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 4.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2017-10-10	BUY	42	422	77.99	35.59	-17,837.57	0
2017-10-17	SELL	42	426	78.72	35.95	17,777.32	-60.25
2017-10-24	BUY	41	431.3	77.81	35.52	-17,796.63	0
2017-10-29	SELL	41	444.23	80.14	36.58	18,096.87	300.24
2017-11-09	BUY	39	457	78.42	35.79	-17,937.21	0
2017-11-15	SELL	39	496.76	85.24	38.87	19,249.6	1,312.39
2017-11-20	BUY	39	489.5	84	38.29	-19,212.79	0
2017-11-27	SELL	39	479.2	82.23	37.48	18,569.09	-643.7
2017-12-06	BUY	38	487	81.43	37.1	-18,624.52	0
2017-12-13	SELL	38	470	78.58	35.82	17,745.59	-878.93
2017-12-28	BUY	38	469.4	78.48	35.8	-17,951.49	0
2018-01-07	SELL	38	477.2	79.79	36.43	18,017.39	65.9
2018-01-17	BUY	37	477.2	77.69	35.45	-17,769.54	0
2018-01-24	SELL	37	503.8	82.02	37.42	18,521.16	751.62
2018-01-29	BUY	37	505.3	82.26	37.51	-18,815.87	0
2018-02-05	SELL	37	496	80.75	36.8	18,234.45	-581.42
2018-02-14	BUY	35	508.8	78.36	35.71	-17,922.06	0
2018-02-22	SELL	35	494.9	76.21	34.73	17,210.55	-711.51
2018-03-07	BUY	36	487.9	77.28	35.28	-17,676.96	0
2018-03-14	SELL	36	481	76.19	34.79	17,205.02	-471.94
2018-03-19	BUY	35	483.1	74.4	34	-17,016.89	0
2018-03-27	SELL	35	468.1	72.09	32.98	16,278.43	-738.46
2018-04-03	BUY	34	477	71.36	32.61	-16,321.97	0
2018-04-10	SELL	34	475	71.06	32.48	16,046.46	-275.51
2018-04-15	BUY	33	484.8	70.39	32.16	-16,100.95	0
2018-04-22	SELL	33	490	71.15	32.51	16,066.34	-34.61
2018-05-15	BUY	34	466	69.71	31.8	-15,945.51	0
2018-05-20	SELL	34	445	66.57	30.36	15,033.07	-912.44
2018-05-30	BUY	35	428.4	65.97	30.11	-15,090.09	0
2018-06-04	SELL	35	405	62.37	28.46	14,084.17	-1,005.92
2018-06-21	BUY	36	385	60.98	27.8	-13,948.78	0
2018-06-26	SELL	36	404	63.99	29.16	14,450.85	502.06
2018-07-02	BUY	37	390.1	63.51	28.93	-14,526.14	0
2018-07-05	SELL	37	378	61.54	28.03	13,896.43	-629.71
2018-07-10	BUY	35	390.6	60.15	27.41	-13,758.56	0
2018-07-15	SELL	35	390	60.06	27.36	13,562.58	-195.98
2018-07-18	BUY	34	401.9	60.12	27.39	-13,752.12	0
2018-07-23	SELL	34	396.9	59.38	27.06	13,408.16	-343.96
2018-07-26	BUY	34	391	58.49	26.68	-13,379.17	0
2018-07-31	SELL	34	388.1	58.06	26.49	13,110.85	-268.32
2018-08-20	BUY	35	374	57.6	26.3	-13,173.89	0
2018-08-28	SELL	35	383.5	59.06	26.99	13,336.45	162.56
2018-09-03	BUY	34	387	57.9	26.45	-13,242.35	0
2018-09-06	SELL	34	388.5	58.12	26.55	13,124.33	-118.02
2018-09-27	BUY	36	366.2	58.01	26.51	-13,267.71	0
2018-10-02	SELL	36	372	58.92	26.93	13,306.15	38.43
2018-10-07	BUY	36	365.1	57.83	26.42	-13,227.86	0
2018-10-10	SELL	36	363	57.5	26.26	12,984.24	-243.62
2018-10-15	BUY	35	364	56.06	25.6	-12,821.65	0
