Experiment log · GP

Searching for profit that survives costs

80,738 unique configurations in this batch; 80 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: -25.6%. This annualized figure describes the historical raw-price simulation.

This batch was tuned on 2024–2026 stress results. Those results are in-sample and cannot validate future profitability. No global maximum across all possible strategies has been established. Corporate-action adjustments remain incomplete.

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.

Inspect finalist

#72 · Flow: Range flow

Full-history NAV৳674

Net return -99.3% · drawdown 99.3% · 451 closed positions

2024 onward NAV৳41,294

Net return -58.7% · drawdown 65.2% · 77 closed positions

2024 stress NAV৳29,045

Net return -71.0% · drawdown 72.5% · 57 closed positions

Variant 0; fixed stop 10.0%; maximum 30 sessions; gate None; continuous signal; exit all bearish; trailing arms at 8.0%, distance 3.5%; partial sale at 0.0% (0 = off).

Account reconciliation

Cash৳198

Unsettled৳0

Holdings৳477

NAV৳674

Realized P&L৳-99,316

Unrealized P&L৳-10

Fees৳56,825

Friction৳26,057

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳7.37e-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 #72

903 fills, including partial sales. Page 3.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2013-12-17	BUY	116	200.2	102.18	46.67	-23,372.05	0
2013-12-22	SELL	116	202.1	103.15	47.18	23,293.27	-78.78
2013-12-30	BUY	115	200.9	101.66	46.61	-23,251.77	0
2014-01-06	SELL	115	206.4	104.44	47.87	23,583.69	331.92
2014-01-12	BUY	111	209.9	102.52	46.98	-23,448.4	0
2014-01-16	SELL	111	206	100.61	46.09	22,719.3	-729.1
2014-01-21	BUY	109	207.5	99.52	45.57	-22,762.59	0
2014-01-26	SELL	109	215.3	103.26	47.26	23,317.18	554.59
2014-01-29	BUY	110	211.5	102.37	46.82	-23,414.18	0
2014-02-03	SELL	110	212.2	102.7	46.95	23,192.35	-221.84
2014-02-06	BUY	110	210	101.64	46.44	-23,248.08	0
2014-02-11	SELL	110	209.3	101.3	46.27	22,875.43	-372.66
2014-02-16	BUY	110	205.6	99.51	45.44	-22,760.95	0
2014-02-19	SELL	110	208.3	100.82	46.04	22,766.14	5.19
2014-02-24	BUY	109	207.9	99.71	45.54	-22,806.35	0
2014-02-27	SELL	109	214	102.63	46.87	23,176.49	370.14
2014-03-05	BUY	108	213.7	101.55	46.34	-23,227.49	0
2014-03-10	SELL	108	214.4	101.88	46.5	23,006.82	-220.67
2014-03-18	BUY	108	211.3	100.41	45.83	-22,966.64	0
2014-03-23	SELL	108	209.3	99.46	45.4	22,459.54	-507.1
2014-03-30	BUY	105	211.8	97.85	44.68	-22,381.53	0
2014-04-02	SELL	105	220	101.64	46.46	22,951.9	570.37
2014-04-17	BUY	90	254.6	100.82	45.93	-23,060.76	0
2014-04-22	SELL	90	251.6	99.63	45.39	22,498.98	-561.78
2014-04-28	BUY	85	262.8	98.29	44.75	-22,481.04	0
2014-05-04	SELL	85	262.9	98.32	44.76	22,203.41	-277.63
2014-05-07	BUY	80	276.4	97.29	44.29	-22,253.59	0
2014-05-12	SELL	80	270.5	95.22	43.35	21,501.43	-752.16
2014-05-18	BUY	81	262.2	93.45	42.56	-21,374.21	0
2014-05-21	SELL	81	260.4	92.81	42.27	20,957.32	-416.89
2014-05-28	BUY	77	269.8	91.41	41.67	-20,907.68	0
2014-06-02	SELL	77	281.7	95.44	43.52	21,551.94	644.26
2014-06-08	BUY	76	284	94.97	43.3	-21,722.26	0
2014-06-11	SELL	76	295.1	98.68	45	22,283.92	561.66
2014-06-17	BUY	72	303.7	96.21	43.84	-22,006.45	0
2014-06-22	SELL	72	296.5	93.93	42.79	21,211.27	-795.18
