	-6,327.36	0
2020-10-19	SELL	19	336	28.09	12.8	6,343.11	15.75
2020-10-27	BUY	19	332.2	27.77	12.66	-6,352.23	0
2020-11-01	SELL	19	329.7	27.56	12.56	6,224.18	-128.06
2020-11-08	BUY	19	336.2	28.11	12.81	-6,428.72	0
2020-11-15	SELL	19	330.2	27.6	12.59	6,233.61	-195.11
2020-11-30	BUY	19	318.2	26.6	12.13	-6,084.53	0
2020-12-14	SELL	19	346	28.93	13.18	6,531.89	447.36
2020-12-22	BUY	19	341.4	28.54	13	-6,528.14	0
2020-12-27	SELL	19	344	28.76	13.1	6,494.14	-34
2021-01-04	BUY	18	360.1	28.52	12.99	-6,523.31	0
2021-01-10	SELL	18	366.3	29.01	13.21	6,551.18	27.88
2021-01-18	BUY	17	377	28.2	12.84	-6,450.04	0
2021-01-21	SELL	17	377	28.2	12.83	6,367.97	-82.07
2021-01-28	BUY	17	384.4	28.75	13.09	-6,576.64	0
2021-02-02	SELL	17	370.1	27.68	12.6	6,251.41	-325.23
2021-02-10	BUY	16	377.7	26.59	12.1	-6,081.9	0
2021-02-15	SELL	16	374	26.33	11.99	5,945.68	-136.21
2021-03-08	BUY	17	343.8	25.72	11.71	-5,882.03	0
2021-03-11	SELL	17	345.6	25.85	11.77	5,837.58	-44.45
2021-03-23	BUY	17	341.7	25.56	11.64	-5,846.1	0
2021-03-28	SELL	17	338	25.28	11.52	5,709.2	-136.9

Previous Next