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 4.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2017-12-28	BUY	39	469.4	80.55	36.75	-18,423.9	0
2018-01-07	SELL	39	477.2	81.89	37.39	18,491.52	67.63
2018-01-17	BUY	39	477.2	81.89	37.38	-18,730.06	0
2018-01-24	SELL	39	503.8	86.45	39.45	19,522.3	792.24
2018-01-29	BUY	38	505.3	84.49	38.53	-19,324.41	0
2018-02-05	SELL	38	496	82.93	37.8	18,727.27	-597.14
2018-02-14	BUY	37	508.8	82.83	37.75	-18,946.19	0
2018-02-22	SELL	37	494.9	80.57	36.72	18,194.01	-752.18
2018-03-07	BUY	37	487.9	79.43	36.26	-18,167.99	0
2018-03-14	SELL	37	481	78.31	35.76	17,682.93	-485.06
2018-03-19	BUY	36	483.1	76.52	34.97	-17,503.1	0
2018-03-27	SELL	36	468.1	74.15	33.93	16,743.53	-759.57
2018-04-03	BUY	35	477	73.46	33.57	-16,802.03	0
2018-04-10	SELL	35	475	73.15	33.44	16,518.41	-283.62
2018-04-15	BUY	34	484.8	72.53	33.14	-16,588.86	0
2018-04-22	SELL	34	490	73.3	33.5	16,553.2	-35.67
2018-05-15	BUY	35	466	71.76	32.74	-16,414.5	0
2018-05-20	SELL	35	445	68.53	31.25	15,475.22	-939.29
2018-05-30	BUY	36	428.4	67.86	30.98	-15,521.23	0
2018-06-04	SELL	36	405	64.15	29.28	14,486.57	-1,034.66
2018-06-21	BUY	38	385	64.37	29.35	-14,723.72	0
2018-06-26	SELL	38	404	67.55	30.79	15,253.67	529.94
2018-07-02	BUY	38	390.1	65.22	29.72	-14,918.74	0
2018-07-05	SELL	38	378	63.2	28.79	14,272	-646.74
2018-07-10	BUY	37	390.6	63.59	28.97	-14,544.76	0
2018-07-15	SELL	37	390	63.49	28.93	14,337.58	-207.19
2018-07-18	BUY	35	401.9	61.89	28.2	-14,156.59	0
2018-07-23	SELL	35	396.9	61.12	27.86	13,802.52	-354.08
2018-07-26	BUY	35	391	60.21	27.46	-13,772.68	0
2018-07-31	SELL	35	388.1	59.77	27.27	13,496.46	-276.22
2018-08-20	BUY	36	374	59.24	27.05	-13,550.29	0
2018-08-28	SELL	36	383.5	60.75	27.76	13,717.49	167.2
2018-09-03	BUY	35	387	59.6	27.24	-13,631.83	0
2018-09-06	SELL	35	388.5	59.83	27.34	13,510.33	-121.5
2018-09-27	BUY	37	366.2	59.62	27.25	-13,636.27	0
2018-10-02	SELL	37	372	60.56	27.68	13,675.76	39.49
2018-10-07	BUY	37	365.1	59.44	27.16	-13,595.3	0
2018-10-10	SELL	37	363	59.1	26.99	13,344.91	-250.39
2018-10-15	BUY	37	364	59.26	27.07	-13,554.33	0
2018-10-18	SELL	37	364	59.26	27.07	13,381.67	-172.66
2018-10-23	BUY	36	365	57.82	26.44	-13,224.25	0
2018-10-28	SELL	36	383	60.67	27.72	13,699.61	475.36
2018-10-31	BUY	36	380.5	60.27	27.54	-13,785.81	0
2018-11-05	SELL	36	380	60.19	27.51	13,592.3	-193.51
2018-11-29	BUY	37	366.7	59.7	27.33	-13,654.93	0
2018-12-04	SELL	37	360.1	58.62	26.84	13,238.23	-416.7
2018-12-09	BUY	36	363.6	57.59	26.36	-13,173.56	0
2018-12-12	SELL	36	355.5	56.31	25.77	12,715.92	-457.63
2018-12-18	BUY	35	360.5	55.52	25.4	-12,698.42	0
