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 5.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2019-09-26	SELL	24	360	38.02	17.33	8,584.66	-134.85
2019-10-01	BUY	24	352.4	37.21	16.96	-8,511.77	0
2019-10-06	SELL	24	347	36.64	16.7	8,274.66	-237.11
2019-10-27	BUY	25	327.6	36.04	16.44	-8,242.47	0
2019-10-30	SELL	25	321.2	35.33	16.12	7,978.54	-263.93
2019-11-13	BUY	25	314.6	34.61	15.8	-7,915.4	0
2019-11-18	SELL	25	310.7	34.18	15.61	7,717.72	-197.69
2019-11-21	BUY	24	325	34.32	15.65	-7,849.97	0
2019-11-26	SELL	24	306	32.31	14.73	7,296.96	-553.01
2019-12-01	BUY	23	318	32.18	14.67	-7,360.85	0
2019-12-04	SELL	23	310	31.37	14.29	7,084.33	-276.51
2020-01-01	BUY	25	280	30.8	14.08	-7,044.88	0
2020-01-06	SELL	25	285.8	31.44	14.37	7,099.19	54.31
2020-01-20	BUY	26	265.3	30.35	13.85	-6,942	0
2020-01-23	SELL	26	270.5	30.95	14.11	6,987.95	45.95
2020-01-28	BUY	26	272.4	31.16	14.2	-7,127.77	0
2020-02-02	SELL	26	258	29.52	13.45	6,665.04	-462.73
2020-02-05	BUY	25	265.2	29.17	13.28	-6,672.46	0
2020-02-10	SELL	25	261.9	28.81	13.12	6,505.57	-166.88
2020-02-19	BUY	24	266.8	28.17	12.83	-6,444.2	0
2020-02-24	SELL	24	319.8	33.77	15.37	7,626.06	1,181.85
2020-02-27	BUY	26	288.1	32.96	15	-7,538.56	0
2020-03-03	SELL	26	273.9	31.33	14.26	7,075.8	-462.76
2020-05-31	BUY	30	239.1	31.56	14.38	-7,218.94	0
2020-06-03	SELL	30	240	31.68	14.44	7,153.88	-65.06
2020-06-08	BUY	30	238.8	31.52	14.37	-7,209.89	0
2020-06-11	SELL	30	238.8	31.52	14.37	7,118.11	-91.78
2020-07-09	BUY	29	238.8	30.47	14.12	-6,969.8	0
2020-07-14	SELL	29	240.6	30.7	14.04	6,932.66	-37.13
2020-07-19	BUY	29	243	31.01	14.15	-7,092.16	0
2020-07-22	SELL	29	246.5	31.45	14.35	7,102.7	10.54
2020-07-27	BUY	27	259.9	30.88	14.07	-7,062.24	0
2020-07-30	SELL	27	255	30.29	13.8	6,840.91	-221.33
2020-08-09	BUY	26	255	29.17	13.28	-6,672.45	0
2020-08-13	SELL	26	290	33.18	15.1	7,491.72	819.27
2020-08-18	BUY	26	288	32.95	14.99	-7,535.94	0
2020-08-24	SELL	26	295	33.75	15.36	7,620.89	84.95
2020-08-27	BUY	24	317	33.48	15.23	-7,656.71	0
2020-09-02	SELL	24	321.85	33.99	15.46	7,674.92	18.22
2020-09-09	BUY	22	339	32.82	14.93	-7,505.75	0
2020-09-14	SELL	22	354	34.27	15.59	7,738.14	232.39
2020-10-14	BUY	24	333	35.16	16.03	-8,043.19	0
2020-10-19	SELL	24	336	35.48	16.18	8,012.34	-30.86
2020-11-08	BUY	23	336.2	34.02	15.52	-7,782.14	0
2020-11-22	SELL	23	327	33.09	15.1	7,472.81	-309.33
2020-12-07	BUY	23	325.1	32.9	15.01	-7,525.21	0
2020-12-14	SELL	23	345.61	34.98	15.95	7,898.08	372.87
2020-12-20	BUY	23	348.5	35.27	16.08	-8,066.84	0
2021-01-04	SELL	23	360.1	36.44	16.6	8,229.26	162.41
