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

#324 · MACD

Full-history NAV৳2,920

Net return -97.1% · drawdown 97.1% · 309 closed positions

2024 onward NAV৳41,812

Net return -58.2% · drawdown 58.2% · 58 closed positions

2024 stress NAV৳27,144

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

Variant 1; fixed stop 6.0%; 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৳34

Unsettled৳2,885

Holdings৳0

NAV৳2,920

Realized P&L৳-97,080

Unrealized P&L৳0

Fees৳68,040

Friction৳31,284

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳6.55e-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 #324

618 fills, including partial sales. Page 3.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2015-07-02	BUY	110	330.1	159.77	73.1	-36,543.87	0
2015-07-08	SELL	110	328	158.75	72.64	35,848.61	-695.26
2015-07-13	BUY	102	346.9	155.69	71.21	-35,610.7	0
2015-07-22	SELL	102	335.2	150.44	68.77	33,971.2	-1,639.5
2015-08-24	BUY	107	316.5	149.01	68.2	-34,082.71	0
2015-08-27	SELL	107	321.5	151.36	69.38	34,179.76	97.05
2015-09-01	BUY	108	316.1	150.21	68.92	-34,357.93	0
2015-09-06	SELL	108	314.1	149.26	68.6	33,704.94	-652.99
2015-09-09	BUY	106	313.2	146.08	67.18	-33,412.46	0
2015-09-14	SELL	106	307.1	143.23	65.84	32,343.53	-1,068.93
2015-10-21	BUY	125	258.9	142.39	65.25	-32,570.14	0
2015-10-27	SELL	125	250	137.5	63	31,049.5	-1,520.64
2015-11-01	BUY	123	250.8	135.73	62.27	-31,046.41	0
2015-11-04	SELL	123	249	134.76	61.85	30,430.39	-616.02
2015-11-09	BUY	121	249.3	132.73	61	-30,359.02	0
2015-11-12	SELL	121	250	133.1	61.22	30,055.68	-303.35
2015-11-17	BUY	119	250.5	131.16	60.44	-30,001.1	0
2015-11-22	SELL	119	252.2	132.05	61.02	29,818.73	-182.37
2015-11-25	BUY	118	252	130.84	60.48	-29,927.31	0
2015-11-30	SELL	118	256.1	132.97	61.55	30,025.29	97.97
2015-12-03	BUY	110	272	131.65	60.87	-30,112.52	0
2015-12-08	SELL	110	257	124.39	57.38	28,088.23	-2,024.29
2015-12-24	BUY	110	253.5	122.69	56.58	-28,064.28	0
2015-12-29	SELL	110	254	122.94	56.74	27,760.32	-303.95
2016-01-03	BUY	108	253.4	120.42	55.77	-27,543.39	0
2016-01-06	SELL	108	252	119.75	55.73	27,040.52	-502.87
2016-01-11	BUY	106	254	118.47	55.31	-27,097.77	0
2016-01-14	SELL	106	256.6	119.68	55.79	27,024.13	-73.64
2016-01-19	BUY	102	263.3	118.17	54.88	-27,029.65	0
2016-01-24	SELL	102	266	119.38	55.12	26,957.5	-72.16
2016-01-27	BUY	100	268	117.92	54.4	-26,972.32	0
2016-02-01	SELL	100	257	113.08	52.1	25,534.82	-1,437.5
2016-02-23	BUY	98	259	111.68	51.61	-25,545.29	0
2016-02-28	SELL	98	256.2	110.47	51.02	24,946.1	-599.18
2016-03-21	BUY	103	240.5	108.99	50.21	-24,930.7	0
2016-03-24	SELL	103	235.2	106.59	49.11	24,069.89	-860.81
2016-04-04	BUY	103	233.1	105.64	49.15	-24,164.09	0
2016-04-07	SELL	103	233.2	105.69	49.3	23,864.61	-299.48
2016-04-12	BUY	101	233.8	103.9	48.46	-23,766.16	0
2016-04-18	SELL	101	235.9	104.83	49.07	23,672	-94.16
2016-04-21	BUY	97	243	103.71	48.39	-23,723.11	0
2016-04-26	SELL	97	251.9	107.51	49.91	24,276.87	553.77
2016-05-02	BUY	98	245	105.64	48.95	-24,164.6	0