2018-12-23	SELL	35	356.1	54.84	25.14	12,383.52	-314.89
2018-12-27	BUY	34	361	54.01	24.76	-12,352.77	0
2019-01-03	SELL	34	365	54.6	25.02	12,330.37	-22.39
2019-01-08	BUY	33	374	54.3	24.84	-12,421.15	0
2019-01-13	SELL	33	390	56.63	25.87	12,787.5	366.35
2019-01-16	BUY	33	387.1	56.21	25.66	-12,856.17	0
2019-01-21	SELL	33	387	56.19	25.65	12,689.15	-167.02
2019-01-24	BUY	32	391.3	55.1	25.14	-12,601.83	0
2019-01-31	SELL	32	414	58.29	26.56	13,163.15	561.32
2019-02-27	BUY	33	394.5	57.28	26.08	-13,101.86	0
2019-03-05	SELL	33	394	57.21	26.06	12,918.73	-183.14
2019-03-13	BUY	33	391.7	56.87	25.93	-13,008.9	0
2019-03-19	SELL	33	389	56.48	25.76	12,754.76	-254.14
2019-03-24	BUY	32	398	56.04	25.56	-12,817.6	0
2019-04-01	SELL	32	409.2	57.62	26.29	13,010.49	192.9
2019-04-23	BUY	34	372.4	55.71	25.39	-12,742.7	0
2019-04-28	SELL	34	365	54.6	24.89	12,330.5	-412.2
2019-05-06	BUY	34	362.1	54.17	24.72	-12,390.29	0
2019-05-09	SELL	34	358.7	53.66	24.5	12,117.64	-272.65
2019-05-20	BUY	35	350.1	53.92	24.68	-12,332.1	0
2019-05-23	SELL	35	349.4	53.81	24.64	12,150.55	-181.55
2019-05-28	BUY	35	341.8	52.64	24.1	-12,039.74	0
2019-06-09	SELL	35	355.1	54.69	25.06	12,348.76	309.02
2019-06-12	BUY	34	365	54.6	25.03	-12,489.63	0
2019-06-17	SELL	34	358.1	53.57	24.54	12,097.29	-392.35
2019-06-20	BUY	33	360.4	52.33	23.98	-11,969.51	0
2019-06-25	SELL	33	360.9	52.4	24.01	11,833.28	-136.23
2019-06-30	BUY	32	365	51.39	23.52	-11,754.91	0
2019-07-04	SELL	32	364	51.25	23.46	11,573.29	-181.62
2019-07-28	BUY	36	324.6	51.42	23.49	-11,760.51	0
2019-07-31	SELL	36	325.1	51.5	23.53	11,628.57	-131.93
2019-08-06	BUY	36	321.8	50.97	23.28	-11,659.06	0
2019-08-18	SELL	36	318	50.37	23.01	11,374.62	-284.43
2019-08-21	BUY	34	327	48.92	22.35	-11,189.27	0
2019-08-26	SELL	34	316.7	47.38	21.65	10,698.77	-490.5
2019-08-29	BUY	34	316.8	47.39	21.66	-10,840.26	0
2019-09-03	SELL	34	300	44.88	20.51	10,134.61	-705.64
2019-09-11	BUY	32	309.9	43.63	19.93	-9,980.36	0
2019-09-16	SELL	32	306.6	43.17	19.72	9,748.31	-232.05
2019-09-23	BUY	27	361	42.89	19.57	-9,809.45	0
2019-09-26	SELL	27	360	42.77	19.5	9,657.73	-151.72
2019-10-01	BUY	27	352.4	41.87	19.08	-9,575.75	0
2019-10-06	SELL	27	347	41.22	18.79	9,308.99	-266.76
2019-10-27	BUY	28	327.6	40.36	18.42	-9,231.58	0
2019-10-30	SELL	28	321.2	39.57	18.07	8,935.96	-295.62
2019-11-13	BUY	29	314.6	40.14	18.34	-9,181.88	0
2019-11-18	SELL	29	310.7	39.65	18.12	8,952.54	-229.34
2019-11-21	BUY	27	325	38.61	17.61	-8,831.22	0
2019-11-26	SELL	27	306	36.35	16.58	8,209.07	-622.15
2019-12-01	BUY	26	318	36.38	16.58	-8,320.96	0
2019-12-04	SELL	26	310	35.46	16.16	8,008.37	-312.59

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