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

#333 · MACD

Full-history NAV৳2,154

Net return -97.8% · drawdown 97.9% · 324 closed positions

2024 onward NAV৳44,280

Net return -55.7% · drawdown 55.8% · 61 closed positions

2024 stress NAV৳22,242

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

Variant 1; fixed stop 10.0%; 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৳230

Unsettled৳1,924

Holdings৳0

NAV৳2,154

Realized P&L৳-97,846

Unrealized P&L৳0

Fees৳64,103

Friction৳29,464

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳5.82e-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 #333

648 fills, including partial sales. Page 4.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2017-10-10	BUY	43	422	79.84	36.44	-18,262.28	0
2017-10-17	SELL	43	426	80.6	36.81	18,200.59	-61.69
2017-10-24	BUY	42	431.3	79.7	36.39	-18,230.7	0
2017-10-29	SELL	42	444.23	82.09	37.48	18,538.26	307.56
2017-11-09	BUY	40	457	80.43	36.71	-18,397.14	0
2017-11-15	SELL	40	496.76	87.43	39.87	19,743.18	1,346.03
2017-11-20	BUY	40	489.5	86.15	39.27	-19,705.42	0
2017-11-27	SELL	40	479.2	84.34	38.44	19,045.22	-660.21
2017-12-06	BUY	39	487	83.57	38.08	-19,114.64	0
2017-12-13	SELL	39	470	80.65	36.77	18,212.58	-902.06
2017-12-28	BUY	39	469.4	80.55	36.75	-18,423.9	0
2018-01-07	SELL	39	477.2	81.89	37.39	18,491.52	67.63
2018-01-17	BUY	38	477.2	79.79	36.41	-18,249.8	0
2018-01-24	SELL	38	503.8	84.24	38.43	19,021.73	771.93
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	36	508.8	80.59	36.73	-18,434.12	0
2018-02-22	SELL	36	494.9	78.39	35.73	17,702.28	-731.84
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	35	466	71.76	32.74	-16,414.5	0
2018-05-20	SELL	35	445	68.53	31.25	15,475.22	-939.29
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	37	385	62.68	28.57	-14,336.25	0
2018-06-26	SELL	37	404	65.77	29.97	14,852.26	516
2018-07-02	BUY	38	390.1	65.22	29.72	-14,918.74	0
2018-07-05	SELL	38	378	63.2	28.79	14,272	-646.74
2018-07-10	BUY	36	390.6	61.87	28.19	-14,151.66	0
2018-07-15	SELL	36	390	61.78	28.15	13,950.08	-201.58
2018-07-18	BUY	35	401.9	61.89	28.2	-14,156.59	0
2018-07-23	SELL	35	396.9	61.12	27.86	13,802.52	-354.08
2018-07-26	BUY	35	391	60.21	27.46	-13,772.68	0
2018-07-31	SELL	35	388.1	59.77	27.27	13,496.46	-276.22
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	35	387	59.6	27.24	-13,631.83	0
2018-09-06	SELL	35	388.5	59.83	27.34	13,510.33	-121.5
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	37	365.1	59.44	27.16	-13,595.3	0
2018-10-10	SELL	37	363	59.1	26.99	13,344.91	-250.39
2018-10-15	BUY	36	364	57.66	26.33	-13,187.99	0
2018-10-18	SELL	36	364	57.66	26.34	13,020.01	-167.98
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	36	366.7	58.09	26.59	-13,285.87	0
2018-12-04	SELL	36	360.1	57.04	26.11	12,880.45	-405.43
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	32	387.1	54.5	24.88	-12,466.59	0
2019-01-21	SELL	32	387	54.49	24.87	12,304.64	-161.95
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	32	391.7	55.15	25.14	-12,614.69	0
2019-03-19	SELL	32	389	54.77	24.97	12,368.25	-246.44
2019-03-24	BUY	31	398	54.29	24.76	-12,417.04	0
2019-04-01	SELL	31	409.2	55.81	25.47	12,603.92	186.87
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	34	350.1	52.37	23.97	-11,979.75	0
2019-05-23	SELL	34	349.4	52.27	23.93	11,803.4	-176.35
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	33	365	53	24.29	-12,122.29	0
2019-06-17	SELL	33	358.1	52	23.82	11,741.49	-380.8
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	35	324.6	49.99	22.83	-11,433.82	0
2019-07-31	SELL	35	325.1	50.07	22.87	11,305.56	-128.26
2019-08-06	BUY	35	321.8	49.56	22.63	-11,335.19	0
2019-08-18	SELL	35	318	48.97	22.36	11,058.66	-276.53
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	33	316.8	46	21.02	-10,521.42	0
2019-09-03	SELL	33	300	43.56	19.9	9,836.54	-684.88
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

Previous Next