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: -20.3%. 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

#332 · MACD

Full-history NAV৳2,164

Net return -97.8% · drawdown 97.9% · 323 closed positions

2024 onward NAV৳48,371

Net return -51.6% · drawdown 51.7% · 61 closed positions

2024 stress NAV৳22,242

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

Variant 1; fixed stop 4.0%; maximum 5 sessions; gate None; continuous signal; exit EMA 200 break; trailing arms at 5.0%, distance 2.0%; partial sale at 0.0% (0 = off).

Account reconciliation

Cash৳240

Unsettled৳1,924

Holdings৳0

NAV৳2,164

Realized P&L৳-97,836

Unrealized P&L৳0

Fees৳63,661

Friction৳29,261

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳3.06e-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 #332

646 fills, including partial sales. Page 3.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2015-07-13	BUY	96	346.9	146.53	67	-33,515.93	0
2015-07-22	SELL	96	335.2	141.59	64.7	31,972.91	-1,543.02
2015-08-24	BUY	101	316.5	140.65	64.35	-32,171.51	0
2015-08-27	SELL	101	321.5	142.87	65.46	32,263.17	91.66
2015-09-01	BUY	101	316.1	140.47	64.42	-32,130.99	0
2015-09-06	SELL	101	314.1	139.59	64.1	31,520.41	-610.58
2015-09-09	BUY	100	313.2	137.81	63.34	-31,521.14	0
2015-09-14	SELL	100	307.1	135.12	62.07	30,512.8	-1,008.34
2015-10-21	BUY	117	258.9	133.28	61.04	-30,485.62	0
2015-10-27	SELL	117	250	128.7	58.94	29,062.36	-1,423.26
2015-11-01	BUY	116	250.8	128.01	58.7	-29,279.51	0
2015-11-04	SELL	116	249	127.09	58.3	28,698.61	-580.89
2015-11-09	BUY	114	249.3	125.05	57.43	-28,602.68	0
2015-11-12	SELL	114	250	125.4	57.64	28,316.96	-285.72
2015-11-17	BUY	112	250.5	123.45	56.84	-28,236.29	0
2015-11-22	SELL	112	252.2	124.28	57.37	28,064.74	-171.54
2015-11-25	BUY	111	252	123.08	56.83	-28,151.91	0
2015-11-30	SELL	111	256.1	125.08	57.83	28,244.19	92.28
2015-12-03	BUY	103	272	123.27	56.94	-28,196.21	0
2015-12-08	SELL	103	257	116.47	53.68	26,300.84	-1,895.36
2015-12-24	BUY	103	253.5	114.89	52.93	-26,278.32	0
2015-12-29	SELL	103	254	115.11	53.08	25,993.81	-284.51
2016-01-03	BUY	102	253.4	113.73	52.62	-26,013.15	0
2016-01-06	SELL	102	252	113.1	52.56	25,538.34	-474.81
2016-01-11	BUY	100	254	111.76	52.1	-25,563.86	0
2016-01-14	SELL	100	256.6	112.9	52.56	25,494.54	-69.32
2016-01-19	BUY	96	263.3	111.22	51.59	-25,439.61	0
2016-01-24	SELL	96	266	112.36	51.83	25,371.81	-67.8
2016-01-27	BUY	94	268	110.84	51.09	-25,353.94	0
2016-02-01	SELL	94	257	106.3	48.94	24,002.77	-1,351.17
2016-02-23	BUY	92	259	104.84	48.4	-23,981.24	0
2016-02-28	SELL	92	256.2	103.71	47.85	23,418.84	-562.4
2016-03-21	BUY	97	240.5	102.65	47.25	-23,478.39	0
2016-03-24	SELL	97	235.2	100.38	46.22	22,667.8	-810.59
2016-04-04	BUY	97	233.1	99.49	46.22	-22,756.41	0
2016-04-07	SELL	97	233.2	99.53	46.36	22,474.51	-281.9
2016-04-12	BUY	95	233.8	97.73	45.51	-22,354.24	0
2016-04-18	SELL	95	235.9	98.61	46.07	22,265.82	-88.42
2016-04-21	BUY	91	243	97.3	45.33	-22,255.62	0
2016-04-26	SELL	91	251.9	100.86	46.77	22,775.27	519.65
2016-05-02	BUY	93	245	100.25	46.41	-22,931.67	0