2016-05-05	SELL	98	247	106.51	49.38	24,050.11	-114.48
2016-05-10	BUY	95	253.4	105.92	49.02	-24,227.94	0
2016-05-15	SELL	95	251.1	104.96	48.52	23,701.02	-526.92
2016-05-24	BUY	91	256.7	102.78	47.51	-23,509.99	0
2016-05-29	SELL	91	255.2	102.18	47.28	23,073.74	-436.25
2016-06-30	BUY	92	251.7	101.89	47.23	-23,305.52	0
2016-07-12	SELL	92	255.8	103.55	47.97	23,382.08	76.56
2016-07-16	BUY	90	257	101.77	47.15	-23,278.92	0
2016-07-19	SELL	90	259.4	102.72	47.49	23,195.79	-83.14
2016-07-24	BUY	88	263	101.83	46.91	-23,292.74	0
2016-07-27	SELL	88	278	107.64	49.43	24,306.92	1,014.18
2016-08-01	BUY	87	276.6	105.88	48.47	-24,218.55	0
2016-08-23	SELL	87	270.2	103.43	47.35	23,356.61	-861.94
2016-09-06	BUY	87	268	102.59	47.32	-23,465.91	0
2016-09-20	SELL	87	262	100.29	46.49	22,647.21	-818.7
2016-09-25	BUY	84	267.1	98.72	45.81	-22,580.93	0
2016-10-05	SELL	84	271.46	100.33	46.42	22,655.73	74.8
2016-10-10	BUY	83	269.8	98.53	45.57	-22,537.5	0
2016-10-25	SELL	83	282.15	103.04	47.42	23,267.99	730.49
2016-10-30	BUY	84	277	102.38	47.09	-23,417.47	0
2016-11-09	SELL	84	280.67	103.73	47.67	23,424.46	6.99
2016-11-20	BUY	82	282.5	101.93	46.77	-23,313.69	0
2016-11-23	SELL	82	288.6	104.13	47.75	23,513.32	199.63
2016-11-28	BUY	82	286	103.19	47.28	-23,602.46	0
2016-12-20	SELL	82	285	102.83	47.14	23,220.03	-382.43
2017-01-05	BUY	79	290	100.8	46.25	-23,057.06	0
2017-01-19	SELL	79	296.7	103.13	47.24	23,289.17	232.11
2017-01-24	BUY	78	298.5	102.45	46.88	-23,432.33	0
2017-01-29	SELL	78	305.5	104.85	47.92	23,676.24	243.91
2017-02-02	BUY	77	306.5	103.84	47.47	-23,751.81	0
2017-02-15	SELL	77	317.2	107.47	49.15	24,267.47	515.66
2017-02-20	BUY	75	318.8	105.2	48.11	-24,063.31	0
2017-03-14	SELL	75	317.9	104.91	48.01	23,689.58	-373.73
2017-03-30	BUY	71	330	103.09	47.3	-23,580.39	0
2017-04-04	SELL	71	346.5	108.25	49.58	24,443.67	863.28
2017-04-09	BUY	71	345	107.78	49.33	-24,652.11	0
2017-04-30	SELL	71	337.1	105.31	48.27	23,780.52	-871.59
2017-05-28	BUY	71	334	104.34	48.21	-23,866.55	0
2017-06-18	SELL	71	331.1	103.44	47.67	23,357	-509.55
2017-06-21	BUY	69	335.8	101.95	46.92	-23,319.07	0
2017-07-06	SELL	69	353.13	107.21	49.1	24,209.86	890.79
2017-07-16	BUY	66	365.1	106.03	48.4	-24,251.02	0
2017-07-19	SELL	66	365.1	106.03	48.38	23,942.2	-308.82
2017-07-24	BUY	64	367	103.35	47.14	-23,638.49	0
2017-07-30	SELL	64	376.7	106.08	48.38	23,954.34	315.86
2017-08-17	BUY	62	388	105.85	48.33	-24,210.17	0
2017-09-06	SELL	62	399.76	109.06	49.91	24,626.28	416.1
2017-09-11	BUY	57	430	107.84	49.29	-24,667.14	0
2017-10-03	SELL	57	410	102.83	46.95	23,220.23	-1,446.91
2017-10-10	BUY	54	422	100.27	45.81	-22,934.07	0
2017-10-15	SELL	54	429	101.93	46.59	23,017.48	83.4
2017-10-24	BUY	53	431.3	100.58	45.98	-23,005.46	0
2017-10-29	SELL	53	445.3	103.84	47.46	23,449.6	444.14
2017-11-09	BUY	51	457	102.55	46.86	-23,456.41	0
2017-11-14	SELL	51	490.05	109.97	50.23	24,832.36	1,375.95
2017-11-19	BUY	51	489	109.73	50.06	-25,098.79	0
2017-12-10	SELL	51	478.3	107.33	48.95	24,237.02	-861.77

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