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: -20.0%. 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

#330 · MACD

Full-history NAV৳2,298

Net return -97.7% · drawdown 97.8% · 319 closed positions

2024 onward NAV৳41,978

Net return -58.0% · drawdown 58.1% · 60 closed positions

2024 stress NAV৳26,882

Net return -73.1% · drawdown 73.1% · 43 closed positions

Variant 1; fixed stop 10.0%; maximum 10 sessions; gate None; continuous signal; exit EMA 200 break; trailing arms at 2.0%, distance 1.0%; partial sale at 15.0% (0 = off).

Account reconciliation

Cash৳134

Unsettled৳2,164

Holdings৳0

NAV৳2,298

Realized P&L৳-97,702

Unrealized P&L৳0

Fees৳60,764

Friction৳27,929

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳9.91e-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 #330

639 fills, including partial sales. Page 2.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2013-02-11	BUY	242	165.9	176.65	81.93	-40,406.38	0
2013-02-14	SELL	242	167.9	178.78	82.72	40,370.3	-36.09
2013-03-14	BUY	275	145.9	176.54	82.74	-40,381.78	0
2013-03-20	SELL	275	145.6	176.18	83.03	39,780.8	-600.98
2013-03-27	BUY	274	144	173.61	82.35	-39,711.95	0
2013-04-01	SELL	274	146.2	176.26	84.01	39,798.53	86.58
2013-04-04	BUY	268	147.4	173.81	82.66	-39,759.67	0
2013-04-09	SELL	268	146.5	172.75	82.13	39,007.12	-752.56
2013-04-15	BUY	265	146.7	171.05	81.25	-39,127.8	0
2013-04-18	SELL	265	145.1	169.19	80.39	38,201.92	-925.87
2013-04-30	BUY	264	143.8	167.04	79.77	-38,210.01	0
2013-05-06	SELL	264	145.9	169.48	81.38	38,266.74	56.73
2013-05-09	BUY	256	148.3	167.05	80.09	-38,211.94	0
2013-05-14	SELL	256	157.4	177.3	84.81	40,032.29	1,820.35
2013-05-20	BUY	239	166.2	174.78	82.63	-39,979.21	0
2013-05-26	SELL	239	163.7	172.15	80.64	38,871.51	-1,107.69
2013-05-30	BUY	223	173.7	170.43	79.24	-38,984.77	0
2013-06-04	SELL	223	177.41	174.07	80.72	39,307.19	322.42
2013-06-09	BUY	221	176.5	171.63	79.1	-39,257.23	0
2013-06-12	SELL	221	178.1	173.18	79.68	39,107.24	-149.99
2013-06-26	BUY	203	191.6	171.14	78.53	-39,144.47	0
2013-07-10	SELL	101	220.7	98.08	44.76	22,147.86	2,672.04
2013-07-11	SELL	102	217	97.39	44.41	21,992.2	2,323.55
2013-07-17	BUY	188	232.5	192.32	87.76	-43,990.08	0
2013-07-22	SELL	188	180.9	149.64	68.18	33,791.38	-10,198.71
2013-08-21	BUY	172	196.1	148.41	67.71	-33,945.32	0
2013-08-26	SELL	172	210.5	159.31	72.78	35,973.91	2,028.59
2013-09-02	BUY	166	214.7	156.82	71.57	-35,868.59	0
2013-09-05	SELL	166	212	154.84	70.63	34,966.52	-902.07
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
2013-11-05	SELL	178	194.6	152.41	70.45	34,415.94	19.9
2013-11-10	BUY	174	196.8	150.67	69.43	-34,463.3	0
2013-11-13	SELL	174	194.6	148.99	68.55	33,642.86	-820.44
2013-11-21	BUY	159	209.9	146.85	67.25	-33,588.19	0
2013-11-26	SELL	159	200	139.92	63.99	31,596.09	-1,992.1
2013-12-10	BUY	154	204.6	138.64	63.4	-31,710.43	0
2013-12-26	SELL	154	199.8	135.38	62.16	30,571.66	-1,138.78
2014-01-06	BUY	147	206.4	133.5	61.34	-30,535.64	0
2014-01-09	SELL	147	208.7	134.99	62.03	30,481.89	-53.75
2014-01-15	BUY	148	204.5	133.17	61.18	-30,460.35	0
