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: -19.2%. 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

#326 · MACD

Full-history NAV৳2,695

Net return -97.3% · drawdown 97.4% · 317 closed positions

2024 onward NAV৳41,673

Net return -58.3% · drawdown 58.4% · 60 closed positions

2024 stress NAV৳26,198

Net return -73.8% · drawdown 73.8% · 43 closed positions

Variant 1; fixed stop 6.0%; maximum 10 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৳50

Unsettled৳2,645

Holdings৳0

NAV৳2,695

Realized P&L৳-97,305

Unrealized P&L৳0

Fees৳66,871

Friction৳30,745

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 #326

634 fills, including partial sales. Page 3.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2015-06-14	BUY	104	335	153.3	70.07	-35,063.37	0
2015-06-22	SELL	104	328.9	150.5	68.77	33,986.32	-1,077.05
2015-07-02	BUY	102	330.1	148.15	67.75	-33,886.1	0
2015-07-08	SELL	102	328	147.21	67.32	33,241.47	-644.63
2015-07-13	BUY	95	346.9	145	66.29	-33,166.8	0
2015-07-22	SELL	95	335.2	140.11	64.02	31,639.86	-1,526.94
2015-08-24	BUY	100	316.5	139.26	63.71	-31,852.97	0
2015-08-27	SELL	100	321.5	141.46	64.8	31,943.74	90.76
2015-09-01	BUY	100	316.1	139.08	63.77	-31,812.86	0
2015-09-06	SELL	100	314.1	138.2	63.46	31,208.33	-604.52
2015-09-09	BUY	99	313.2	136.43	62.7	-31,205.93	0
2015-09-14	SELL	99	307.1	133.77	61.44	30,207.68	-998.24
2015-10-21	BUY	116	258.9	132.14	60.51	-30,225.06	0
2015-10-27	SELL	116	250	127.6	58.43	28,813.97	-1,411.09
2015-11-01	BUY	114	250.8	125.8	57.68	-28,774.68	0
2015-11-04	SELL	114	249	124.9	57.28	28,203.82	-570.86
2015-11-09	BUY	113	249.3	123.95	56.92	-28,351.77	0
2015-11-12	SELL	113	250	124.3	57.13	28,068.57	-283.2
2015-11-17	BUY	111	250.5	122.34	56.33	-27,984.17	0
2015-11-22	SELL	111	252.2	123.17	56.85	27,814.17	-170
2015-11-25	BUY	110	252	121.97	56.31	-27,898.28	0
2015-11-30	SELL	110	256.1	123.95	57.3	27,989.74	91.46
2015-12-03	BUY	102	272	122.07	56.38	-27,922.45	0
2015-12-08	SELL	102	257	115.34	53.15	26,045.5	-1,876.95
2015-12-24	BUY	102	253.5	113.77	52.41	-26,023.18	0
2015-12-29	SELL	102	254	114	52.56	25,741.45	-281.74
2016-01-03	BUY	101	253.4	112.61	52.1	-25,758.11	0
2016-01-06	SELL	101	252	111.99	52.04	25,287.98	-470.13
2016-01-11	BUY	99	254	110.64	51.56	-25,308.21	0
2016-01-14	SELL	99	256.6	111.77	52.02	25,239.6	-68.6
2016-01-19	BUY	95	263.3	110.06	51.04	-25,174.6	0
2016-01-24	SELL	95	266	111.19	51.28	25,107.53	-67.07
2016-01-27	BUY	93	268	109.67	50.54	-25,084.21	0
2016-02-01	SELL	93	257	105.16	48.41	23,747.43	-1,336.78
2016-02-23	BUY	91	259	103.7	47.86	-23,720.57	0
2016-02-28	SELL	91	256.2	102.58	47.32	23,164.29	-556.27
2016-03-21	BUY	96	240.5	101.59	46.75	-23,236.34	0
2016-03-24	SELL	96	235.2	99.35	45.73	22,434.12	-802.22
2016-04-04	BUY	96	233.1	98.46	45.74	-22,521.8	0
2016-04-07	SELL	96	233.2	98.5	45.87	22,242.82	-278.97
2016-04-12	BUY	94	233.8	96.7	45.02	-22,118.92	0
2016-04-18	SELL	94	235.9	97.57	45.58	22,031.46	-87.46
2016-04-21	BUY	90	243	96.23	44.82	-22,011.05	0
