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 5.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2020-01-01	BUY	27	280	33.26	15.21	-7,608.47	0
2020-01-06	SELL	27	285.8	33.95	15.53	7,667.12	58.65
2020-01-20	BUY	29	265.3	33.85	15.46	-7,743.01	0
2020-01-23	SELL	29	270.5	34.52	15.74	7,794.24	51.23
2020-01-28	BUY	28	272.4	33.56	15.3	-7,676.06	0
2020-02-02	SELL	28	258	31.79	14.48	7,177.73	-498.33
2020-02-05	BUY	27	265.2	31.51	14.35	-7,206.26	0
2020-02-10	SELL	27	261.9	31.11	14.17	7,026.02	-180.24
2020-02-19	BUY	26	266.8	30.52	13.9	-6,981.22	0
2020-02-24	SELL	26	319.8	36.59	16.66	8,261.56	1,280.33
2020-02-27	BUY	29	288.1	36.76	16.73	-8,408.4	0
2020-03-03	SELL	29	273.9	34.95	15.91	7,892.24	-516.15
2020-05-31	BUY	33	239.1	34.72	15.82	-7,940.84	0
2020-06-03	SELL	33	240	34.85	15.88	7,869.27	-71.57
2020-06-08	BUY	33	238.8	34.67	15.81	-7,930.88	0
2020-06-11	SELL	33	238.8	34.67	15.81	7,829.91	-100.97
2020-07-09	BUY	32	238.8	33.62	15.62	-7,690.84	0
2020-07-14	SELL	32	240.6	33.88	15.5	7,649.82	-41.02
2020-07-19	BUY	31	243	33.15	15.13	-7,581.28	0
2020-07-22	SELL	31	246.5	33.62	15.34	7,592.54	11.26
2020-07-27	BUY	29	259.9	33.16	15.11	-7,585.38	0
2020-07-30	SELL	29	255	32.54	14.82	7,347.64	-237.73
2020-08-09	BUY	29	255	32.54	14.81	-7,442.35	0
2020-08-13	SELL	29	290	37	16.85	8,356.15	913.8
2020-08-18	BUY	29	288	36.75	16.73	-8,405.48	0
2020-08-25	SELL	29	301.7	38.5	17.52	8,693.28	287.8
2020-08-31	BUY	27	315	37.42	17.03	-8,559.45	0
2020-09-07	SELL	27	320.6	38.09	17.33	8,600.78	41.33
2020-09-10	BUY	25	344.9	37.94	17.27	-8,677.71	0
2020-09-17	SELL	25	340.7	37.48	17.06	8,462.96	-214.74
2020-10-14	BUY	25	333	36.63	16.7	-8,378.33	0
2020-10-21	SELL	25	331.9	36.51	16.66	8,244.33	-133.99
2020-11-08	BUY	25	336.2	36.98	16.87	-8,458.86	0
2020-11-15	SELL	25	330.2	36.32	16.58	8,202.1	-256.75
2020-12-07	BUY	25	325.1	35.76	16.32	-8,179.58	0
2020-12-14	SELL	25	346	38.06	17.36	8,594.58	414.99
2020-12-20	BUY	24	348.5	36.8	16.78	-8,417.58	0
2020-12-27	SELL	24	344	36.33	16.56	8,203.11	-214.46
2020-12-30	BUY	23	349.9	35.41	16.13	-8,099.24	0
2021-01-07	SELL	23	376	38.05	17.33	8,592.62	493.37
2021-01-12	BUY	23	370.1	37.45	17.06	-8,566.81	0
2021-01-19	SELL	23	384.2	38.88	17.71	8,780.01	213.2
2021-02-07	BUY	23	385	38.96	17.75	-8,911.71	0
2021-02-14	SELL	23	373	37.75	17.2	8,524.06	-387.66
2021-03-07	BUY	25	340.3	37.43	17.06	-8,561.99	0
2021-03-14	SELL	25	346.7	38.14	17.38	8,611.98	49.99
