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: -25.3%. 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

#346 · Flow: Range flow

Full-history NAV৳717

Net return -99.3% · drawdown 99.3% · 411 closed positions

2024 onward NAV৳29,034

Net return -71.0% · drawdown 71.0% · 75 closed positions

2024 stress NAV৳19,289

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

Variant 0; fixed stop 10.0%; maximum 5 sessions; gate None; continuous signal; exit EMA 200 break; trailing arms at 12.0%, distance 4.5%; partial sale at 0.0% (0 = off).

Account reconciliation

Cash৳241

Unsettled৳0

Holdings৳477

NAV৳717

Realized P&L৳-99,273

Unrealized P&L৳-10

Fees৳63,001

Friction৳28,882

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳1.49e-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 #346

823 fills, including partial sales. Page 5.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2017-08-29	BUY	30	388.9	51.33	23.39	-11,741.73	0
2017-09-06	SELL	30	401.7	53.02	24.18	11,973.79	232.07
2017-09-11	BUY	28	430	52.98	24.15	-12,117.12	0
2017-09-18	SELL	28	414.5	51.07	23.27	11,531.67	-585.46
2017-09-25	BUY	27	410.4	48.76	22.21	-11,151.77	0
2017-10-03	SELL	27	410	48.71	22.19	10,999.11	-152.66
2017-10-10	BUY	26	422	48.28	22	-11,042.27	0
2017-10-17	SELL	26	426	48.73	22.22	11,005.05	-37.23
2017-10-22	BUY	26	430	49.19	22.43	-11,251.62	0
2017-10-29	SELL	26	445.3	50.94	23.22	11,503.64	252.02
2017-11-05	BUY	26	440.8	50.43	22.98	-11,534.21	0
2017-11-12	SELL	26	457.5	52.34	23.85	11,818.81	284.6
2017-11-15	BUY	23	500	50.6	23.04	-11,573.64	0
2017-11-22	SELL	23	473.5	47.92	21.82	10,820.77	-752.88
2017-11-30	BUY	23	475	48.07	21.88	-10,994.95	0
2017-12-07	SELL	23	480.8	48.66	22.15	10,987.59	-7.36
2017-12-19	BUY	23	468.2	47.38	21.58	-10,837.56	0
2017-12-27	SELL	23	465.3	47.09	21.45	10,633.36	-204.2
2018-01-02	BUY	22	472.2	45.71	20.82	-10,454.93	0
2018-01-09	SELL	22	472.6	45.75	20.85	10,330.61	-124.33
2018-01-14	BUY	22	477	46.17	21.05	-10,561.22	0
2018-01-21	SELL	22	484	46.85	21.35	10,579.8	18.58
2018-01-24	BUY	21	503.8	46.55	21.2	-10,647.55	0
2018-01-31	SELL	21	506.9	46.84	21.32	10,576.74	-70.82
2018-02-06	BUY	21	495	45.74	20.82	-10,461.56	0
2018-02-13	SELL	21	507.9	46.93	21.36	10,597.61	136.05
2018-02-26	BUY	22	475.5	46.03	20.96	-10,527.99	0
2018-03-05	SELL	22	485.4	46.99	21.41	10,610.4	82.42
2018-03-15	BUY	22	482	46.66	21.27	-10,671.93	0
2018-03-22	SELL	22	477	46.17	21.06	10,426.76	-245.17
2018-04-02	BUY	22	474.9	45.97	20.97	-10,514.74	0
2018-04-09	SELL	22	477	46.17	21.06	10,426.76	-87.98
2018-04-12	BUY	21	484.1	44.73	20.4	-10,231.23	0
2018-04-19	SELL	21	493	45.55	20.77	10,286.67	55.44
2018-04-24	BUY	21	485	44.81	20.43	-10,250.24	0
2018-05-06	SELL	21	468	43.24	19.7	9,765.06	-485.19
2018-05-09	BUY	22	459	44.43	20.24	-10,162.67	0
2018-05-16	SELL	22	463.1	44.83	20.42	10,122.95	-39.72
2018-05-24	BUY	23	429.9	43.51	19.82	-9,951.02	0
2018-05-29	SELL	23	432	43.72	19.92	9,872.36	-78.66
