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: -25.4%. 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

#347 · Flow: Range flow

Full-history NAV৳713

Net return -99.3% · drawdown 99.3% · 415 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 8.0%, distance 3.5%; partial sale at 0.0% (0 = off).

Account reconciliation

Cash৳236

Unsettled৳0

Holdings৳477

NAV৳713

Realized P&L৳-99,277

Unrealized P&L৳-10

Fees৳62,763

Friction৳28,774

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳1.55e-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 #347

831 fills, including partial sales. Page 6.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
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
2019-05-15	BUY	17	346	25.88	11.8	-5,919.68	0
2019-05-20	SELL	17	350.1	26.19	11.95	5,913.57	-6.11
2019-05-28	BUY	17	341.8	25.57	11.66	-5,847.83	0
2019-06-09	SELL	17	355.1	26.56	12.12	5,998.02	150.19
2019-06-12	BUY	16	365	25.7	11.73	-5,877.42	0
2019-06-17	SELL	16	358.1	25.21	11.5	5,692.89	-184.53
2019-06-27	BUY	16	363.5	25.59	11.67	-5,853.26	0
2019-07-03	SELL	16	364.9	25.69	11.72	5,801	-52.27
2019-07-08	BUY	16	351.7	24.76	11.29	-5,663.25	0
2019-07-11	SELL	16	333	23.44	10.69	5,293.87	-369.39
2019-07-17	BUY	16	330	23.23	10.59	-5,313.82	0
2019-07-22	SELL	16	325.3	22.9	10.43	5,171.46	-142.35
2019-07-25	BUY	16	323	22.74	10.36	-5,201.1	0
2019-07-30	SELL	16	326.8	23.01	10.48	5,195.31	-5.79
2019-08-18	BUY	16	318	22.39	10.2	-5,120.58	0
2019-08-21	SELL	16	327	23.02	10.49	5,198.49	77.9
2019-08-27	BUY	17	314.5	23.52	10.72	-5,380.75	0
2019-09-01	SELL	17	312.1	23.35	10.64	5,271.71	-109.03
2019-09-08	BUY	17	295.5	22.1	10.07	-5,055.68	0
2019-09-12	SELL	17	305.1	22.82	10.4	5,153.48	97.8
2019-09-17	BUY	17	309.9	23.18	10.56	-5,302.05	0
2019-09-22	SELL	17	364	27.23	12.42	6,148.36	846.31
2019-09-25	BUY	17	358	26.78	12.2	-6,124.97	0
2019-09-30	SELL	17	357.9	26.77	12.19	6,045.34	-79.64
2019-10-06	BUY	17	347	25.96	11.82	-5,936.77	0
2019-10-10	SELL	17	333.5	24.95	11.36	5,633.2	-303.58
2019-10-20	BUY	18	317	25.11	11.43	-5,742.54	0
2019-10-23	SELL	18	321.6	25.47	11.61	5,751.72	9.19
2019-10-30	BUY	18	321.2	25.44	11.6	-5,818.64	0
2019-11-04	SELL	18	315.1	24.96	11.38	5,635.47	-183.17
2019-11-11	BUY	17	315.9	23.63	10.77	-5,404.7	0
2019-11-14	SELL	17	310.1	23.2	10.57	5,237.93	-166.77
2019-11-18	BUY	1	310.7	1.37	0.62	-312.69	0
2019-11-21	SELL	1	325	1.43	0.65	322.92	10.23
2019-11-24	BUY	15	328.9	21.71	9.89	-4,965.09	0
2019-11-27	SELL	15	306.5	20.23	9.21	4,568.06	-397.03
2019-11-28	BUY	1	320	1.41	0.64	-322.05	0
2019-12-03	SELL	1	311.4	1.37	0.62	309.41	-12.64
2019-12-08	BUY	16	309.8	21.81	9.93	-4,988.54	0
2019-12-11	SELL	16	298.4	21.01	9.56	4,743.83	-244.71
2019-12-17	BUY	16	297.2	20.92	9.53	-4,785.65	0
2019-12-22	SELL	16	293	20.63	9.4	4,657.97	-127.68
