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: -20.1%. 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

#331 · MACD

Full-history NAV৳2,233

Net return -97.8% · drawdown 97.8% · 320 closed positions

2024 onward NAV৳47,617

Net return -52.4% · drawdown 52.4% · 62 closed positions

2024 stress NAV৳22,242

Net return -77.8% · drawdown 77.8% · 46 closed positions

Variant 1; fixed stop 6.0%; 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৳69

Unsettled৳2,164

Holdings৳0

NAV৳2,233

Realized P&L৳-97,767

Unrealized P&L৳0

Fees৳60,520

Friction৳27,805

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳1.37e-10. 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 #331

640 fills, including partial sales. Page 2.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2013-03-14	BUY	234	145.9	150.22	70.09	-34,360.91	0
2013-03-20	SELL	234	145.6	149.91	70.28	33,850.21	-510.69
2013-03-27	BUY	234	144	148.26	69.9	-33,914.16	0
2013-04-01	SELL	234	146.2	150.53	71.26	33,989.01	74.85
2013-04-04	BUY	229	147.4	148.52	70.18	-33,973.3	0
2013-04-09	SELL	229	146.5	147.61	69.73	33,331.16	-642.14
2013-04-15	BUY	225	146.7	145.23	68.53	-33,221.27	0
2013-04-18	SELL	225	145.1	143.65	67.81	32,436.04	-785.23
2013-04-30	BUY	225	143.8	142.36	67.5	-32,564.86	0
2013-05-06	SELL	225	145.9	144.44	68.81	32,614.25	49.38
2013-05-09	BUY	218	148.3	142.25	67.68	-32,539.33	0
2013-05-14	SELL	218	157.4	150.98	71.69	34,090.53	1,551.21
2013-05-20	BUY	204	166.2	149.18	70.13	-34,124.11	0
2013-05-28	SELL	204	168.1	150.89	70.28	34,071.23	-52.88
2013-06-02	BUY	194	173.9	148.44	68.77	-33,953.81	0
2013-06-09	SELL	194	176.5	150.66	69.32	34,021.02	67.2
2013-06-12	BUY	190	178.1	148.89	68.38	-34,056.28	0
2013-06-19	SELL	190	177.4	148.31	68.09	33,489.61	-566.67
2013-06-26	BUY	174	191.6	146.69	67.22	-33,552.31	0
2013-07-02	SELL	174	183.9	140.79	64.44	31,793.36	-1,758.95
2013-07-14	BUY	149	211.5	138.66	63.28	-31,715.44	0
2013-07-17	SELL	149	232.5	152.43	69.5	34,420.57	2,705.13
2013-08-21	BUY	175	196.1	151	68.9	-34,537.39	0
2013-08-26	SELL	175	210.1	161.78	73.92	36,531.81	1,994.41
2013-09-02	BUY	169	214.7	159.65	72.87	-36,516.82	0
2013-09-09	SELL	169	204.3	151.92	69.28	34,305.5	-2,211.32
2013-10-06	BUY	183	185.7	149.53	68.45	-34,201.07	0
2013-10-10	SELL	183	181.4	146.06	67.08	32,983.05	-1,218.02
2013-10-23	BUY	179	183.2	144.29	66.6	-33,003.69	0
2013-10-28	SELL	179	189.3	149.09	68.97	33,666.64	662.95
2013-10-31	BUY	174	192	147	68.07	-33,623.06	0
2013-11-07	SELL	174	202.4	154.96	71.6	34,991.04	1,367.98
2013-11-12	BUY	179	195	153.58	70.74	-35,129.32	0
2013-11-19	SELL	179	206.5	162.64	74.75	36,726.11	1,596.79
2013-11-24	BUY	176	206.6	159.99	73.27	-36,594.86	0
2013-12-01	SELL	176	200.5	155.27	71.03	35,061.71	-1,533.15
2013-12-10	BUY	171	204.6	153.94	70.44	-35,210.98	0
2013-12-18	SELL	171	200.2	150.63	68.95	34,014.62	-1,196.36
2014-01-06	BUY	163	206.4	148.03	68.09	-33,859.32	0
2014-01-13	SELL	163	205.9	147.67	67.93	33,346.09	-513.23
2014-01-19	BUY	159	208.3	145.73	67	-33,332.42	0
2014-01-26	SELL	159	215.3	150.62	69.16	34,012.92	680.5
2014-01-29	BUY	160	211.5	148.9	68.29	-34,057.19	0
