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 3.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2015-09-01	BUY	99	316.1	137.69	63.13	-31,494.72	0
2015-09-06	SELL	99	314.1	136.82	62.82	30,896.26	-598.47
2015-09-09	BUY	98	313.2	135.05	62.06	-30,890.71	0
2015-09-14	SELL	98	307.1	132.42	60.82	29,902.56	-988.15
2015-10-21	BUY	115	258.9	131	59.99	-29,964.49	0
2015-10-27	SELL	115	250	126.5	57.92	28,565.58	-1,398.91
2015-11-01	BUY	113	250.8	124.7	57.17	-28,522.26	0
2015-11-04	SELL	113	249	123.8	56.78	27,956.42	-565.85
2015-11-09	BUY	111	249.3	121.76	55.9	-27,849.96	0
2015-11-12	SELL	111	250	122.1	56.11	27,571.79	-278.17
2015-11-17	BUY	110	250.5	121.24	55.81	-27,732.06	0
2015-11-22	SELL	110	252.2	122.06	56.33	27,563.6	-168.45
2015-11-25	BUY	108	252	119.75	55.27	-27,391.02	0
2015-11-30	SELL	108	256.1	121.7	56.24	27,480.86	89.83
2015-12-03	BUY	101	272	120.88	55.82	-27,648.69	0
2015-12-08	SELL	101	257	114.21	52.63	25,790.16	-1,858.53
2015-12-24	BUY	101	253.5	112.66	51.89	-25,768.05	0
2015-12-29	SELL	101	254	112.88	52.04	25,489.09	-278.96
2016-01-03	BUY	100	253.4	111.5	51.57	-25,503.07	0
2016-01-06	SELL	100	252	110.88	51.51	25,037.61	-465.46
2016-01-11	BUY	98	254	109.52	51.03	-25,052.56	0
2016-01-14	SELL	98	256.6	110.65	51.48	24,984.67	-67.88
2016-01-19	BUY	94	263.3	108.9	50.49	-24,909.6	0
2016-01-24	SELL	94	266	110.02	50.74	24,843.25	-66.35
2016-01-27	BUY	92	268	108.49	49.99	-24,814.48	0
2016-02-01	SELL	92	257	104.03	47.88	23,492.08	-1,322.39
2016-02-23	BUY	90	259	102.56	47.33	-23,459.89	0
2016-02-28	SELL	90	256.2	101.46	46.8	22,909.75	-550.15
2016-03-21	BUY	95	240.5	100.53	46.26	-22,994.29	0
2016-03-24	SELL	95	235.2	98.31	45.25	22,200.44	-793.85
2016-04-04	BUY	95	233.1	97.44	45.25	-22,287.18	0
2016-04-07	SELL	95	233.2	97.48	45.38	22,011.14	-276.04
2016-04-12	BUY	93	233.8	95.67	44.53	-21,883.6	0
2016-04-18	SELL	93	235.9	96.53	45.08	21,797.09	-86.51
2016-04-21	BUY	89	243	95.16	44.31	-21,766.47	0
2016-04-26	SELL	89	251.9	98.64	45.72	22,274.74	508.27
2016-05-02	BUY	91	245	98.1	45.4	-22,438.49	0
2016-05-05	SELL	91	247	98.9	45.79	22,332.31	-106.18
2016-05-10	BUY	87	253.4	97	44.82	-22,187.63	0
2016-05-15	SELL	87	251.1	96.12	44.37	21,705.21	-482.41
2016-05-24	BUY	84	256.7	94.88	43.8	-21,701.47	0
2016-05-29	SELL	84	255.2	94.32	43.58	21,298.89	-402.58
2016-06-30	BUY	84	251.7	93.03	43.05	-21,278.88	0
2016-07-12	SELL	84	255.8	94.54	43.73	21,348.93	70.05
2016-07-16	BUY	83	257	93.86	43.42	-21,468.28	0
2016-07-19	SELL	83	259.4	94.73	43.74	21,391.73	-76.55
2016-07-24	BUY	81	263	93.73	43.13	-21,439.87	0
2016-07-31	SELL	81	276.5	98.54	45.09	22,252.86	812.99
2016-09-06	BUY	82	268	96.69	44.56	-22,117.26	0