2019-12-29	BUY	16	284.3	20.01	9.13	-4,577.94	0
2020-01-02	SELL	16	281.8	19.84	9.05	4,479.91	-98.03
2020-01-13	BUY	18	253	20.04	9.14	-4,583.18	0
2020-01-16	SELL	18	231.5	18.33	8.36	4,140.31	-442.87
2020-01-21	BUY	15	279.9	18.47	8.41	-4,225.39	0
2020-01-26	SELL	15	274	18.08	8.23	4,083.68	-141.7
2020-01-29	BUY	15	269.7	17.8	8.1	-4,071.4	0
2020-02-03	SELL	15	258.5	17.06	7.76	3,852.67	-218.73
2020-02-09	BUY	14	260.7	16.06	7.31	-3,673.17	0
2020-02-12	SELL	14	261.9	16.13	7.34	3,643.13	-30.04
2020-02-20	BUY	13	280	16.02	7.29	-3,663.3	0
2020-02-25	SELL	13	292	16.7	7.6	3,771.7	108.4
2020-03-09	BUY	15	262.1	17.3	7.87	-3,956.67	0
2020-03-12	SELL	15	258.5	17.06	7.76	3,852.68	-103.99
2020-03-22	BUY	16	239	16.83	7.65	-3,848.48	0
2020-05-31	SELL	16	239.1	16.83	7.66	3,801.11	-47.37
2020-06-11	BUY	15	238.8	15.76	7.17	-3,604.94	0
2020-07-09	SELL	15	238.8	15.76	7.24	3,559	-45.93
2020-07-20	BUY	15	244.5	16.14	7.35	-3,690.99	0
2020-07-23	SELL	15	246.1	16.24	7.39	3,667.86	-23.12
2020-07-30	BUY	14	255	15.71	7.15	-3,592.86	0
2020-08-09	SELL	14	255	15.71	7.15	3,547.15	-45.71
2020-08-13	BUY	12	290	15.31	6.96	-3,502.28	0
2020-08-20	SELL	12	285	15.05	6.84	3,398.11	-104.17
2020-08-25	BUY	11	301.7	14.6	6.64	-3,339.94	0
2020-09-02	SELL	11	322	15.58	7.09	3,519.33	179.38
2020-09-08	BUY	11	326.9	15.82	7.2	-3,618.92	0
2020-09-15	SELL	11	350.6	16.97	7.72	3,831.91	213
2020-09-24	BUY	11	337.8	16.35	7.44	-3,739.59	0
2020-10-01	SELL	11	329	15.92	7.24	3,595.83	-143.75
2020-10-11	BUY	11	327.3	15.84	7.21	-3,623.35	0
2020-10-18	SELL	11	342	16.55	7.53	3,737.91	114.56
2020-10-27	BUY	11	332.2	16.08	7.32	-3,677.6	0
2020-11-03	SELL	11	330	15.97	7.27	3,606.76	-70.84
2020-11-08	BUY	11	336.2	16.27	7.41	-3,721.88	0
2020-11-15	SELL	11	330.2	15.98	7.28	3,608.94	-112.94
2020-11-18	BUY	11	329.7	15.96	7.27	-3,649.92	0
2020-11-25	SELL	11	324.7	15.72	7.16	3,548.83	-101.1
2020-11-30	BUY	11	318.2	15.4	7.01	-3,522.61	0
2020-12-07	SELL	11	325.1	15.73	7.17	3,553.2	30.59
2020-12-10	BUY	10	334.9	14.74	6.71	-3,370.44	0
2020-12-20	SELL	10	348.5	15.33	6.98	3,462.69	92.24
2020-12-24	BUY	11	337.5	16.34	7.44	-3,736.27	0
2021-01-03	SELL	11	348	16.84	7.66	3,803.49	67.22
2021-01-11	BUY	10	373.6	16.44	7.48	-3,759.92	0
2021-01-18	SELL	10	377	16.59	7.55	3,745.87	-14.05
2021-01-26	BUY	10	369	16.24	7.39	-3,713.62	0
2021-02-02	SELL	10	370.1	16.28	7.41	3,677.31	-36.31
2021-02-07	BUY	9	385	15.25	6.94	-3,487.18	0
2021-02-14	SELL	9	373	14.77	6.72	3,335.51	-151.67
2021-03-03	BUY	10	341.5	15.03	6.84	-3,436.86	0
2021-03-10	SELL	10	352	15.49	7.05	3,497.46	60.6
2021-03-15	BUY	10	347	15.27	6.95	-3,492.22	0
2021-03-23	SELL	10	341.7	15.03	6.84	3,395.12	-97.09
2021-03-29	BUY	10	340	14.96	6.81	-3,421.77	0
2021-04-04	SELL	10	320	14.08	6.41	3,179.51	-242.26

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