2018-06-05	BUY	24	409	43.19	19.69	-9,878.88	0
2018-06-10	SELL	24	395	41.71	19.01	9,419.28	-459.6
2018-06-19	BUY	24	382.6	40.4	18.4	-9,241.21	0
2018-06-24	SELL	24	405	42.77	19.48	9,657.76	416.55
2018-07-08	BUY	25	387	42.57	19.38	-9,736.95	0
2018-07-11	SELL	25	380	41.8	19.03	9,439.17	-297.78
2018-07-18	BUY	24	401.9	42.44	19.32	-9,707.36	0
2018-07-23	SELL	24	396.9	41.91	19.09	9,464.6	-242.76
2018-07-30	BUY	24	390.2	41.21	18.78	-9,424.78	0
2018-08-02	SELL	24	390	41.18	18.77	9,300.05	-124.74
2018-08-07	BUY	24	376	39.71	18.09	-9,081.8	0
2018-08-12	SELL	24	364	38.44	17.51	8,680.05	-401.75
2018-08-16	BUY	24	369.5	39.02	17.78	-8,924.8	0
2018-08-26	SELL	24	375	39.6	18.06	8,942.34	17.54
2018-08-29	BUY	22	391.5	37.9	17.28	-8,668.18	0
2018-09-04	SELL	22	385.6	37.33	17.02	8,428.85	-239.33
2018-09-09	BUY	22	384	37.17	16.95	-8,502.12	0
2018-09-12	SELL	22	380.2	36.8	16.78	8,310.81	-191.31
2018-09-18	BUY	23	368.1	37.25	17	-8,520.55	0
2018-09-23	SELL	23	358.2	36.25	16.54	8,185.81	-334.74
2018-09-26	BUY	22	367	35.53	16.2	-8,125.73	0
2018-10-01	SELL	22	372.4	36.05	16.44	8,140.31	14.58
2018-10-04	BUY	21	374.9	34.64	15.8	-7,923.34	0
2018-10-09	SELL	21	359.6	33.23	15.15	7,503.23	-420.11
2018-10-14	BUY	21	365.5	33.77	15.39	-7,724.67	0
2018-10-17	SELL	21	362.6	33.5	15.27	7,565.82	-158.84
2018-10-24	BUY	20	372	32.74	14.93	-7,487.66	0
2018-10-29	SELL	20	384	33.79	15.4	7,630.8	143.14
2018-11-04	BUY	20	382	33.62	15.33	-7,688.94	0
2018-11-07	SELL	20	375	33	15.05	7,451.95	-236.99
2018-11-12	BUY	19	379	31.68	14.45	-7,247.14	0
2018-11-15	SELL	19	368	30.76	14.03	6,947.2	-299.94
2018-11-22	BUY	20	358.2	31.52	14.37	-7,209.89	0
2018-11-27	SELL	20	362.8	31.93	14.56	7,209.51	-0.38
2018-12-05	BUY	19	362.4	30.3	13.82	-6,929.72	0
2018-12-10	SELL	19	362.1	30.27	13.81	6,835.82	-93.9
2018-12-17	BUY	19	356.3	29.79	13.59	-6,813.08	0
2018-12-20	SELL	19	356	29.76	13.58	6,720.66	-92.42
2018-12-27	BUY	19	361	30.18	13.78	-6,902.96	0
2019-01-03	SELL	19	365	30.51	13.93	6,890.55	-12.41
2019-01-09	BUY	18	382	30.25	13.8	-6,920.05	0
2019-01-14	SELL	18	391	30.97	14.11	6,992.92	72.87
2019-01-21	BUY	18	387	30.65	13.96	-7,010.62	0
2019-01-24	SELL	18	391.3	30.99	14.12	6,998.29	-12.32
2019-01-29	BUY	17	411	30.74	14	-7,031.74	0
2019-02-05	SELL	17	403	30.14	13.72	6,807.14	-224.6
2019-02-14	BUY	17	395	29.55	13.44	-6,757.99	0
2019-02-19	SELL	17	376	28.12	12.8	6,351.08	-406.91
2019-02-25	BUY	16	386.8	27.23	12.39	-6,228.42	0
2019-03-04	SELL	16	389	27.39	12.46	6,184.15	-44.27
2019-03-07	BUY	16	390	27.46	12.5	-6,279.95	0
2019-03-12	SELL	16	384.3	27.05	12.31	6,109.43	-170.52
2019-03-19	BUY	16	389	27.39	12.47	-6,263.85	0
2019-03-27	SELL	16	410.1	28.87	13.15	6,519.58	255.73
2019-04-01	BUY	15	409.2	27.01	12.3	-6,177.31	0
2019-04-07	SELL	15	385	25.41	11.57	5,738.02	-439.28
2019-04-15	BUY	16	369.8	26.03	11.85	-5,954.68	0
2019-04-18	SELL	16	372.5	26.22	11.93	5,921.84	-32.84
2019-04-29	BUY	16	365.5	25.73	11.71	-5,885.44	0
2019-05-05	SELL	16	361.9	25.48	11.6	5,753.32	-132.12

Previous Next