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: -19.7%. 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

#329 · MACD

Full-history NAV৳2,444

Net return -97.6% · drawdown 97.6% · 318 closed positions

2024 onward NAV৳47,295

Net return -52.7% · drawdown 52.7% · 61 closed positions

2024 stress NAV৳22,242

Net return -77.8% · drawdown 77.8% · 46 closed positions

Variant 1; fixed stop 8.0%; maximum 5 sessions; gate None; continuous signal; exit EMA 200 break; trailing arms at 12.0%, distance 4.5%; partial sale at 0.0% (0 = off).

Account reconciliation

Cash৳40

Unsettled৳2,404

Holdings৳0

NAV৳2,444

Realized P&L৳-97,556

Unrealized P&L৳0

Fees৳61,657

Friction৳28,332

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳5.82e-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 #329

636 fills, including partial sales. Page 2.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2013-03-14	BUY	239	145.9	153.43	71.63	-35,095.15	0
2013-03-20	SELL	239	145.6	153.11	71.82	34,573.46	-521.69
2013-03-27	BUY	238	144	150.8	71.14	-34,493.93	0
2013-04-01	SELL	238	146.2	153.1	72.53	34,569.97	76.04
2013-04-04	BUY	233	147.4	151.11	71.45	-34,566.77	0
2013-04-09	SELL	233	146.5	150.19	70.99	33,913.31	-653.45
2013-04-15	BUY	230	146.7	148.46	70.12	-33,959.58	0
2013-04-18	SELL	230	145.1	146.84	69.37	33,156.79	-802.79
2013-04-30	BUY	229	143.8	144.89	68.75	-33,143.84	0
2013-05-06	SELL	229	145.9	147.01	70.09	33,194	50.15
2013-05-09	BUY	223	148.3	145.51	69.3	-33,285.71	0
2013-05-14	SELL	223	157.4	154.44	73.41	34,872.35	1,586.64
2013-05-20	BUY	208	166.2	152.11	71.55	-34,793.26	0
2013-05-28	SELL	208	168.1	153.85	71.7	34,739.26	-54
2013-06-02	BUY	199	173.9	152.27	70.58	-34,828.95	0
2013-06-09	SELL	199	176.5	154.54	71.13	34,897.82	68.88
2013-06-12	BUY	194	178.1	152.03	69.84	-34,773.27	0
2013-06-19	SELL	194	177.4	151.43	69.53	34,194.64	-578.63
2013-06-26	BUY	178	191.6	150.06	68.78	-34,323.64	0
2013-07-02	SELL	178	183.9	144.03	65.94	32,524.23	-1,799.41
2013-07-14	BUY	152	211.5	141.45	64.56	-32,354.01	0
2013-07-17	SELL	152	232.5	155.5	70.9	35,113.6	2,759.59
2013-08-21	BUY	178	196.1	153.59	70.08	-35,129.47	0
2013-08-26	SELL	178	210.1	164.55	75.19	37,158.06	2,028.59
2013-09-02	BUY	172	214.7	162.48	74.17	-37,165.06	0
2013-09-09	SELL	172	204.3	154.61	70.52	34,914.47	-2,250.59
2013-10-06	BUY	187	185.7	152.79	69.95	-34,948.65	0
2013-10-10	SELL	187	181.4	149.26	68.57	33,703.98	-1,244.67
2013-10-23	BUY	183	183.2	147.51	68.11	-33,741.22	0
2013-10-28	SELL	183	189.3	152.42	70.54	34,418.94	677.72
2013-10-31	BUY	178	192	150.37	69.66	-34,396.04	0
2013-11-07	SELL	178	202.4	158.52	73.28	35,795.4	1,399.37
2013-11-12	BUY	182	195	156.16	71.94	-35,718.09	0
2013-11-19	SELL	182	206.5	165.37	76.02	37,341.62	1,623.52
2013-11-24	BUY	180	206.6	163.63	74.95	-37,426.57	0
2013-12-01	SELL	180	200.5	158.8	72.65	35,858.55	-1,568.02
2013-12-10	BUY	174	204.6	156.64	71.69	-35,828.73	0
2013-12-18	SELL	174	200.2	153.27	70.17	34,611.36	-1,217.37
2014-01-06	BUY	167	206.4	151.66	69.78	-34,690.25	0
2014-01-13	SELL	167	205.9	151.3	69.62	34,164.38	-525.86
2014-01-19	BUY	163	208.3	149.39	68.7	-34,170.99	0