2016-04-26	SELL	90	251.9	99.75	46.24	22,525.01	513.96
2016-05-02	BUY	92	245	99.18	45.9	-22,685.08	0
2016-05-05	SELL	92	247	99.99	46.3	22,577.71	-107.37
2016-05-10	BUY	88	253.4	98.12	45.35	-22,442.66	0
2016-05-15	SELL	88	251.1	97.23	44.89	21,954.69	-487.98
2016-05-24	BUY	85	256.7	96.01	44.33	-21,959.83	0
2016-05-29	SELL	85	255.2	95.44	44.11	21,552.44	-407.39
2016-06-30	BUY	85	251.7	94.14	43.57	-21,532.21	0
2016-07-12	SELL	85	255.8	95.67	44.26	21,603.07	70.86
2016-07-16	BUY	84	257	94.99	43.95	-21,726.94	0
2016-07-19	SELL	84	259.4	95.87	44.27	21,649.45	-77.49
2016-07-24	BUY	82	263	94.89	43.67	-21,704.56	0
2016-07-27	SELL	82	278	100.3	46.03	22,649.67	945.1
2016-08-01	BUY	81	276.6	98.58	45.1	-22,548.28	0
2016-08-16	SELL	81	271	96.58	44.17	21,810.25	-738.03
2016-09-06	BUY	81	268	95.52	44.01	-21,847.53	0
2016-09-20	SELL	81	262	93.38	43.23	21,085.39	-762.13
2016-09-25	BUY	78	267.1	91.67	42.47	-20,967.94	0
2016-10-05	SELL	78	271.46	93.16	43.05	21,037.51	69.57
2016-10-10	BUY	78	269.8	92.6	42.78	-21,179.77	0
2016-10-25	SELL	78	282.15	96.83	44.53	21,866.33	686.56
2016-10-30	BUY	78	277	95.07	43.69	-21,744.75	0
2016-11-09	SELL	78	280.67	96.32	44.23	21,751.32	6.56
2016-11-20	BUY	77	282.5	95.71	43.89	-21,892.1	0
2016-11-23	SELL	77	288.6	97.78	44.82	22,079.61	187.5
2016-11-28	BUY	76	286	95.64	43.79	-21,875.43	0
2016-12-12	SELL	76	284	94.97	43.47	21,445.56	-429.87
2017-01-05	BUY	74	290	94.42	43.3	-21,597.73	0
2017-01-19	SELL	74	297	96.7	44.27	21,837.03	239.3
2017-01-24	BUY	73	298.5	95.88	43.86	-21,930.23	0
2017-01-29	SELL	73	305.5	98.13	44.83	22,158.54	228.31
2017-02-02	BUY	71	306.5	95.75	43.75	-21,901	0
2017-02-15	SELL	71	317.2	99.09	45.3	22,376.52	475.52
2017-02-20	BUY	70	318.8	98.19	44.88	-22,459.07	0
2017-03-07	SELL	70	310.6	95.66	43.78	21,602.55	-856.52
2017-03-12	BUY	67	318.7	93.95	42.97	-21,489.82	0
2017-03-27	SELL	67	316.1	93.19	42.74	21,042.78	-447.04
2017-03-30	BUY	64	330	92.93	42.59	-21,255.52	0
2017-04-04	SELL	64	346.5	97.57	44.66	22,033.76	778.24
2017-04-09	BUY	63	345	95.63	43.74	-21,874.38	0
2017-04-23	SELL	63	338	93.69	42.88	21,157.43	-716.95
2017-05-28	BUY	63	334	92.58	42.7	-21,177.28	0
2017-06-11	SELL	63	333.3	92.39	42.56	20,862.95	-314.33
2017-06-21	BUY	62	335.8	91.61	42.11	-20,953.31	0
2017-07-06	SELL	62	353.13	96.33	44.09	21,753.82	800.51
2017-07-16	BUY	59	365.1	94.78	43.24	-21,678.92	0
2017-07-19	SELL	59	365.1	94.78	43.23	21,402.89	-276.03
2017-07-24	BUY	58	367	93.66	42.71	-21,422.36	0
2017-07-30	SELL	58	376.7	96.13	43.83	21,708.64	286.27
2017-08-17	BUY	56	388	95.6	43.63	-21,867.24	0
2017-08-31	SELL	56	391	96.34	44.02	21,755.64	-111.6
2017-09-07	BUY	54	396.9	94.3	43.12	-21,570.02	0
2017-09-12	SELL	54	420	99.79	45.59	22,534.62	964.6
2017-09-17	BUY	54	418	99.32	45.35	-22,716.67	0
2017-10-02	SELL	54	412.3	97.96	44.72	22,121.52	-595.15
2017-10-10	BUY	52	422	96.55	44.1	-22,084.66	0
2017-10-15	SELL	52	429	98.16	44.86	22,164.99	80.33

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