2014-06-25	BUY	70	301.4	92.83	42.29	-21,233.12	0
2014-07-02	SELL	70	296.1	91.2	41.55	20,594.25	-638.86
2014-07-07	BUY	70	293.3	90.34	41.17	-20,662.5	0
2014-07-10	SELL	70	297.3	91.57	41.74	20,677.69	15.19
2014-07-15	BUY	71	291.7	91.13	41.57	-20,843.39	0
2014-07-22	SELL	71	293.5	91.69	41.83	20,704.98	-138.41
2014-08-04	BUY	66	310.8	90.26	41.14	-20,644.2	0
2014-08-07	SELL	66	323.9	94.06	42.86	21,240.48	596.28
2014-08-12	BUY	64	330.9	93.18	42.44	-21,313.22	0
2014-08-18	SELL	64	335.8	94.56	43.06	21,353.58	40.35
2014-08-24	BUY	65	325.3	93.04	42.36	-21,279.89	0
2014-08-27	SELL	65	325.5	93.09	42.38	21,022.03	-257.87
2014-09-03	BUY	62	337.9	92.18	41.97	-21,083.95	0
2014-09-08	SELL	62	333.2	90.9	41.4	20,526.11	-557.84
2014-09-11	BUY	60	337.8	89.18	40.62	-20,397.8	0
2014-09-16	SELL	60	345.7	91.26	41.58	20,609.15	211.35
2014-09-24	BUY	54	379.7	90.22	41.1	-20,635.11	0
2014-09-29	SELL	54	392.2	93.19	42.44	21,043.17	408.06
2014-10-14	BUY	56	372.6	91.81	41.8	-20,999.21	0
2014-10-19	SELL	56	371.8	91.61	41.71	20,687.48	-311.73
2014-10-28	BUY	54	379.7	90.22	41.08	-20,635.09	0
2014-11-03	SELL	54	361.6	85.92	39.12	19,401.36	-1,233.73
2014-11-09	BUY	56	344.9	84.98	38.71	-19,438.09	0
2014-11-12	SELL	56	354.2	87.27	39.76	19,708.16	270.07
2014-11-17	BUY	57	344.3	86.35	39.35	-19,750.8	0
2014-11-20	SELL	57	334	83.77	38.18	18,916.05	-834.76
2014-11-25	BUY	60	315.6	83.32	37.99	-19,057.3	0
2014-11-30	SELL	60	318.7	84.14	38.39	18,999.48	-57.83
2014-12-04	BUY	53	352.6	82.23	37.52	-18,807.55	0
2014-12-09	SELL	53	355.3	82.86	37.83	18,710.22	-97.33
2014-12-14	BUY	52	355.8	81.41	37.17	-18,620.17	0
2014-12-18	SELL	52	350.8	80.26	36.65	18,124.69	-495.48
2014-12-24	BUY	50	360.2	79.24	36.2	-18,125.45	0
2014-12-30	SELL	50	361.9	79.62	36.39	17,978.99	-146.45
2015-01-06	BUY	49	368.6	79.47	36.32	-18,177.19	0
2015-01-11	SELL	49	364.1	78.5	35.91	17,726.49	-450.71
2015-01-22	BUY	50	352	77.44	35.42	-17,712.86	0
2015-01-27	SELL	50	329	72.38	33.1	16,344.52	-1,368.34
2015-02-03	BUY	49	330	71.15	32.52	-16,273.67	0
2015-02-09	SELL	49	340	73.3	33.51	16,553.19	279.52
2015-02-12	BUY	47	352.5	72.9	33.31	-16,673.71	0
2015-02-17	SELL	47	347.4	71.84	32.82	16,223.13	-450.57
2015-02-23	BUY	47	339.6	70.23	32.08	-16,063.51	0
2015-02-26	SELL	47	337.9	69.88	31.92	15,779.5	-284
2015-03-04	BUY	47	332.9	68.84	31.45	-15,746.59	0
2015-03-09	SELL	47	328.1	67.85	31	15,321.85	-424.74
2015-03-16	BUY	46	334	67.6	30.88	-15,462.48	0
2015-03-22	SELL	46	337.5	68.31	31.18	15,425.51	-36.97
2015-03-25	BUY	45	338	66.92	30.55	-15,307.47	0
2015-04-02	SELL	45	353	69.89	31.86	15,783.24	475.77
2015-04-08	BUY	45	352	69.7	31.76	-15,941.46	0
2015-04-13	SELL	45	349.9	69.28	31.57	15,644.65	-296.81
2015-04-29	BUY	47	331.8	68.62	31.28	-15,694.5	0
2015-05-05	SELL	47	327	67.62	30.86	15,270.52	-423.98
2015-05-10	BUY	46	329	66.59	30.39	-15,230.98	0
2015-05-13	SELL	46	326	65.98	30.12	14,899.9	-331.08
2015-05-19	BUY	44	333.8	64.62	29.5	-14,781.32	0
2015-05-24	SELL	44	326	63.11	28.81	14,252.08	-529.24
2015-06-11	BUY	44	325	62.92	28.67	-14,391.59	0
2015-06-16	SELL	44	332.6	64.39	29.33	14,540.68	149.08
2015-06-28	BUY	44	326	63.11	28.75	-14,435.87	0
2015-07-02	SELL	44	330.1	63.91	29.13	14,431.37	-4.5
2015-07-07	BUY	44	328.6	63.62	29	-14,551.01	0
2015-07-12	SELL	44	340.1	65.84	30.01	14,868.55	317.54

Previous Next