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 3.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2015-06-09	SELL	91	324.3	129.85	59.34	29,322.11	-818
2015-06-14	BUY	87	335	128.24	58.56	-29,331.8	0
2015-06-22	SELL	87	328.9	125.9	57.48	28,430.92	-900.89
2015-07-02	BUY	86	330.1	124.91	57.07	-28,570.58	0
2015-07-08	SELL	86	328	124.12	56.71	28,027.18	-543.4
2015-07-13	BUY	80	346.9	122.11	55.78	-27,929.88	0
2015-08-02	SELL	80	330	116.16	53	26,230.84	-1,699.04
2015-08-24	BUY	82	316.5	114.19	52.18	-26,119.38	0
2015-08-27	SELL	82	321.5	116	53.06	26,193.94	74.56
2015-09-01	BUY	83	316.1	115.44	52.85	-26,404.59	0
2015-09-06	SELL	83	314.1	114.71	52.58	25,903.01	-501.59
2015-09-09	BUY	82	313.2	113	51.83	-25,847.24	0
2015-09-14	SELL	82	307.1	110.8	50.8	25,020.6	-826.64
2015-10-21	BUY	96	258.9	109.36	50.02	-25,013.78	0
2015-10-27	SELL	96	250	105.6	48.29	23,846.11	-1,167.67
2015-11-01	BUY	95	250.8	104.83	48	-23,978.83	0
2015-11-04	SELL	95	249	104.08	47.67	23,503.25	-475.58
2015-11-09	BUY	93	249.3	102.01	46.76	-23,333.68	0
2015-11-12	SELL	93	250	102.3	46.93	23,100.77	-232.9
2015-11-17	BUY	92	250.5	101.4	46.58	-23,193.99	0
2015-11-22	SELL	92	252.2	102.09	47	23,053.31	-140.68
2015-11-25	BUY	91	252	100.9	46.46	-23,079.36	0
2015-11-30	SELL	91	256.1	102.54	47.27	23,155.29	75.93
2015-12-03	BUY	84	272	100.53	46.3	-22,994.83	0
2015-12-08	SELL	84	257	94.99	43.67	21,449.34	-1,545.49
2015-12-24	BUY	84	253.5	93.69	43.06	-21,430.76	0
2015-12-29	SELL	84	254	93.88	43.18	21,198.95	-231.81
2016-01-03	BUY	84	253.4	93.66	43.2	-21,422.46	0
2016-01-06	SELL	84	252	93.14	43.12	21,031.74	-390.71
2016-01-11	BUY	82	254	91.64	42.53	-20,962.17	0
2016-01-14	SELL	82	256.6	92.58	42.92	20,905.7	-56.47
2016-01-19	BUY	79	263.3	91.52	42.3	-20,934.53	0
2016-01-24	SELL	79	266	92.46	42.54	20,879	-55.53
2016-01-27	BUY	77	268	90.8	41.75	-20,768.54	0
2016-02-01	SELL	77	257	87.07	39.99	19,661.93	-1,106.61
2016-02-23	BUY	76	259	86.61	39.87	-19,810.48	0
2016-02-28	SELL	76	256.2	85.67	39.43	19,346.1	-464.38
2016-03-21	BUY	79	240.5	83.6	38.39	-19,121.49	0
2016-03-24	SELL	79	235.2	81.76	37.55	18,461.49	-659.99
2016-04-04	BUY	79	233.1	81.03	37.49	-18,533.42	0
2016-04-07	SELL	79	233.2	81.06	37.59	18,304.15	-229.27
2016-04-12	BUY	78	233.8	80.24	37.21	-18,353.85	0
2016-04-18	SELL	78	235.9	80.96	37.65	18,281.59	-72.25
2016-04-21	BUY	75	243	80.19	37.2	-18,342.39	0
2016-04-26	SELL	75	251.9	83.13	38.41	18,770.96	428.57
2016-05-02	BUY	76	245	81.93	37.8	-18,739.73	0
2016-05-05	SELL	76	247	82.6	38.13	18,651.28	-88.45
2016-05-10	BUY	73	253.4	81.39	37.51	-18,617.1	0
2016-05-15	SELL	73	251.1	80.65	37.14	18,212.51	-404.59