2014-02-05	SELL	160	205.4	144.6	66.24	32,653.15	-1,404.03
2014-02-26	BUY	154	210.4	142.57	65.24	-32,609.4	0
2014-03-05	SELL	154	213.7	144.8	66.19	32,698.8	89.4
2014-03-10	BUY	152	214.4	143.39	65.55	-32,797.74	0
2014-03-18	SELL	152	211.3	141.32	64.62	31,911.66	-886.08
2014-04-01	BUY	147	215.7	139.51	63.86	-31,911.28	0
2014-04-08	SELL	147	247	159.76	73.06	36,076.18	4,164.9
2014-04-16	BUY	140	255.8	157.57	71.9	-36,041.47	0
2014-04-23	SELL	140	265.2	163.36	74.52	36,890.12	848.65
2014-04-28	BUY	139	262.8	160.73	73.26	-36,763.19	0
2014-05-06	SELL	139	270.3	165.32	75.35	37,331.04	567.85
2014-06-01	BUY	135	275.4	163.59	74.76	-37,417.35	0
2014-06-08	SELL	135	284	168.7	77.08	38,094.22	676.87
2014-06-11	BUY	128	295.1	166.2	75.94	-38,014.94	0
2014-06-18	SELL	128	303.3	170.82	77.98	38,573.6	558.66
2014-08-04	BUY	124	310.8	169.57	77.5	-38,786.27	0
2014-08-11	SELL	124	340	185.5	84.69	41,889.8	3,103.53
2014-08-14	BUY	120	344.2	181.74	82.92	-41,568.65	0
2014-08-24	SELL	120	325.3	171.76	78.3	38,785.94	-2,782.72
2014-09-04	BUY	115	338.1	171.08	78.01	-39,130.59	0
2014-09-11	SELL	115	337.8	170.93	78.02	38,598.06	-532.54
2014-09-16	BUY	110	345.7	167.32	76.38	-38,270.7	0
2014-09-23	SELL	110	380.7	184.26	84.12	41,608.62	3,337.92
2014-09-29	BUY	106	392.2	182.92	83.47	-41,839.6	0
2014-10-13	SELL	106	374.7	174.76	79.69	39,463.75	-2,375.85
2014-10-29	BUY	104	374.6	171.42	78.17	-39,207.98	0
2014-11-06	SELL	104	353.3	161.67	73.76	36,507.77	-2,700.21
2014-12-04	BUY	103	352.6	159.8	73.2	-36,550.79	0
2014-12-11	SELL	103	363.1	164.56	75.45	37,159.29	608.5
2014-12-18	BUY	106	350.8	163.61	75.05	-37,423.46	0
2014-12-28	SELL	106	357.8	166.88	76.7	37,683.22	259.76
2015-01-05	BUY	103	362.5	164.29	75.5	-37,577.29	0
2015-01-12	SELL	103	355.9	161.29	74.27	36,422.13	-1,155.16
2015-02-05	BUY	106	340	158.58	72.98	-36,271.55	0
2015-02-12	SELL	106	352.5	164.41	75.63	37,124.97	853.41
2015-02-17	BUY	107	347.4	163.56	75.22	-37,410.57	0
2015-02-24	SELL	107	341	160.54	73.78	36,252.68	-1,157.89
2015-03-16	BUY	107	334	157.25	72.29	-35,967.54	0
2015-03-24	SELL	107	336	158.19	72.62	35,721.19	-246.35
2015-03-30	BUY	99	358.7	156.25	71.59	-35,739.14	0
2015-04-06	SELL	99	353	153.77	70.32	34,722.91	-1,016.23
2015-05-06	BUY	104	333.9	152.79	70.08	-34,948.47	0
2015-05-11	SELL	104	330	151.01	69.26	34,099.73	-848.74
2015-05-14	BUY	103	326.9	148.15	67.96	-33,886.81	0
2015-05-19	SELL	103	333.8	151.28	69.45	34,160.67	273.86
2015-05-24	BUY	104	326	149.18	68.46	-34,121.64	0
2015-05-27	SELL	104	329.9	150.96	69.26	34,089.38	-32.26
2015-06-04	BUY	103	329.1	149.15	68.23	-34,114.68	0
2015-06-09	SELL	103	324.3	146.97	67.22	33,188.71	-925.97
2015-06-14	BUY	99	335	145.93	66.68	-33,377.61	0
2015-06-21	SELL	99	330	143.75	65.67	32,460.59	-917.03
2015-07-02	BUY	97	330.1	140.89	64.41	-32,225	0
2015-07-08	SELL	97	328	139.99	64	31,612.01	-612.99
2015-07-13	BUY	91	346.9	138.9	63.49	-31,770.29	0
2015-07-22	SELL	91	335.2	134.21	61.31	30,307.67	-1,462.61
2015-08-24	BUY	95	316.5	132.3	60.51	-30,260.3	0
2015-08-27	SELL	95	321.5	134.39	61.54	30,346.57	86.27

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