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 5.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2020-01-01	BUY	35	280	43.12	19.75	-9,862.87	0
2020-01-06	SELL	35	285.8	44.01	20.16	9,938.82	75.95
2020-01-20	BUY	37	265.3	43.19	19.74	-9,879.04	0
2020-01-23	SELL	37	270.5	44.04	20.1	9,944.36	65.33
2020-01-28	BUY	36	272.4	43.15	19.69	-9,869.24	0
2020-02-02	SELL	36	258	40.87	18.63	9,228.5	-640.74
2020-02-05	BUY	35	265.2	40.84	18.61	-9,341.45	0
2020-02-10	SELL	35	261.9	40.33	18.38	9,107.79	-233.67
2020-02-19	BUY	34	266.8	39.91	18.19	-9,129.3	0
2020-02-24	SELL	34	319.8	47.84	21.79	10,803.56	1,674.26
2020-02-27	BUY	37	288.1	46.9	21.36	-10,727.96	0
2020-03-03	SELL	37	273.9	44.59	20.31	10,069.4	-658.56
2020-05-31	BUY	42	239.1	44.19	20.15	-10,106.54	0
2020-06-03	SELL	42	240	44.35	20.23	10,015.42	-91.12
2020-06-08	BUY	42	238.8	44.13	20.13	-10,093.86	0
2020-06-11	SELL	42	238.8	44.13	20.14	9,965.33	-128.54
2020-07-09	BUY	41	238.8	43.08	20.13	-9,854.01	0
2020-07-14	SELL	41	240.6	43.4	19.9	9,801.3	-52.71
2020-07-19	BUY	40	243	42.77	19.55	-9,782.32	0
2020-07-22	SELL	40	246.5	43.38	19.81	9,796.8	14.48
2020-07-27	BUY	38	259.9	43.46	19.82	-9,939.47	0
2020-07-30	SELL	38	255	42.64	19.43	9,627.93	-311.54
2020-08-09	BUY	37	255	41.51	18.91	-9,495.42	0
2020-08-13	SELL	37	290	47.21	21.5	10,661.29	1,165.86
2020-08-18	BUY	37	288	46.89	21.35	-10,724.24	0
2020-08-24	SELL	37	295	48.03	21.87	10,845.11	120.87
2020-08-27	BUY	34	317	47.42	21.59	-10,847.01	0
2020-09-02	SELL	34	321.85	48.15	21.92	10,872.8	25.79
2020-09-09	BUY	32	339	47.73	21.73	-10,917.46	0
2020-09-14	SELL	32	354	49.84	22.69	11,255.46	338
2020-10-14	BUY	33	333	48.35	22.06	-11,059.41	0
2020-10-19	SELL	33	336	48.79	22.28	11,016.94	-42.48
2020-11-08	BUY	33	336.2	48.82	22.3	-11,165.72	0
2020-11-23	SELL	33	316.03	45.89	20.97	10,362.07	-803.65
2020-12-07	BUY	32	325.1	45.77	20.92	-10,469.89	0
2020-12-14	SELL	32	345.61	48.66	22.22	10,988.6	518.71
2020-12-20	BUY	31	348.5	47.54	21.69	-10,872.72	0
2021-01-04	SELL	31	360.1	49.12	22.39	11,091.59	218.87
2021-01-07	BUY	29	376	47.98	21.86	-10,973.84	0
2021-01-19	SELL	29	384.2	49.02	22.34	11,070.44	96.6
2021-02-07	BUY	29	385	49.13	22.39	-11,236.52	0
2021-02-22	SELL	29	359.7	45.9	20.92	10,364.48	-872.04
2021-03-07	BUY	30	340.3	44.92	20.48	-10,274.4	0
2021-03-10	SELL	30	352	46.46	21.18	10,492.35	217.95
2021-03-15	BUY	30	347	45.8	20.89	-10,476.69	0
2021-04-01	SELL	30	330	43.56	19.88	9,836.56	-640.13
2021-04-08	BUY	30	325	42.9	19.59	-9,812.49	0
2021-04-13	SELL	30	330	43.56	19.9	9,836.54	24.05
2021-04-19	BUY	29	341.9	43.63	19.94	-9,978.67	0