2016-05-24	BUY	70	256.7	79.06	36.4	-18,084.47	0
2016-05-29	SELL	70	255.2	78.6	36.22	17,749.18	-335.29
2016-06-30	BUY	71	251.7	78.63	36.29	-17,985.62	0
2016-07-12	SELL	71	255.8	79.91	36.86	18,045.02	59.41
2016-07-16	BUY	69	257	78.03	35.99	-17,847.02	0
2016-07-19	SELL	69	259.4	78.75	36.27	17,783.58	-63.44
2016-07-24	BUY	67	263	77.53	35.6	-17,734.14	0
2016-07-27	SELL	67	278	81.95	37.55	18,506.5	772.36
2016-08-01	BUY	67	276.6	81.54	37.27	-18,651.01	0
2016-08-16	SELL	67	271	79.89	36.49	18,040.62	-610.39
2016-09-06	BUY	67	268	79.01	36.32	-18,071.33	0
2016-09-20	SELL	67	262	77.24	35.64	17,441.12	-630.21
2016-09-25	BUY	65	267.1	76.39	35.28	-17,473.17	0
2016-10-05	SELL	65	271.46	77.64	35.78	17,531.36	58.19
2016-10-10	BUY	64	269.8	75.98	35	-17,378.17	0
2016-10-25	SELL	64	282.15	79.45	36.46	17,941.68	563.51
2016-10-30	BUY	65	277	79.22	36.34	-18,120.56	0
2016-11-09	SELL	65	280.67	80.27	36.8	18,126.16	5.6
2016-11-20	BUY	63	282.5	78.31	35.85	-17,911.66	0
2016-11-23	SELL	63	288.6	80	36.61	18,065.19	153.53
2016-11-28	BUY	63	286	79.28	36.26	-18,133.53	0
2016-12-12	SELL	63	284	78.72	35.99	17,777.29	-356.25
2017-01-05	BUY	61	290	77.84	35.64	-17,803.48	0
2017-01-19	SELL	61	297	79.71	36.45	18,000.84	197.36
2017-01-24	BUY	60	298.5	78.8	36.01	-18,024.81	0
2017-01-29	SELL	60	305.5	80.65	36.81	18,212.53	187.72
2017-02-02	BUY	59	306.5	79.57	36.32	-18,199.39	0
2017-02-15	SELL	59	317.2	82.34	37.61	18,594.61	395.22
2017-02-20	BUY	58	318.8	81.36	37.15	-18,608.91	0
2017-03-07	SELL	58	310.6	79.27	36.24	17,899.3	-709.61
2017-03-12	BUY	56	318.7	78.53	35.88	-17,961.6	0
2017-03-27	SELL	56	316.1	77.89	35.67	17,588.05	-373.56
2017-03-30	BUY	53	330	76.96	35.22	-17,602.18	0
2017-04-04	SELL	53	346.5	80.8	36.94	18,246.76	644.58
2017-04-09	BUY	52	345	78.94	36.07	-18,055	0
2017-04-23	SELL	52	338	77.33	35.35	17,463.32	-591.68
2017-05-28	BUY	52	334	76.42	35.16	-17,479.57	0
2017-06-11	SELL	52	333.3	76.26	35.05	17,220.29	-259.28
2017-06-21	BUY	51	335.8	75.35	34.57	-17,235.72	0
2017-07-06	SELL	51	353.13	79.24	36.22	17,894.32	658.6
2017-07-16	BUY	49	365.1	78.72	35.89	-18,004.51	0
2017-07-19	SELL	49	365.1	78.72	35.88	17,775.3	-229.2
2017-07-24	BUY	48	367	77.51	35.32	-17,728.83	0
2017-07-30	SELL	48	376.7	79.56	36.25	17,965.79	236.95
2017-08-17	BUY	46	388	78.53	35.82	-17,962.35	0
2017-08-31	SELL	46	391	79.14	36.13	17,870.73	-91.61
2017-09-07	BUY	45	396.9	78.59	35.9	-17,974.98	0
2017-09-12	SELL	45	420	83.16	37.96	18,778.88	803.9
2017-09-17	BUY	44	418	80.92	36.92	-18,509.85	0
2017-10-02	SELL	44	412.3	79.82	36.41	18,024.97	-484.88
2017-10-10	BUY	43	422	79.84	36.44	-18,262.28	0

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