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: -21.2%. 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

#339 · Flow: Range flow

Full-history NAV৳1,771

Net return -98.2% · drawdown 98.6% · 402 closed positions

2024 onward NAV৳42,813

Net return -57.2% · drawdown 63.3% · 68 closed positions

2024 stress NAV৳19,289

Net return -80.7% · drawdown 80.7% · 53 closed positions

Variant 0; fixed stop 15.0%; maximum 5 sessions; gate None; continuous signal; exit stop/time only; trailing arms at 2.0%, distance 1.0%; partial sale at 15.0% (0 = off).

Account reconciliation

Cash৳103

Unsettled৳0

Holdings৳1,668

NAV৳1,771

Realized P&L৳-98,195

Unrealized P&L৳-34

Fees৳94,920

Friction৳43,752

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳6.82e-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 #339

807 fills, including partial sales. Page 5.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2017-09-06	SELL	38	399.76	66.84	30.51	15,093.61	140.41
2017-09-11	BUY	35	430	66.22	30.2	-15,146.42	0
2017-09-18	SELL	35	414.5	63.83	29.1	14,414.56	-731.86
2017-09-25	BUY	35	410.4	63.2	28.81	-14,456.01	0
2017-10-03	SELL	35	410	63.14	28.78	14,258.08	-197.93
2017-10-10	BUY	33	422	61.27	27.94	-14,015.21	0
2017-10-15	SELL	33	429	62.29	28.41	14,066.3	51.08
2017-10-22	BUY	33	430	62.44	28.49	-14,280.93	0
2017-10-25	SELL	33	437.58	63.54	28.98	14,347.63	66.7
2017-11-05	BUY	32	440.8	62.06	28.31	-14,195.97	0
2017-11-12	SELL	32	457.5	64.42	29.38	14,546.21	350.24
2017-11-15	BUY	29	500	63.8	29.07	-14,592.87	0
2017-11-22	SELL	29	473.5	60.42	27.52	13,643.56	-949.31
2017-11-30	BUY	28	475	58.52	26.65	-13,385.17	0
2017-12-06	SELL	28	487	60	27.32	13,548.68	163.51
2017-12-19	BUY	29	468.2	59.74	27.22	-13,664.76	0
2017-12-27	SELL	29	465.3	59.37	27.06	13,407.27	-257.5
2018-01-02	BUY	28	472.2	58.18	26.52	-13,306.29	0
2018-01-07	SELL	28	477.2	58.79	26.81	13,276	-30.29
2018-01-10	BUY	28	472	58.15	26.51	-13,300.66	0
2018-01-16	SELL	28	475	58.52	26.68	13,214.8	-85.86
2018-01-21	BUY	27	484	57.5	26.22	-13,151.72	0
2018-01-25	SELL	27	504.9	59.98	27.33	13,544.99	393.27
2018-01-30	BUY	27	511	60.71	27.65	-13,885.36	0
2018-02-06	SELL	27	495	58.81	26.78	13,279.41	-605.95
2018-02-11	BUY	26	501	57.31	26.1	-13,109.41	0
2018-02-14	SELL	26	508.8	58.21	26.51	13,144.09	34.67
2018-02-26	BUY	28	475.5	58.58	26.69	-13,399.27	0
2018-03-05	SELL	28	485.4	59.8	27.27	13,504.13	104.86
2018-03-15	BUY	27	482	57.26	26.13	-13,097.39	0
2018-03-22	SELL	27	477	56.67	25.87	12,796.46	-300.93
2018-04-02	BUY	27	474.9	56.42	25.76	-12,904.47	0
2018-04-09	SELL	27	477	56.67	25.87	12,796.46	-108.01
2018-04-12	BUY	27	484.1	57.51	26.25	-13,154.46	0
2018-04-19	SELL	27	493	58.57	26.73	13,225.7	71.24
2018-04-24	BUY	27	485	57.62	26.29	-13,178.9	0
2018-05-06	SELL	27	468	55.6	25.35	12,555.06	-623.85
2018-05-09	BUY	27	459	54.53	24.85	-12,472.38	0
2018-05-15	SELL	27	463.72	55.09	25.11	12,440.13	-32.25
2018-05-24	BUY	29	429.9	54.86	25	-12,546.95	0
2018-05-29	SELL	29	432	55.12	25.14	12,447.74	-99.22