2021-03-18	BUY	25	344.8	37.93	17.29	-8,675.22	0
2021-03-25	SELL	25	341.9	37.61	17.15	8,492.74	-182.48
2021-04-08	BUY	26	325	37.18	16.96	-8,504.14	0
2021-04-13	SELL	26	330	37.75	17.24	8,525.01	20.87
2021-04-19	BUY	25	341.9	37.61	17.18	-8,602.29	0
2021-04-26	SELL	25	339	37.29	17.04	8,420.67	-181.62
2021-04-29	BUY	24	341	36.01	16.46	-8,236.47	0
2021-05-06	SELL	24	335	35.38	16.18	7,988.44	-248.03
2021-05-12	BUY	23	346.2	35.04	16	-8,013.64	0
2021-05-20	SELL	23	343	34.71	15.84	7,838.45	-175.19
2021-05-30	BUY	22	348.4	33.73	15.38	-7,713.91	0
2021-06-06	SELL	22	351.9	34.06	15.53	7,692.2	-21.71
2021-06-13	BUY	22	351	33.98	15.5	-7,771.48	0
2021-06-20	SELL	22	344.1	33.31	15.2	7,521.69	-249.78
2021-06-29	BUY	22	346.2	33.51	15.29	-7,665.2	0
2021-07-08	SELL	22	350	33.88	15.46	7,650.66	-14.54
2021-07-14	BUY	21	358.2	33.1	15.1	-7,570.4	0
2021-07-26	SELL	21	363.5	33.59	15.32	7,584.59	14.2
2021-07-29	BUY	20	375	33	15.05	-7,548.05	0
2021-08-11	SELL	20	360	31.68	14.43	7,153.89	-394.16
2021-08-25	BUY	19	369.9	30.92	14.08	-7,073.11	0
2021-09-02	SELL	19	362.5	30.31	13.8	6,843.39	-229.72
2021-09-07	BUY	18	372.5	29.5	13.44	-6,747.94	0
2021-09-14	SELL	18	385.2	30.51	13.9	6,889.19	141.25
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	19	354.7	29.65	13.53	-6,782.48	0
2021-11-18	SELL	19	362	30.26	13.82	6,833.91	51.43
2021-11-23	BUY	19	359	30.01	13.71	-6,864.73	0
2021-11-30	SELL	19	363	30.35	13.9	6,852.75	-11.97
2021-12-06	BUY	19	362.8	30.33	13.87	-6,937.4	0
2021-12-13	SELL	19	358	29.93	13.7	6,758.38	-179.03
2022-01-02	BUY	19	350	29.26	13.38	-6,692.64	0
2022-01-05	SELL	19	350.3	29.29	13.39	6,613.02	-79.62
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
2022-01-25	SELL	19	359	30.01	13.71	6,777.28	-106.56
2022-02-07	BUY	19	355.3	29.7	13.58	-6,793.98	0
2022-02-14	SELL	19	358	29.93	13.7	6,758.37	-35.61
2022-02-17	BUY	18	357	28.27	12.93	-6,467.2	0
2022-02-27	SELL	18	345	27.32	12.48	6,170.2	-297
2022-03-14	BUY	19	329.9	27.58	12.58	-6,308.26	0
2022-03-20	SELL	19	326	27.25	12.43	6,154.31	-153.95
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	18	323.1	25.59	11.71	-5,853.1	0
2022-04-21	SELL	18	322.1	25.51	11.66	5,760.63	-92.47
2022-04-26	BUY	18	327	25.9	11.83	-5,923.73	0
2022-05-05	SELL	18	320.1	25.35	11.57	5,724.88	-198.85
2022-05-30	BUY	18	310	24.55	11.19	-5,615.75	0
2022-06-02	SELL	18	309.5	24.51	11.18	5,535.31	-80.44

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