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: -23.1%. 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

#343 · Support rebound

Full-history NAV৳1,176

Net return -98.8% · drawdown 99.0% · 343 closed positions

2024 onward NAV৳43,383

Net return -56.6% · drawdown 57.0% · 77 closed positions

2024 stress NAV৳25,686

Net return -74.3% · drawdown 74.4% · 52 closed positions

Variant 3; fixed stop 4.0%; maximum 5 sessions; gate None; continuous signal; exit EMA 200 break; trailing arms at 0.0%, distance 0.0%; partial sale at 0.0% (0 = off).

Account reconciliation

Cash৳223

Unsettled৳0

Holdings৳953

NAV৳1,176

Realized P&L৳-98,803

Unrealized P&L৳-21

Fees৳56,576

Friction৳26,049

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳7.09e-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 #343

687 fills, including partial sales. Page 4.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2018-03-14	BUY	31	481	65.61	29.94	-15,006.55	0
2018-03-22	SELL	31	477	65.06	29.72	14,692.21	-314.33
2018-03-28	BUY	31	467.2	63.73	29.1	-14,576.03	0
2018-04-04	SELL	31	478	65.2	29.78	14,723.02	146.99
2018-04-09	BUY	31	477	65.06	29.72	-14,881.79	0
2018-04-16	SELL	31	484.2	66.04	30.17	14,913.99	32.2
2018-04-24	BUY	30	485	64.02	29.22	-14,643.24	0
2018-05-03	SELL	30	465.6	61.46	28.03	13,878.51	-764.72
2018-05-08	BUY	30	463.1	61.13	27.87	-13,982	0
2018-05-15	SELL	30	466	61.51	28.05	13,890.44	-91.56
2018-05-24	BUY	32	429.9	60.53	27.59	-13,844.92	0
2018-05-29	SELL	32	432	60.83	27.75	13,735.43	-109.5
2018-06-05	BUY	33	409	59.39	27.1	-13,583.48	0
2018-06-10	SELL	33	395	57.35	26.16	12,951.48	-632
2018-06-19	BUY	34	382.6	57.24	26.09	-13,091.73	0
2018-06-24	SELL	34	405	60.59	27.61	13,681.8	590.07
2018-07-02	BUY	35	390.1	60.08	27.37	-13,740.94	0
2018-07-05	SELL	35	378	58.21	26.52	13,145.27	-595.67
2018-07-10	BUY	33	390.6	56.72	25.84	-12,972.35	0
2018-07-15	SELL	33	390	56.63	25.8	12,787.58	-184.78
2018-07-26	BUY	33	391	56.77	25.89	-12,985.66	0
2018-07-31	SELL	33	388.1	56.35	25.71	12,725.24	-260.42
2018-08-08	BUY	33	381.5	55.39	25.27	-12,670.16	0
2018-08-13	SELL	33	353.9	51.39	23.43	11,603.89	-1,066.28
2018-09-17	BUY	31	369	50.33	23	-11,512.33	0
2018-09-20	SELL	31	361.5	49.31	22.53	11,134.66	-377.68
2018-09-25	BUY	31	363.1	49.53	22.61	-11,328.24	0
2018-09-30	SELL	31	367.1	50.07	22.87	11,307.16	-21.08
2018-10-07	BUY	31	365.1	49.8	22.74	-11,390.64	0
2018-10-10	SELL	31	363	49.51	22.6	11,180.89	-209.75
2018-10-15	BUY	30	364	48.05	21.93	-10,989.97	0
2018-10-18	SELL	30	364	48.05	21.93	10,850.02	-139.95
2018-10-23	BUY	30	365	48.18	22.01	-11,020.19	0
2018-10-28	SELL	30	383	50.56	23.08	11,416.36	396.17
2018-11-07	BUY	30	375	49.5	22.62	-11,322.12	0
2018-11-12	SELL	30	379	50.03	22.87	11,297.1	-25.01
2018-11-15	BUY	30	368	48.58	22.2	-11,110.78	0
2018-11-20	SELL	30	359.9	47.51	21.7	10,727.8	-382.98
2018-11-26	BUY	30	361.1	47.67	21.78	-10,902.44	0
2018-11-29	SELL	30	366.7	48.4	22.13	10,930.47	28.02
2018-12-04	BUY	30	360.1	47.53	21.73	-10,872.27	0