2021-01-07	BUY	21	376	34.74	15.82	-7,946.56	0
2021-01-19	SELL	21	384.2	35.5	16.16	8,016.54	69.97
2021-02-07	BUY	21	385	35.57	16.2	-8,136.78	0
2021-02-22	SELL	21	359.7	33.24	15.14	7,505.32	-631.45
2021-03-07	BUY	22	340.3	32.94	15.01	-7,534.55	0
2021-03-10	SELL	22	352	34.07	15.52	7,694.4	159.86
2021-03-15	BUY	22	347	33.59	15.31	-7,682.89	0
2021-03-31	SELL	22	334.5	32.38	14.76	7,311.86	-371.04
2021-04-08	BUY	22	325	31.46	14.35	-7,195.81	0
2021-04-13	SELL	22	330	31.94	14.58	7,213.48	17.67
2021-04-19	BUY	21	341.9	31.59	14.42	-7,225.91	0
2021-05-03	SELL	21	342	31.6	14.45	7,135.95	-89.96
2021-05-12	BUY	21	346.2	31.99	14.61	-7,316.8	0
2021-05-30	SELL	21	348.4	32.19	14.68	7,269.53	-47.27
2021-06-02	BUY	21	346.5	32.02	14.6	-7,323.12	0
2021-06-07	SELL	21	349.5	32.29	14.72	7,292.48	-30.63
2021-06-13	BUY	20	351	30.89	14.09	-7,064.97	0
2021-06-27	SELL	20	344	30.27	13.81	6,835.92	-229.05
2021-06-30	BUY	20	346.9	30.53	13.93	-6,982.45	0
2021-07-14	SELL	20	358.2	31.52	14.38	7,118.1	135.65
2021-07-19	BUY	19	364	30.43	13.88	-6,960.31	0
2021-08-02	SELL	19	376.2	31.45	14.33	7,102.02	141.71
2021-08-25	BUY	19	369.9	30.92	14.08	-7,073.11	0
2021-09-09	SELL	19	384.3	32.13	14.64	7,254.94	181.83
2021-09-14	BUY	19	385.2	32.2	14.67	-7,365.67	0
2021-09-28	SELL	19	384.9	32.18	14.65	7,266.27	-99.41
2021-11-03	BUY	20	356.6	31.38	14.3	-7,177.68	0
2021-11-08	SELL	20	355	31.24	14.25	7,054.51	-123.17
2021-11-11	BUY	20	354.7	31.21	14.24	-7,139.46	0
2021-11-16	SELL	20	361.9	31.85	14.54	7,191.61	52.15
2021-11-21	BUY	20	360.5	31.72	14.49	-7,256.22	0
2021-12-01	SELL	20	359	31.59	14.46	7,133.94	-122.27
2021-12-06	BUY	19	362.8	30.33	13.87	-6,937.4	0
2021-12-15	SELL	19	357.3	29.87	13.67	6,745.16	-192.24
2022-01-02	BUY	20	350	30.8	14.09	-7,044.89	0
2022-01-05	SELL	20	350.3	30.83	14.1	6,961.07	-83.82
2022-01-10	BUY	19	350.1	29.27	13.37	-6,694.54	0
2022-01-13	SELL	19	357.1	29.85	13.63	6,741.41	46.87
2022-01-18	BUY	19	360	30.1	13.75	-6,883.84	0
2022-01-30	SELL	19	352	29.43	13.44	6,645.14	-238.71
2022-02-07	BUY	19	355.3	29.7	13.58	-6,793.98	0
2022-02-22	SELL	19	355.8	29.74	13.6	6,716.86	-77.13
2022-03-14	BUY	20	329.9	29.03	13.25	-6,640.28	0
2022-03-20	SELL	20	326	28.69	13.09	6,478.22	-162.06
2022-03-23	BUY	19	328	27.42	12.51	-6,271.93	0
2022-03-28	SELL	19	329.9	27.58	12.59	6,227.93	-44.01
2022-03-31	BUY	19	329.7	27.56	12.59	-6,304.45	0
2022-04-05	SELL	19	325.1	27.18	12.42	6,137.3	-167.15
2022-04-18	BUY	19	323.1	27.01	12.36	-6,178.28	0
2022-04-21	SELL	19	322.1	26.93	12.31	6,080.66	-97.61
2022-04-26	BUY	18	327	25.9	11.83	-5,923.73	0

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