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 4.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2017-12-28	BUY	51	469.4	105.33	48.11	-24,092.84	0
2018-01-04	SELL	51	482.33	108.23	49.49	24,441	348.16
2018-01-09	BUY	51	472.6	106.05	48.48	-24,257.14	0
2018-01-25	SELL	51	504.9	113.3	51.74	25,584.86	1,327.72
2018-01-30	BUY	50	511	112.42	51.31	-25,713.73	0
2018-02-22	SELL	50	494.9	108.88	49.67	24,586.45	-1,127.27
2018-03-07	BUY	50	487.9	107.34	49.08	-24,551.42	0
2018-03-29	SELL	50	462.2	101.68	46.56	22,961.75	-1,589.67
2018-04-03	BUY	48	477	100.74	46.14	-23,042.88	0
2018-04-15	SELL	48	484.8	102.39	46.88	23,121.13	78.25
2018-04-18	BUY	47	487.5	100.82	46.17	-23,059.48	0
2018-04-23	SELL	47	484.1	100.11	45.81	22,606.78	-452.71
2018-05-15	BUY	48	466	98.42	44.96	-22,511.38	0
2018-05-20	SELL	48	445	93.98	42.92	21,223.1	-1,288.28
2018-05-30	BUY	50	428.4	94.25	43.09	-21,557.34	0
2018-06-04	SELL	50	405	89.1	40.73	20,120.17	-1,437.17
2018-06-21	BUY	52	385	88.09	40.21	-20,148.3	0
2018-06-26	SELL	52	404	92.44	42.17	20,873.4	725.1
2018-07-02	BUY	53	390.1	90.97	41.49	-20,807.76	0
2018-07-05	SELL	53	378	88.15	40.2	19,905.65	-902.1
2018-07-10	BUY	50	390.6	85.93	39.19	-19,655.12	0
2018-07-15	SELL	50	390	85.8	39.13	19,375.07	-280.05
2018-07-18	BUY	48	401.9	84.88	38.71	-19,414.79	0
2018-07-23	SELL	48	396.9	83.83	38.25	18,929.12	-485.67
2018-07-26	BUY	48	391	82.58	37.71	-18,888.29	0
2018-07-31	SELL	48	388.1	81.97	37.45	18,509.38	-378.91
2018-08-20	BUY	50	374	82.28	37.64	-18,819.92	0
2018-08-28	SELL	50	383.5	84.37	38.64	19,051.99	232.07
2018-09-03	BUY	48	387	81.73	37.43	-18,695.16	0
2018-09-06	SELL	48	388.5	82.05	37.56	18,528.38	-166.78
2018-09-27	BUY	51	366.2	82.18	37.64	-18,796.01	0
2018-10-02	SELL	51	372	83.48	38.23	18,850.29	54.28
2018-10-07	BUY	51	365.1	81.93	37.51	-18,739.54	0
2018-10-10	SELL	51	363	81.46	37.28	18,394.26	-345.28
2018-10-15	BUY	50	364	80.08	36.64	-18,316.72	0
2018-10-18	SELL	50	364	80.08	36.65	18,083.27	-233.45
2018-10-23	BUY	50	365	80.3	36.8	-18,367.1	0
2018-10-28	SELL	50	383	84.26	38.58	19,027.16	660.06
2018-10-31	BUY	49	380.5	82.04	37.55	-18,764.09	0
2018-11-05	SELL	49	380	81.93	37.52	18,500.55	-263.54
2018-11-29	BUY	50	366.7	80.67	37.03	-18,452.7	0
2018-12-04	SELL	50	360.1	79.22	36.37	17,889.41	-563.29
2018-12-09	BUY	49	363.6	78.39	35.97	-17,930.77	0
2018-12-12	SELL	49	355.5	76.65	35.15	17,307.7	-623.07
2018-12-18	BUY	48	360.5	76.14	34.92	-17,415.06	0
2018-12-23	SELL	48	356.1	75.21	34.58	16,983.01	-432.05
2018-12-27	BUY	47	361	74.65	34.34	-17,075.99	0
2019-01-03	SELL	47	365	75.48	34.7	17,044.82	-31.17
2019-01-08	BUY	45	374	74.05	33.95	-16,938.01	0