2018-12-09	SELL	30	363.6	48	21.94	10,838.06	-34.21
2018-12-12	BUY	30	355.5	46.93	21.45	-10,733.37	0
2018-12-18	SELL	30	360.5	47.59	21.75	10,745.66	12.29
2018-12-23	BUY	30	356.1	47.01	21.52	-10,751.53	0
2018-12-27	SELL	30	361	47.65	21.82	10,760.52	9
2019-01-03	BUY	30	365	48.18	22.06	-11,020.24	0
2019-01-08	SELL	30	374	49.37	22.57	11,148.06	127.82
2019-02-13	BUY	28	388	47.8	21.77	-10,933.57	0
2019-02-19	SELL	28	376	46.32	21.09	10,460.59	-472.98
2019-02-25	BUY	27	386.8	45.95	20.92	-10,510.47	0
2019-03-04	SELL	27	389	46.21	21.04	10,435.74	-74.73
2019-03-10	BUY	27	387	45.98	20.94	-10,515.92	0
2019-03-13	SELL	27	391.7	46.53	21.2	10,508.16	-7.76
2019-04-04	BUY	26	399	45.65	20.8	-10,440.45	0
2019-04-09	SELL	26	373	42.67	19.44	9,635.89	-804.55
2019-04-15	BUY	26	369.8	42.31	19.27	-9,676.37	0
2019-04-18	SELL	26	372.5	42.61	19.41	9,622.98	-53.39
2019-04-24	BUY	26	374.8	42.88	19.53	-9,807.21	0
2019-04-29	SELL	26	365.5	41.81	19.05	9,442.14	-365.07
2019-05-05	BUY	25	361.9	39.81	18.14	-9,105.45	0
2019-05-08	SELL	25	356	39.16	17.85	8,842.99	-262.47
2019-05-13	BUY	25	351.5	38.67	17.65	-8,843.81	0
2019-05-16	SELL	25	346.4	38.1	17.4	8,604.49	-239.32
2019-05-21	BUY	25	347.1	38.18	17.45	-8,733.13	0
2019-05-26	SELL	25	340	37.4	17.09	8,445.51	-287.62
2019-05-29	BUY	24	350	36.96	16.89	-8,453.85	0
2019-06-10	SELL	24	355.1	37.5	17.14	8,467.76	13.92
2019-07-07	BUY	24	358.8	37.89	17.31	-8,666.4	0
2019-07-10	SELL	24	341.5	36.06	16.47	8,143.47	-522.93
2019-07-15	BUY	23	344.7	34.88	15.92	-7,978.91	0
2019-07-18	SELL	23	330	33.4	15.23	7,541.37	-437.54
2019-07-24	BUY	23	323.2	32.71	14.91	-7,481.22	0
2019-07-29	SELL	23	325.2	32.91	15.01	7,431.68	-49.54
2019-08-06	BUY	23	321.8	32.57	14.85	-7,448.82	0
2019-08-18	SELL	23	318	32.18	14.67	7,267.15	-181.67
2019-08-21	BUY	22	327	31.65	14.44	-7,240.09	0
2019-08-26	SELL	22	316.7	30.66	13.98	6,922.76	-317.33
2019-08-29	BUY	22	316.8	30.67	13.99	-7,014.26	0
2019-09-03	SELL	22	300	29.04	13.24	6,557.72	-456.54
2019-09-08	BUY	22	295.5	28.6	13.04	-6,542.65	0
2019-09-12	SELL	22	305.1	29.53	13.47	6,669.2	126.55
2019-10-20	BUY	21	317	29.29	13.34	-6,699.63	0
2019-10-23	SELL	21	321.6	29.72	13.55	6,710.34	10.71
2019-10-28	BUY	20	326	28.69	13.08	-6,561.77	0
2019-10-31	SELL	20	319.6	28.12	12.83	6,351.05	-210.72
2019-11-05	BUY	21	313.1	28.93	13.2	-6,617.23	0
2019-11-11	SELL	21	315.9	29.19	13.32	6,591.4	-25.83
2019-11-14	BUY	21	310.1	28.65	13.07	-6,553.82	0
2019-11-19	SELL	21	311.5	28.78	13.13	6,499.58	-54.24
2019-11-25	BUY	20	312	27.46	12.51	-6,279.97	0
2019-11-28	SELL	20	320	28.16	12.83	6,359.01	79.04
2019-12-03	BUY	21	311.4	28.77	13.11	-6,581.28	0
2019-12-08	SELL	21	309.8	28.63	13.04	6,464.13	-117.15
2019-12-12	BUY	21	298.4	27.57	12.56	-6,306.53	0
2019-12-18	SELL	21	292	26.98	12.29	6,092.73	-213.81
2019-12-24	BUY	21	285	26.33	12.02	-6,023.35	0
2019-12-30	SELL	21	285.8	26.41	12.06	5,963.33	-60.02
2020-01-05	BUY	21	283.5	26.2	11.96	-5,991.65	0
2020-01-08	SELL	21	274.7	25.38	11.59	5,731.73	-259.93

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