2021-05-11	SELL	29	340	43.38	19.85	9,796.76	-181.91
2021-05-17	BUY	28	344.5	42.44	19.4	-9,707.84	0
2021-06-06	SELL	28	351.45	43.3	19.76	9,777.54	69.7
2021-06-13	BUY	28	351	43.24	19.74	-9,890.99	0
2021-07-06	SELL	28	348.4	42.92	19.61	9,692.67	-198.32
2021-07-12	BUY	27	356.5	42.35	19.34	-9,687.19	0
2021-07-25	SELL	27	362.74	43.09	19.67	9,731.11	43.91
2021-07-28	BUY	26	365	41.76	19.06	-9,550.81	0
2021-08-03	SELL	26	372	42.56	19.41	9,610.03	59.22
2021-08-25	BUY	26	369.9	42.32	19.29	-9,679	0
2021-09-09	SELL	26	384.02	43.93	20.03	9,920.58	241.58
2021-09-14	BUY	26	385.2	44.07	20.1	-10,079.36	0
2021-10-05	SELL	26	378.2	43.27	19.72	9,770.22	-309.14
2021-11-03	BUY	27	356.6	42.36	19.33	-9,689.89	0
2021-11-08	SELL	27	355	42.17	19.26	9,523.57	-166.32
2021-11-11	BUY	26	354.7	40.58	18.54	-9,281.32	0
2021-11-16	SELL	26	361.9	41.4	18.93	9,349.07	67.75
2021-11-21	BUY	26	360.5	41.24	18.87	-9,433.11	0
2021-12-01	SELL	26	359	41.07	18.84	9,274.09	-159.03
2021-12-06	BUY	26	362.8	41.5	19.03	-9,493.34	0
2021-12-15	SELL	26	357.3	40.88	18.75	9,230.18	-263.16
2022-01-02	BUY	26	350	40.04	18.35	-9,158.39	0
2022-01-05	SELL	26	350.3	40.07	18.37	9,049.36	-109.03
2022-01-10	BUY	25	350.1	38.51	17.62	-8,808.63	0
2022-01-13	SELL	25	357.1	39.28	17.97	8,870.25	61.62
2022-01-18	BUY	25	360	39.6	18.11	-9,057.71	0
2022-01-30	SELL	25	352	38.72	17.71	8,743.57	-314.14
2022-02-07	BUY	24	355.3	37.52	17.18	-8,581.9	0
2022-02-22	SELL	24	355.8	37.57	17.2	8,484.42	-97.47
2022-03-14	BUY	26	329.9	37.74	17.24	-8,632.38	0
2022-03-20	SELL	26	326	37.29	17.04	8,421.67	-210.71
2022-03-23	BUY	26	328	37.52	17.15	-8,582.67	0
2022-03-28	SELL	26	329.9	37.74	17.26	8,522.4	-60.27
2022-03-31	BUY	25	329.7	36.27	16.59	-8,295.35	0
2022-04-05	SELL	25	325.1	35.76	16.37	8,075.37	-219.98
2022-04-18	BUY	25	323.1	35.54	16.31	-8,129.35	0
2022-04-21	SELL	25	322.1	35.43	16.23	8,000.84	-128.5
2022-04-26	BUY	24	327	34.53	15.81	-7,898.34	0
2022-05-05	SELL	24	320.1	33.8	15.45	7,633.15	-265.19
2022-05-30	BUY	25	310	34.1	15.57	-7,799.67	0
2022-06-02	SELL	25	309.5	34.05	15.55	7,687.91	-111.76
2022-06-07	BUY	25	307.3	33.8	15.43	-7,731.74	0
2022-06-12	SELL	25	306	33.66	15.38	7,600.96	-130.78
2022-06-15	BUY	24	307.8	32.5	14.87	-7,434.57	0
2022-06-20	SELL	24	306	32.31	14.78	7,296.9	-137.67
2022-06-23	BUY	24	305	32.21	14.73	-7,366.94	0
2022-06-28	SELL	24	303.1	32.01	14.63	7,227.76	-139.18
2022-07-18	BUY	25	289.8	31.88	14.53	-7,291.41	0
2022-07-21	SELL	25	287.5	31.63	14.41	7,141.46	-149.95
2022-07-26	BUY	24	289.4	30.56	13.93	-6,990.09	0
2022-07-31	SELL	24	287.3	30.34	13.83	6,851.03	-139.05

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