2016-05-05	SELL	93	247	101.07	46.81	22,823.11	-108.55
2016-05-10	BUY	89	253.4	99.23	45.87	-22,697.7	0
2016-05-15	SELL	89	251.1	98.33	45.4	22,204.17	-493.54
2016-05-24	BUY	86	256.7	97.14	44.86	-22,218.19	0
2016-05-29	SELL	86	255.2	96.57	44.64	21,805.99	-412.2
2016-06-30	BUY	86	251.7	95.24	44.09	-21,785.54	0
2016-07-12	SELL	86	255.8	96.79	44.79	21,857.21	71.68
2016-07-16	BUY	85	257	96.12	44.49	-21,985.6	0
2016-07-19	SELL	85	259.4	97.02	44.81	21,907.17	-78.43
2016-07-24	BUY	83	263	96.05	44.21	-21,969.26	0
2016-07-28	SELL	83	280.28	102.36	46.87	23,114.01	1,144.75
2016-08-02	BUY	83	275.5	100.61	46.05	-23,013.17	0
2016-08-10	SELL	83	267.9	97.84	44.75	22,093.11	-920.05
2016-09-06	BUY	82	268	96.69	44.56	-22,117.26	0
2016-09-20	SELL	82	262	94.53	43.77	21,345.7	-771.56
2016-09-25	BUY	79	267.1	92.84	43.03	-21,236.77	0
2016-10-02	SELL	79	268.5	93.33	43.26	21,074.91	-161.86
2016-10-05	BUY	77	273.9	92.8	42.87	-21,225.97	0
2016-10-16	SELL	77	269.7	91.37	42.22	20,633.31	-592.66
2016-10-19	BUY	74	275	89.54	41.3	-20,480.84	0
2016-10-26	SELL	74	280	91.17	41.89	20,586.95	106.1
2016-11-09	BUY	73	281.3	90.35	41.46	-20,666.71	0
2016-11-16	SELL	73	279.8	89.87	41.22	20,294.3	-372.41
2016-11-21	BUY	70	287.1	88.43	40.52	-20,225.94	0
2016-11-28	SELL	70	286	88.09	40.31	19,891.6	-334.34
2016-12-11	BUY	69	287	87.13	39.86	-19,929.99	0
2016-12-19	SELL	69	285.2	86.59	39.64	19,552.58	-377.42
2017-01-05	BUY	67	290	85.49	39.17	-19,554.66	0
2017-01-12	SELL	67	290.7	85.7	39.25	19,351.95	-202.71
2017-01-17	BUY	66	292.1	84.83	38.81	-19,402.23	0
2017-01-24	SELL	66	298.5	86.68	39.63	19,574.69	172.45
2017-01-29	BUY	63	305.5	84.68	38.66	-19,369.85	0
2017-02-05	SELL	63	306.5	84.96	38.8	19,185.74	-184.11
2017-02-12	BUY	63	307.1	85.13	38.89	-19,471.32	0
2017-02-19	SELL	63	320	88.7	40.53	20,030.77	559.45
2017-03-09	BUY	62	316.9	86.45	39.53	-19,773.78	0
2017-03-16	SELL	62	315.2	85.99	39.32	19,417.1	-356.68
2017-03-30	BUY	59	330	85.67	39.24	-19,594.91	0
2017-04-05	SELL	59	345.84	89.78	41.04	20,273.86	678.95
2017-04-10	BUY	59	342.1	88.81	40.61	-20,313.32	0
2017-04-17	SELL	59	337	87.49	40.01	19,755.51	-557.81
2017-05-28	BUY	58	334	85.24	39.27	-19,496.5	0
2017-06-04	SELL	58	333.5	85.11	39.19	19,218.7	-277.81
2017-06-07	BUY	57	337.9	84.75	39.02	-19,384.07	0
2017-06-14	SELL	57	331.5	83.14	38.23	18,774.13	-609.94
2017-06-21	BUY	55	335.8	81.26	37.31	-18,587.57	0
2017-07-03	SELL	55	344.5	83.37	38.17	18,825.96	238.39
2017-07-06	BUY	53	355.4	82.88	37.89	-18,956.97	0
2017-07-11	SELL	53	348.3	81.22	37.08	18,341.6	-615.38
2017-07-16	BUY	50	365.1	80.32	36.63	-18,371.95	0
2017-07-23	SELL	50	367.9	80.94	36.89	18,277.17	-94.78
2017-07-27	BUY	48	375.5	79.31	36.14	-18,139.45	0
2017-08-06	SELL	48	373.2	78.82	35.91	17,798.87	-340.58
2017-08-17	BUY	46	388	78.53	35.82	-17,962.35	0
2017-08-24	SELL	46	388.4	78.61	35.86	17,751.93	-210.42
2017-09-07	BUY	44	396.9	76.84	35.09	-17,575.53	0
2017-09-12	SELL	44	420	81.31	37.11	18,361.58	786.04
2017-09-17	BUY	44	418	80.92	36.92	-18,509.85	0
2017-09-24	SELL	44	411.2	79.61	36.32	17,976.87	-532.97

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