2019-01-13	SELL	45	390	77.22	35.34	17,437.44	499.43
2019-01-16	BUY	45	387.1	76.65	35.06	-17,531.2	0
2019-01-21	SELL	45	387	76.63	35.04	17,303.34	-227.86
2019-01-24	BUY	44	391.3	75.76	34.61	-17,327.56	0
2019-01-29	SELL	44	411	79.57	36.32	17,968.11	640.55
2019-02-03	BUY	45	398.2	78.84	35.95	-18,033.79	0
2019-02-06	SELL	45	403.6	79.91	36.43	18,045.65	11.86
2019-02-27	BUY	45	394.5	78.11	35.59	-17,866.2	0
2019-03-05	SELL	45	394	78.01	35.57	17,616.42	-249.78
2019-03-13	BUY	45	391.7	77.56	35.39	-17,739.45	0
2019-03-19	SELL	45	389	77.02	35.16	17,392.81	-346.64
2019-03-24	BUY	43	398	75.3	34.39	-17,223.69	0
2019-03-28	SELL	43	410	77.57	35.42	17,517.01	293.32
2019-04-02	BUY	42	417	77.06	35.19	-17,626.25	0
2019-04-07	SELL	42	385	71.15	32.46	16,066.39	-1,559.86
2019-04-23	BUY	43	372.4	70.46	32.13	-16,115.79	0
2019-04-28	SELL	43	365	69.06	31.51	15,594.43	-521.36
2019-05-06	BUY	42	362.1	66.92	30.56	-15,305.67	0
2019-05-09	SELL	42	358.7	66.29	30.3	14,968.81	-336.86
2019-05-20	BUY	43	350.1	66.24	30.37	-15,150.91	0
2019-05-23	SELL	43	349.4	66.11	30.32	14,927.77	-223.14
2019-05-28	BUY	43	341.8	64.67	29.66	-14,791.73	0
2019-06-09	SELL	43	355.1	67.18	30.84	15,171.27	379.54
2019-06-12	BUY	42	365	67.45	30.98	-15,428.43	0
2019-06-17	SELL	42	358.1	66.18	30.37	14,943.65	-484.78
2019-06-20	BUY	41	360.4	65.02	29.85	-14,871.27	0
2019-06-25	SELL	41	360.9	65.11	29.89	14,701.9	-169.37
2019-06-30	BUY	40	365	64.24	29.45	-14,693.69	0
2019-07-04	SELL	40	364	64.06	29.37	14,466.57	-227.13
2019-07-28	BUY	44	324.6	62.84	28.74	-14,373.99	0
2019-07-31	SELL	44	325.1	62.94	28.79	14,212.67	-161.32
2019-08-06	BUY	44	321.8	62.3	28.49	-14,249.99	0
2019-08-18	SELL	44	318	61.56	28.15	13,902.29	-347.7
2019-08-21	BUY	42	327	60.43	27.64	-13,822.07	0
2019-08-26	SELL	42	316.7	58.53	26.78	13,216.09	-605.98
2019-08-29	BUY	42	316.8	58.54	26.79	-13,390.94	0
2019-09-03	SELL	42	300	55.44	25.36	12,519.2	-871.74
2019-09-11	BUY	40	309.9	54.54	24.94	-12,475.48	0
2019-09-16	SELL	40	306.6	53.96	24.68	12,185.36	-290.13
2019-09-23	BUY	33	361	52.42	23.93	-11,989.35	0
2019-09-26	SELL	33	360	52.27	23.85	11,803.88	-185.47
2019-10-01	BUY	34	352.4	52.72	24.05	-12,058.36	0
2019-10-06	SELL	34	347	51.91	23.68	11,722.41	-335.96
2019-10-27	BUY	35	327.6	50.45	23.04	-11,539.49	0
2019-10-30	SELL	35	321.2	49.46	22.61	11,169.92	-369.57
2019-11-13	BUY	36	314.6	49.83	22.79	-11,398.22	0
2019-11-18	SELL	36	310.7	49.21	22.52	11,113.47	-284.76
2019-11-21	BUY	34	325	48.62	22.2	-11,120.82	0
2019-11-26	SELL	34	306	45.78	20.89	10,337.33	-783.49
2019-12-01	BUY	32	318	44.77	20.42	-10,241.2	0
2019-12-04	SELL	32	310	43.65	19.91	9,856.44	-384.75

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