2018-10-18	SELL	35	364	56.06	25.6	12,658.34	-163.31
2018-10-23	BUY	35	365	56.21	25.7	-12,856.91	0
2018-10-28	SELL	35	383	58.98	26.95	13,319.07	462.16
2018-10-31	BUY	35	380.5	58.6	26.77	-13,402.87	0
2018-11-05	SELL	35	380	58.52	26.74	13,214.74	-188.13
2018-11-29	BUY	35	366.7	56.47	25.84	-12,916.82	0
2018-12-04	SELL	35	360.1	55.46	25.38	12,522.66	-394.15
2018-12-09	BUY	35	363.6	55.99	25.63	-12,807.62	0
2018-12-12	SELL	35	355.5	54.75	25.05	12,362.71	-444.91
2018-12-18	BUY	34	360.5	53.93	24.67	-12,335.6	0
2018-12-23	SELL	34	356.1	53.27	24.41	12,029.71	-305.89
2018-12-27	BUY	33	361	52.42	24.03	-11,989.44	0
2019-01-03	SELL	33	365	53	24.28	11,967.72	-21.72
2019-01-08	BUY	32	374	52.66	24.08	-12,044.74	0
2019-01-13	SELL	32	390	54.91	25.08	12,400.01	355.26
2019-01-16	BUY	31	387.1	52.8	24.1	-12,077	0
2019-01-21	SELL	31	387	52.79	24.09	11,920.12	-156.88
2019-01-24	BUY	31	391.3	53.37	24.35	-12,208.02	0
2019-01-30	SELL	31	411.5	56.13	25.58	12,674.85	466.83
2019-02-27	BUY	32	394.5	55.55	25.29	-12,704.84	0
2019-03-05	SELL	32	394	55.48	25.27	12,527.25	-177.58
2019-03-13	BUY	31	391.7	53.43	24.35	-12,220.48	0
2019-03-19	SELL	31	389	53.06	24.19	11,981.75	-238.73
2019-03-24	BUY	30	398	52.54	23.96	-12,016.49	0
2019-04-01	SELL	30	409.2	54.01	24.64	12,197.34	180.85
2019-04-23	BUY	33	372.4	54.07	24.64	-12,367.91	0
2019-04-28	SELL	33	365	53	24.16	11,967.84	-400.07
2019-05-06	BUY	33	362.1	52.58	23.99	-12,025.86	0
2019-05-09	SELL	33	358.7	52.08	23.78	11,761.24	-264.62
2019-05-20	BUY	33	350.1	50.83	23.26	-11,627.4	0
2019-05-23	SELL	33	349.4	50.73	23.22	11,456.24	-171.15
2019-05-28	BUY	34	341.8	51.13	23.41	-11,695.74	0
2019-06-09	SELL	34	355.1	53.12	24.34	11,995.94	300.2
2019-06-12	BUY	32	365	51.39	23.55	-11,754.94	0
2019-06-17	SELL	32	358.1	50.42	23.09	11,385.69	-369.25
2019-06-20	BUY	32	360.4	50.74	23.25	-11,606.79	0
2019-06-25	SELL	32	360.9	50.81	23.28	11,474.71	-132.09
2019-06-30	BUY	31	365	49.79	22.78	-11,387.57	0
2019-07-04	SELL	31	364	49.65	22.72	11,211.63	-175.94
2019-07-28	BUY	34	324.6	48.56	22.18	-11,107.14	0
2019-07-31	SELL	34	325.1	48.63	22.22	10,982.55	-124.59
2019-08-06	BUY	34	321.8	48.14	21.98	-11,011.32	0
2019-08-18	SELL	34	318	47.57	21.72	10,742.71	-268.62
2019-08-21	BUY	33	327	47.48	21.69	-10,860.17	0
2019-08-26	SELL	33	316.7	45.98	21.01	10,384.1	-476.07
2019-08-29	BUY	32	316.8	44.61	20.38	-10,202.59	0
2019-09-03	SELL	32	300	42.24	19.29	9,538.47	-664.12
2019-09-11	BUY	31	309.9	42.27	19.3	-9,668.47	0
2019-09-16	SELL	31	306.6	41.82	19.1	9,443.68	-224.8
2019-09-23	BUY	26	361	41.3	18.84	-9,446.14	0
2019-09-26	SELL	26	360	41.18	18.77	9,300.04	-146.09

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