2016-09-20	SELL	82	262	94.53	43.77	21,345.7	-771.56
2016-09-25	BUY	80	267.1	94.02	43.58	-21,505.6	0
2016-10-02	SELL	80	268.5	94.51	43.82	21,341.67	-163.93
2016-10-05	BUY	77	273.9	92.8	42.87	-21,225.97	0
2016-10-16	SELL	77	269.7	91.37	42.22	20,633.31	-592.66
2016-10-19	BUY	74	275	89.54	41.3	-20,480.84	0
2016-10-26	SELL	74	280	91.17	41.89	20,586.95	106.1
2016-11-09	BUY	73	281.3	90.35	41.46	-20,666.71	0
2016-11-16	SELL	73	279.8	89.87	41.22	20,294.3	-372.41
2016-11-21	BUY	70	287.1	88.43	40.52	-20,225.94	0
2016-11-28	SELL	70	286	88.09	40.31	19,891.6	-334.34
2016-12-11	BUY	69	287	87.13	39.86	-19,929.99	0
2016-12-19	SELL	69	285.2	86.59	39.64	19,552.58	-377.42
2017-01-05	BUY	67	290	85.49	39.17	-19,554.66	0
2017-01-12	SELL	67	290.7	85.7	39.25	19,351.95	-202.71
2017-01-17	BUY	66	292.1	84.83	38.81	-19,402.23	0
2017-01-24	SELL	66	298.5	86.68	39.63	19,574.69	172.45
2017-01-29	BUY	64	305.5	86.03	39.28	-19,677.31	0
2017-02-05	SELL	64	306.5	86.31	39.42	19,490.27	-187.03
2017-02-12	BUY	63	307.1	85.13	38.89	-19,471.32	0
2017-02-19	SELL	63	320	88.7	40.53	20,030.77	559.45
2017-03-09	BUY	63	316.9	87.84	40.17	-20,092.71	0
2017-03-16	SELL	63	315.2	87.37	39.95	19,730.27	-362.44
2017-03-30	BUY	59	330	85.67	39.24	-19,594.91	0
2017-04-06	SELL	59	346.5	89.95	41.12	20,312.43	717.52
2017-04-11	BUY	59	344.5	89.43	40.9	-20,455.83	0
2017-04-18	SELL	59	335	86.97	39.77	19,638.27	-817.57
2017-05-28	BUY	58	334	85.24	39.27	-19,496.5	0
2017-06-04	SELL	58	333.5	85.11	39.19	19,218.7	-277.81
2017-06-07	BUY	56	337.9	83.26	38.33	-19,043.99	0
2017-06-14	SELL	56	331.5	81.68	37.55	18,444.76	-599.22
2017-06-21	BUY	55	335.8	81.26	37.31	-18,587.57	0
2017-07-03	SELL	55	344.5	83.37	38.17	18,825.96	238.39
2017-07-06	BUY	53	355.4	82.88	37.89	-18,956.97	0
2017-07-13	SELL	53	354.8	82.74	37.77	18,683.89	-273.08
2017-07-18	BUY	50	370.9	81.6	37.2	-18,663.8	0
2017-07-25	SELL	50	369	81.18	37	18,331.82	-331.98
2017-07-30	BUY	48	376.7	79.56	36.25	-18,197.41	0
2017-08-06	SELL	48	373.2	78.82	35.91	17,798.87	-398.55
2017-08-17	BUY	46	388	78.53	35.82	-17,962.35	0
2017-08-24	SELL	46	388.4	78.61	35.86	17,751.93	-210.42
2017-09-07	BUY	44	396.9	76.84	35.09	-17,575.53	0
2017-09-14	SELL	44	423.1	81.91	37.37	18,497.12	921.58
2017-10-10	BUY	44	422	81.7	37.29	-18,686.99	0
2017-10-17	SELL	44	426	82.47	37.67	18,623.85	-63.14
2017-10-24	BUY	42	431.3	79.7	36.39	-18,230.7	0
2017-10-31	SELL	42	441.9	81.66	37.28	18,440.85	210.15
2017-11-09	BUY	41	457	82.44	37.63	-18,857.08	0
2017-11-16	SELL	41	484	87.31	39.81	19,716.87	859.8
2017-12-06	BUY	40	487	85.71	39.05	-19,604.77	0
2017-12-13	SELL	40	470	82.72	37.71	18,679.57	-925.2

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