2014-01-20	SELL	148	207.1	134.86	61.93	30,454.01	-6.34
2014-01-26	BUY	140	215.3	132.62	60.82	-30,335.44	0
2014-02-09	SELL	140	207.9	128.07	58.59	28,919.34	-1,416.11
2014-02-26	BUY	137	210.4	126.83	57.99	-29,009.62	0
2014-03-03	SELL	137	220.3	132.8	60.7	29,987.6	977.98
2014-03-06	BUY	139	214.7	131.31	59.99	-30,034.6	0
2014-03-11	SELL	139	212.8	130.15	59.47	29,389.58	-645.02
2014-04-01	BUY	135	215.7	128.13	58.62	-29,306.24	0
2014-04-06	SELL	135	224.73	133.49	61.1	30,143.96	837.72
2014-04-09	BUY	121	247.9	131.98	60.25	-30,188.14	0
2014-04-15	SELL	121	259.38	138.09	63	31,183.88	995.75
2014-04-20	BUY	124	250.3	136.56	62.27	-31,236.03	0
2014-04-23	SELL	124	265.2	144.69	65.97	32,674.13	1,438.1
2014-04-28	BUY	123	262.8	142.23	64.81	-32,531.43	0
2014-05-04	SELL	123	262.9	142.28	64.82	32,129.6	-401.83
2014-06-01	BUY	116	275.4	140.56	64.19	-32,151.15	0
2014-06-04	SELL	116	295.9	151.03	68.95	34,104.43	1,953.27
2014-06-09	BUY	117	289.3	148.93	68.01	-34,065.04	0
2014-06-15	SELL	117	299.97	154.42	70.5	34,871.56	806.52
2014-06-18	BUY	114	303.3	152.14	69.42	-34,797.75	0
2014-07-03	SELL	114	294.9	147.92	67.49	33,403.18	-1,394.57
2014-08-04	BUY	107	310.8	146.32	66.82	-33,468.75	0
2014-08-10	SELL	107	327.69	154.28	70.4	34,838.15	1,369.4
2014-08-13	BUY	102	339.2	152.23	69.42	-34,820.05	0
2014-08-19	SELL	102	338.2	151.78	69.19	34,275.42	-544.63
2014-09-04	BUY	101	338.1	150.25	68.49	-34,366.84	0
2014-09-16	SELL	101	345.7	153.63	70.11	34,691.96	325.12
2014-09-23	BUY	90	380.7	150.76	68.77	-34,482.53	0
2014-09-28	SELL	90	395.8	156.74	71.49	35,393.95	911.42
2014-10-01	BUY	92	384.2	155.52	70.91	-35,572.84	0
2014-10-22	SELL	92	370.8	150.1	68.4	33,895.1	-1,677.74
2014-10-29	BUY	90	374.6	148.34	67.61	-33,929.96	0
2014-11-13	SELL	90	349.6	138.44	63.17	31,262.39	-2,667.57
2014-12-04	BUY	88	352.6	136.53	62.47	-31,227.79	0
2014-12-10	SELL	88	358.08	138.65	63.48	31,309.17	81.38
2014-12-18	BUY	89	350.8	137.37	62.92	-31,421.49	0
2014-12-23	SELL	89	354.92	138.98	63.73	31,384.72	-36.78
2014-12-29	BUY	87	356.5	136.47	62.62	-31,214.58	0
2015-01-07	SELL	87	364	139.34	64.01	31,464.65	250.06
2015-02-05	BUY	92	340	137.63	63.24	-31,480.87	0
2015-02-10	SELL	92	343	138.85	63.78	31,353.37	-127.5
2015-02-15	BUY	89	350	137.06	62.91	-31,349.97	0
2015-03-01	SELL	89	336.1	131.62	60.39	29,720.89	-1,629.08
2015-03-16	BUY	89	334	130.79	60.02	-29,916.81	0
2015-03-22	SELL	89	337.5	132.17	60.57	29,844.77	-72.05
2015-03-25	BUY	87	338	129.39	59.28	-29,594.67	0
2015-03-31	SELL	87	354.9	135.86	62.14	30,678.3	1,083.63
2015-04-05	BUY	88	348	134.75	61.57	-30,820.32	0
2015-04-08	SELL	88	352	136.29	62.27	30,777.44	-42.88
2015-05-06	BUY	91	333.9	133.69	61.25	-30,579.84	0
2015-05-11	SELL	91	330	132.13	60.54	29,837.33	-742.51
2015-05-14	BUY	91	326.9	130.89	59.98	-29,938.77	0
2015-05-19	SELL	91	333.8	133.65	61.29	30,180.85	242.09
2015-05-24	BUY	92	326	131.96	60.5	-30,184.46	0
2015-05-27	SELL	92	329.9	133.54	61.2	30,156.05	-28.41
2015-06-04	BUY	91	329.1	131.77	60.24	-30,140.11	0

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