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 4.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2017-10-24	BUY	51	431.3	96.78	44.24	-22,137.32	0
2017-10-29	SELL	51	445.3	99.93	45.66	22,564.72	427.39
2017-11-09	BUY	49	457	98.53	45.01	-22,536.54	0
2017-11-14	SELL	49	490.05	105.65	48.25	23,858.55	1,322.01
2017-11-19	BUY	48	489	103.28	47.1	-23,622.38	0
2017-12-03	SELL	48	472.1	99.71	45.46	22,515.63	-1,106.75
2017-12-06	BUY	46	487	98.57	44.93	-22,545.5	0
2017-12-20	SELL	46	469	94.93	43.33	21,435.75	-1,109.75
2017-12-28	BUY	46	469.4	95.01	43.37	-21,730.78	0
2018-01-04	SELL	46	482.33	97.62	44.61	22,044.85	314.07
2018-01-09	BUY	46	472.6	95.65	43.71	-21,878.96	0
2018-01-23	SELL	46	496	100.39	45.87	22,669.74	790.78
2018-01-28	BUY	44	510	98.74	45.05	-22,583.79	0
2018-02-11	SELL	44	501	96.99	44.22	21,902.78	-681.01
2018-02-14	BUY	43	508.8	96.26	43.89	-22,018.56	0
2018-02-25	SELL	43	478.27	90.49	41.27	20,433.94	-1,584.62
2018-03-07	BUY	41	487.9	88.02	40.2	-20,132.12	0
2018-03-22	SELL	41	477	86.05	39.37	19,431.58	-700.54
2018-04-03	BUY	41	477	86.05	39.36	-19,682.42	0
2018-04-15	SELL	41	484.8	87.46	40	19,749.34	66.92
2018-04-18	BUY	40	487.5	85.8	39.25	-19,625.05	0
2018-04-23	SELL	40	484.1	85.2	38.95	19,239.85	-385.2
2018-05-15	BUY	41	466	84.07	38.38	-19,228.44	0
2018-05-20	SELL	41	445	80.28	36.63	18,128.09	-1,100.35
2018-05-30	BUY	42	428.4	79.17	36.16	-18,108.13	0
2018-06-04	SELL	42	405	74.84	34.18	16,900.98	-1,207.16
2018-06-21	BUY	44	385	74.54	34	-17,048.54	0
2018-06-26	SELL	44	404	78.21	35.66	17,662.12	613.59
2018-07-02	BUY	45	390.1	77.24	35.21	-17,666.95	0
2018-07-05	SELL	45	378	74.84	34.11	16,901.04	-765.9
2018-07-10	BUY	43	390.6	73.9	33.69	-16,903.39	0
2018-07-15	SELL	43	390	73.79	33.64	16,662.58	-240.81
2018-07-18	BUY	41	401.9	72.5	33.05	-16,583.45	0
2018-07-23	SELL	41	396.9	71.6	32.65	16,168.64	-414.81
2018-07-26	BUY	41	391	70.54	32.19	-16,133.73	0
2018-07-31	SELL	41	388.1	70.01	31.97	15,810.12	-323.61
2018-08-20	BUY	42	374	69.12	31.59	-15,808.7	0
2018-08-28	SELL	42	383.5	70.87	32.42	16,003.71	195.01
2018-09-03	BUY	41	387	69.81	31.94	-15,968.75	0
2018-09-06	SELL	41	388.5	70.09	32.05	15,826.36	-142.39
2018-09-27	BUY	43	366.2	69.29	31.69	-15,847.58	0
2018-10-02	SELL	43	372	70.38	32.2	15,893.42	45.84
2018-10-07	BUY	44	365.1	70.68	32.33	-16,167.42	0
2018-10-10	SELL	44	363	70.28	32.13	15,869.59	-297.82
2018-10-15	BUY	43	364	68.87	31.48	-15,752.35	0
2018-10-18	SELL	43	364	68.87	31.49	15,551.65	-200.7
2018-10-23	BUY	42	365	67.45	30.87	-15,428.32	0
2018-10-28	SELL	42	383	70.78	32.37	15,982.85	554.53
2018-10-31	BUY	42	380.5	70.32	32.16	-16,083.47	0
