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 5.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2019-10-01	BUY	26	352.4	40.31	18.37	-9,221.09	0
2019-10-06	SELL	26	347	39.7	18.09	8,964.21	-256.88
2019-10-27	BUY	28	327.6	40.36	18.42	-9,231.58	0
2019-10-30	SELL	28	321.2	39.57	18.07	8,935.96	-295.62
2019-11-13	BUY	28	314.6	38.76	17.7	-8,865.26	0
2019-11-18	SELL	28	310.7	38.28	17.49	8,643.83	-221.43
2019-11-21	BUY	26	325	37.18	16.96	-8,504.14	0
2019-11-26	SELL	26	306	35.01	15.96	7,905.03	-599.1
2019-12-01	BUY	25	318	34.98	15.94	-8,000.92	0
2019-12-04	SELL	25	310	34.1	15.54	7,700.36	-300.57
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	29	272.4	34.76	15.85	-7,950.21	0
2020-02-02	SELL	29	258	32.92	15	7,434.08	-516.13
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	27	266.8	31.7	14.44	-7,249.73	0
2020-02-24	SELL	27	319.8	37.99	17.3	8,579.31	1,329.58
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	32	243	34.21	15.62	-7,825.84	0
2020-07-22	SELL	32	246.5	34.71	15.83	7,837.46	11.62
2020-07-27	BUY	30	259.9	34.31	15.63	-7,846.94	0
2020-07-30	SELL	30	255	33.66	15.33	7,601.01	-245.93
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	24	349.9	36.95	16.84	-8,451.39	0
2021-01-05	SELL	24	368.48	38.91	17.73	8,786.88	335.49
2021-01-10	BUY	23	366.3	37.07	16.88	-8,478.85	0
2021-01-17	SELL	23	375.4	37.99	17.3	8,578.91	100.05
2021-01-20	BUY	23	379.9	38.45	17.51	-8,793.65	0
2021-01-27	SELL	23	365.2	36.96	16.83	8,345.81	-447.84
2021-02-07	BUY	21	385	35.57	16.2	-8,136.78	0
2021-02-14	SELL	21	373	34.47	15.7	7,782.84	-353.94
2021-03-07	BUY	23	340.3	34.44	15.69	-7,877.03	0
2021-03-10	SELL	23	351.82	35.6	16.22	8,040.03	163.01
2021-03-15	BUY	23	347	35.12	16	-8,032.12	0
2021-03-23	SELL	23	341.7	34.58	15.76	7,808.76	-223.36
2021-04-08	BUY	24	325	34.32	15.65	-7,849.97	0
2021-04-13	SELL	24	330	34.85	15.91	7,869.25	19.27
2021-04-19	BUY	23	341.9	34.6	15.8	-7,914.1	0
2021-04-26	SELL	23	339	34.31	15.67	7,747.02	-167.08
2021-04-29	BUY	23	341	34.51	15.77	-7,893.28	0
2021-05-06	SELL	23	335	33.9	15.5	7,655.59	-237.68
2021-05-12	BUY	22	346.2	33.51	15.31	-7,665.22	0
2021-05-20	SELL	22	343	33.2	15.15	7,497.65	-167.57
2021-05-30	BUY	21	348.4	32.19	14.68	-7,363.27	0
2021-06-06	SELL	21	351.9	32.52	14.83	7,342.56	-20.72
2021-06-13	BUY	21	351	32.43	14.79	-7,418.22	0
2021-06-20	SELL	21	344.1	31.79	14.5	7,179.8	-238.42
2021-06-29	BUY	20	346.2	30.47	13.9	-6,968.36	0
2021-07-08	SELL	20	350	30.8	14.05	6,955.15	-13.21
2021-07-14	BUY	20	358.2	31.52	14.38	-7,209.9	0
2021-07-26	SELL	20	363.5	31.99	14.59	7,223.43	13.53
2021-07-29	BUY	19	375	31.35	14.29	-7,170.64	0
2021-08-11	SELL	19	360	30.1	13.71	6,796.2	-374.44
2021-08-25	BUY	18	369.9	29.3	13.34	-6,700.84	0
2021-09-02	SELL	18	362.5	28.71	13.08	6,483.21	-217.62
2021-09-07	BUY	17	372.5	27.86	12.69	-6,373.05	0
2021-09-13	SELL	17	388.86	29.09	13.25	6,568.35	195.3
2021-11-03	BUY	19	356.6	29.81	13.59	-6,818.8	0
2021-11-08	SELL	19	355	29.68	13.53	6,701.79	-117.01
2021-11-11	BUY	18	354.7	28.09	12.82	-6,425.51	0
2021-11-18	SELL	18	362	28.67	13.09	6,474.24	48.73
2021-11-23	BUY	18	359	28.43	12.99	-6,503.42	0
2021-11-30	SELL	18	363	28.75	13.16	6,492.09	-11.34
2021-12-06	BUY	18	362.8	28.73	13.14	-6,572.27	0
2021-12-13	SELL	18	358	28.35	12.97	6,402.68	-169.6
2022-01-02	BUY	18	350	27.72	12.67	-6,340.39	0
2022-01-05	SELL	18	350.3	27.74	12.68	6,264.97	-75.42
2022-01-10	BUY	18	350.1	27.73	12.66	-6,342.19	0
2022-01-13	SELL	18	357.1	28.28	12.91	6,386.6	44.41
2022-01-18	BUY	18	360	28.51	13.02	-6,521.53	0
2022-01-25	SELL	18	359	28.43	12.99	6,420.58	-100.95
2022-02-07	BUY	18	355.3	28.14	12.86	-6,436.4	0
2022-02-14	SELL	18	358	28.35	12.97	6,402.67	-33.73
2022-02-17	BUY	17	357	26.7	12.2	-6,107.91	0
2022-02-27	SELL	17	345	25.81	11.78	5,827.41	-280.5

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