2014-01-26	SELL	163	215.3	154.41	70.91	34,868.57	697.58
2014-01-29	BUY	164	211.5	152.62	70.01	-34,908.63	0
2014-02-05	SELL	164	205.4	148.22	67.91	33,469.47	-1,439.16
2014-02-26	BUY	158	210.4	146.27	66.94	-33,456.41	0
2014-03-05	SELL	158	213.7	148.56	67.92	33,548.11	91.7
2014-03-10	BUY	155	214.4	146.22	66.85	-33,445.07	0
2014-03-18	SELL	155	211.3	144.11	65.9	32,541.49	-903.58
2014-04-01	BUY	150	215.7	142.36	65.18	-32,562.54	0
2014-04-08	SELL	150	247	163.02	74.57	36,812.41	4,249.88
2014-04-16	BUY	143	255.8	160.95	73.45	-36,813.79	0
2014-04-23	SELL	143	265.2	166.86	76.12	37,680.62	866.82
2014-04-28	BUY	142	262.8	164.2	74.84	-37,556.64	0
2014-05-06	SELL	142	270.3	168.88	76.98	38,136.74	580.1
2014-06-01	BUY	138	275.4	167.22	76.43	-38,248.85	0
2014-06-08	SELL	138	284	172.44	78.8	38,940.75	691.9
2014-06-11	BUY	131	295.1	170.1	77.73	-38,905.93	0
2014-06-18	SELL	131	303.3	174.82	79.81	39,477.66	571.74
2014-08-04	BUY	126	310.8	172.31	78.76	-39,411.86	0
2014-08-11	SELL	126	340	188.5	86.07	42,565.44	3,153.57
2014-08-14	BUY	123	344.2	186.28	85	-42,607.88	0
2014-08-24	SELL	123	325.3	176.05	80.27	39,755.58	-2,852.3
2014-09-04	BUY	117	338.1	174.05	79.37	-39,811.13	0
2014-09-11	SELL	117	337.8	173.9	79.38	39,269.32	-541.81
2014-09-16	BUY	113	345.7	171.88	78.47	-39,314.46	0
2014-09-23	SELL	113	380.7	189.28	86.42	42,743.39	3,428.94
2014-09-29	BUY	108	392.2	186.37	85.05	-42,629.03	0
2014-10-13	SELL	108	374.7	178.06	81.2	40,208.34	-2,420.69
2014-10-29	BUY	107	374.6	176.36	80.43	-40,338.99	0
2014-11-06	SELL	107	353.3	166.33	75.89	37,560.88	-2,778.11
2014-12-04	BUY	105	352.6	162.9	74.63	-37,260.53	0
2014-12-11	SELL	105	363.1	167.75	76.93	37,880.82	620.29
2014-12-18	BUY	108	350.8	166.7	76.48	-38,129.58	0
2014-12-28	SELL	108	357.8	170.03	78.16	38,394.21	264.63
2015-01-05	BUY	105	362.5	167.48	76.99	-38,306.96	0
2015-01-12	SELL	105	355.9	164.43	75.74	37,129.34	-1,177.62
2015-02-05	BUY	109	340	163.06	75.07	-37,298.13	0
2015-02-12	SELL	109	352.5	169.06	77.79	38,175.65	877.51
2015-02-17	BUY	109	347.4	166.61	76.64	-38,109.85	0
2015-02-24	SELL	109	341	163.54	75.17	36,930.28	-1,179.57
2015-03-16	BUY	110	334	161.66	74.34	-36,976	0
2015-03-24	SELL	110	336	162.62	74.67	36,722.7	-253.3
2015-03-30	BUY	101	358.7	159.41	73.05	-36,461.16	0
2015-04-06	SELL	101	353	156.87	71.75	35,424.38	-1,036.78
2015-05-06	BUY	106	333.9	155.73	71.44	-35,620.57	0
2015-05-11	SELL	106	330	153.91	70.61	34,755.48	-865.09
2015-05-14	BUY	105	326.9	151.03	69.29	-34,544.82	0
2015-05-19	SELL	105	333.8	154.22	70.82	34,823.97	279.15
2015-05-24	BUY	107	326	153.48	70.46	-35,105.94	0
2015-05-27	SELL	107	329.9	155.32	71.28	35,072.71	-33.23
2015-06-04	BUY	105	329.1	152.04	69.56	-34,777.11	0
2015-06-09	SELL	105	324.3	149.83	68.53	33,833.14	-943.97
2015-06-14	BUY	101	335	148.87	68.04	-34,051.91	0
2015-06-21	SELL	101	330	146.65	67	33,116.35	-935.56
2015-07-02	BUY	100	330.1	145.24	66.42	-33,221.66	0
2015-07-08	SELL	100	328	144.32	66	32,589.68	-631.98
2015-07-13	BUY	93	346.9	141.95	64.89	-32,468.54	0
2015-07-26	SELL	93	340	139.13	63.55	31,417.32	-1,051.22
2015-08-24	BUY	99	316.5	137.87	63.07	-31,534.44	0
2015-08-27	SELL	99	321.5	140.05	64.15	31,624.3	89.87

Previous Next