2018-11-05	SELL	42	380	70.22	32.13	15,857.65	-225.82
2018-11-29	BUY	43	366.7	69.38	31.8	-15,869.28	0
2018-12-04	SELL	43	360.1	68.13	31.23	15,384.94	-484.34
2018-12-09	BUY	42	363.6	67.19	30.79	-15,369.19	0
2018-12-12	SELL	42	355.5	65.7	30.09	14,835.21	-533.98
2018-12-18	BUY	41	360.5	65.03	29.79	-14,875.32	0
2018-12-23	SELL	41	356.1	64.24	29.49	14,506.37	-368.95
2018-12-27	BUY	40	361	63.54	29.17	-14,532.71	0
2019-01-03	SELL	40	365	64.24	29.48	14,506.28	-26.43
2019-01-08	BUY	38	374	62.53	28.63	-14,303.17	0
2019-01-13	SELL	38	390	65.21	29.81	14,724.98	421.81
2019-01-16	BUY	38	387.1	64.72	29.57	-14,804.1	0
2019-01-21	SELL	38	387	64.71	29.56	14,611.73	-192.36
2019-01-24	BUY	37	391.3	63.7	29.08	-14,570.88	0
2019-01-29	SELL	37	411	66.91	30.52	15,109.57	538.69
2019-02-03	BUY	38	398.2	66.58	30.34	-15,228.52	0
2019-02-06	SELL	38	403.6	67.48	30.75	15,238.57	10.04
2019-02-27	BUY	38	394.5	65.96	30.04	-15,087	0
2019-03-05	SELL	38	394	65.88	30.02	14,876.1	-210.9
2019-03-13	BUY	38	391.7	65.49	29.87	-14,979.96	0
2019-03-19	SELL	38	389	65.04	29.67	14,687.28	-292.68
2019-03-24	BUY	37	398	64.79	29.57	-14,820.36	0
2019-03-28	SELL	37	410	66.75	30.46	15,072.8	252.43
2019-04-02	BUY	36	417	66.05	30.14	-15,108.2	0
2019-04-07	SELL	36	385	60.98	27.81	13,771.21	-1,336.99
2019-04-23	BUY	36	372.4	58.99	26.89	-13,492.28	0
2019-04-28	SELL	36	365	57.82	26.36	13,055.82	-436.45
2019-05-06	BUY	36	362.1	57.36	26.18	-13,119.13	0
2019-05-09	SELL	36	358.7	56.82	25.95	12,830.43	-288.7
2019-05-20	BUY	37	350.1	57	26.1	-13,036.8	0
2019-05-23	SELL	37	349.4	56.88	26.06	12,844.86	-191.94
2019-05-28	BUY	37	341.8	55.65	25.49	-12,727.74	0
2019-06-09	SELL	37	355.1	57.81	26.5	13,054.39	326.65
2019-06-12	BUY	36	365	57.82	26.52	-13,224.33	0
2019-06-17	SELL	36	358.1	56.72	26	12,808.88	-415.45
2019-06-20	BUY	35	360.4	55.5	25.45	-12,694.95	0
2019-06-25	SELL	35	360.9	55.58	25.48	12,550.44	-144.51
2019-06-30	BUY	34	365	54.6	25	-12,489.61	0
2019-07-04	SELL	34	364	54.45	24.93	12,296.61	-192.99
2019-07-28	BUY	38	324.6	54.27	24.8	-12,413.88	0
2019-07-31	SELL	38	325.1	54.36	24.84	12,274.6	-139.28
2019-08-06	BUY	38	321.8	53.8	24.58	-12,306.79	0
2019-08-18	SELL	38	318	53.17	24.29	12,006.54	-300.25
2019-08-21	BUY	36	327	51.8	23.67	-11,847.47	0
2019-08-26	SELL	36	316.7	50.17	22.93	11,328.1	-519.37
2019-08-29	BUY	36	316.8	50.18	22.94	-11,477.92	0
2019-09-03	SELL	36	300	47.52	21.72	10,730.76	-747.16
2019-09-11	BUY	34	309.9	46.36	21.18	-10,604.14	0
2019-09-16	SELL	34	306.6	45.87	20.96	10,357.57	-246.57
2019-09-23	BUY	29	361	46.06	21.02	-10,536.08	0
2019-09-26	SELL	29	360	45.94	20.95	10,373.12	-162.97

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