2018-06-05	BUY	30	409	53.99	24.62	-12,348.61	0
2018-06-12	SELL	30	381	50.29	22.93	11,356.78	-991.83
2018-06-21	BUY	29	385	49.13	22.38	-11,236.51	0
2018-06-26	SELL	29	404	51.55	23.48	11,640.97	404.46
2018-07-08	BUY	30	387	51.08	23.26	-11,684.35	0
2018-07-11	SELL	30	380	50.16	22.84	11,327	-357.35
2018-07-18	BUY	28	401.9	49.51	22.55	-11,325.26	0
2018-07-25	SELL	28	396.9	48.9	22.28	11,042.02	-283.25
2018-07-30	BUY	28	390.2	48.07	21.92	-10,995.59	0
2018-08-07	SELL	28	376	46.32	21.12	10,460.56	-535.03
2018-08-14	BUY	29	359.6	45.88	20.91	-10,495.2	0
2018-08-20	SELL	29	374	47.72	21.77	10,776.5	281.31
2018-08-28	BUY	28	383.5	47.25	21.57	-10,806.82	0
2018-09-03	SELL	28	387	47.68	21.77	10,766.56	-40.26
2018-09-06	BUY	28	388.5	47.86	21.85	-10,947.71	0
2018-09-13	SELL	28	378	46.57	21.26	10,516.17	-431.54
2018-09-18	BUY	28	368.1	45.35	20.72	-10,372.87	0
2018-09-25	SELL	28	363.1	44.73	20.42	10,101.65	-271.22
2018-10-01	BUY	27	372.4	44.24	20.19	-10,119.24	0
2018-10-08	SELL	27	364.8	43.34	19.78	9,786.49	-332.75
2018-10-14	BUY	26	365.5	41.81	19.07	-9,563.88	0
2018-10-21	SELL	26	363.2	41.55	18.96	9,382.69	-181.19
2018-10-24	BUY	25	372	40.92	18.67	-9,359.59	0
2018-10-29	SELL	25	384	42.24	19.27	9,538.49	178.9
2018-11-04	BUY	25	382	42.02	19.17	-9,611.19	0
2018-11-08	SELL	25	376.5	41.42	18.91	9,352.18	-259.01
2018-11-14	BUY	25	376.5	41.42	18.91	-9,472.83	0
2018-11-22	SELL	25	358.2	39.4	17.98	8,897.62	-575.21
2018-11-28	BUY	24	366.2	38.67	17.66	-8,845.13	0
2018-12-05	SELL	24	362.4	38.27	17.48	8,641.85	-203.28
2018-12-17	BUY	24	356.3	37.63	17.18	-8,606.01	0
2018-12-24	SELL	24	360	38.02	17.39	8,584.6	-21.41
2019-01-02	BUY	23	368	37.24	17.02	-8,518.26	0
2019-01-09	SELL	23	382	38.66	17.65	8,729.7	211.43
2019-01-15	BUY	23	390	39.47	18	-9,027.47	0
2019-01-22	SELL	23	384	38.86	17.72	8,775.42	-252.04
2019-01-27	BUY	22	397	38.43	17.51	-8,789.94	0
2019-01-30	SELL	22	414.4	40.11	18.27	9,058.42	268.48
2019-02-05	BUY	22	403	39.01	17.76	-8,922.77	0
2019-02-11	SELL	22	405	39.2	17.85	8,852.95	-69.82
2019-02-14	BUY	22	395	38.24	17.4	-8,745.64	0
2019-02-24	SELL	22	386	37.36	17	8,437.63	-308.01
2019-03-04	BUY	22	389	37.66	17.14	-8,612.8	0
2019-03-11	SELL	22	385.8	37.35	17.01	8,433.25	-179.55
2019-03-19	BUY	21	389	35.94	16.37	-8,221.32	0
2019-03-24	SELL	21	398	36.78	16.75	8,304.47	83.16
2019-03-28	BUY	20	410	36.08	16.43	-8,252.51	0
2019-04-02	SELL	20	415.5	36.56	16.66	8,256.84	4.33
2019-04-09	BUY	22	373	36.11	16.44	-8,258.55	0
2019-04-17	SELL	22	375.8	36.38	16.56	8,214.66	-43.89
2019-04-23	BUY	22	372.4	36.05	16.41	-8,245.26	0
2019-04-30	SELL	22	361	34.94	15.92	7,891.14	-354.12
2019-05-06	BUY	22	362.1	35.05	15.97	-8,017.22	0
2019-05-13	SELL	22	351.5	34.03	15.52	7,683.45	-333.77
2019-05-20	BUY	22	350.1	33.89	15.47	-7,751.56	0
2019-05-27	SELL	22	338.6	32.78	14.97	7,401.46	-350.11
2019-05-30	BUY	21	350	32.34	14.77	-7,397.11	0
2019-06-11	SELL	21	357.4	33.02	15.08	7,457.29	60.18
2019-06-16	BUY	20	363.5	31.99	14.61	-7,316.6	0

Previous Next