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

#77 · 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 20 sessions; gate None; continuous signal; exit all bearish; trailing arms at 8.0%, distance 3.5%; partial sale at 15.0% (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 #77

903 fills, including partial sales. Page 4.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2015-07-22	BUY	44	335.2	64.89	29.57	-14,843.26	0
2015-07-27	SELL	44	338.6	65.55	29.86	14,802.98	-40.28
2015-08-04	BUY	44	329.8	63.85	29.08	-14,604.13	0
2015-08-09	SELL	44	323.9	62.71	28.56	14,160.33	-443.8
2015-08-19	BUY	44	318.9	61.74	28.13	-14,121.47	0
2015-08-24	SELL	44	316.5	61.27	27.93	13,836.79	-284.68
2015-08-27	BUY	43	321.5	60.83	27.74	-13,913.07	0
2015-09-01	SELL	43	316.1	59.81	27.29	13,505.21	-407.86
2015-09-06	BUY	43	314.1	59.43	27.13	-13,592.86	0
2015-09-09	SELL	43	313.2	59.26	27.06	13,381.28	-211.58
2015-09-21	BUY	45	298.2	59.04	26.97	-13,505.01	0
2015-09-29	SELL	45	296	58.61	26.76	13,234.63	-270.38
2015-10-12	BUY	49	267	57.57	26.25	-13,166.82	0
2015-10-15	SELL	49	254.9	54.96	25.06	12,410.08	-756.74
2015-10-20	BUY	48	253.2	53.48	24.38	-12,231.45	0
2015-10-26	SELL	48	253	53.43	24.36	12,066.2	-165.25
2015-10-29	BUY	49	246.5	53.15	24.24	-12,155.88	0
2015-11-04	SELL	49	249	53.68	24.5	12,122.82	-33.06
2015-11-10	BUY	48	250	52.8	24.11	-12,076.91	0
2015-11-15	SELL	48	250.2	52.84	24.14	11,932.62	-144.29
2015-11-18	BUY	47	254.5	52.63	24.06	-12,038.2	0
2015-11-23	SELL	47	254.8	52.69	24.11	11,898.8	-139.4
2015-11-26	BUY	47	253.1	52.34	23.96	-11,972	0
2015-12-02	SELL	47	271.1	56.06	25.69	12,659.95	687.95
2015-12-17	BUY	50	251.2	55.26	25.28	-12,640.54	0
2015-12-22	SELL	50	255	56.1	25.67	12,668.23	27.69
2016-01-03	BUY	49	253.4	54.63	25.05	-12,496.28	0
2016-01-06	SELL	49	252	54.33	24.96	12,268.71	-227.57
2016-01-11	BUY	48	254	53.64	24.68	-12,270.33	0
2016-01-14	SELL	48	256.6	54.19	24.92	12,237.69	-32.64
2016-01-19	BUY	46	263.3	53.29	24.46	-12,189.55	0
2016-01-24	SELL	46	266	53.84	24.65	12,157.52	-32.04
2016-01-27	BUY	46	268	54.24	24.83	-12,407.07	0
2016-02-01	SELL	46	257	52.02	23.79	11,746.19	-660.88
2016-02-09	BUY	45	258.6	51.2	23.42	-11,711.62	0
2016-02-14	SELL	45	255.5	50.59	23.13	11,423.78	-287.83
2016-02-17	BUY	44	256	49.56	22.68	-11,336.24	0
2016-02-23	SELL	44	259	50.14	22.96	11,322.9	-13.35
2016-02-28	BUY	44	256.2	49.6	22.71	-11,345.11	0
2016-03-02	SELL	44	244.1	47.26	21.61	10,671.54	-673.57
2016-03-07	BUY	43	246	46.54	21.26	-10,645.8	0
2016-03-10	SELL	43	244	46.16	21.09	10,424.74	-221.06
2016-03-21	BUY	43	240.5	45.5	20.8	-10,407.8	0
2016-03-24	SELL	43	235.2	44.5	20.34	10,048.76	-359.04
2016-04-04	BUY	43	233.1	44.1	20.24	-10,087.65	0
2016-04-07	SELL	43	233.2	44.12	20.28	9,963.2	-124.44
2016-04-20	BUY	42	237	43.8	20.14	-10,017.94	0
2016-04-25	SELL	42	250	46.2	21.21	10,432.59	414.64
2016-05-03	BUY	42	247	45.65	20.94	-10,440.58	0
2016-05-08	SELL	42	247	45.65	20.92	10,307.43	-133.15
2016-05-11	BUY	40	252.1	44.37	20.31	-10,148.68	0
2016-05-16	SELL	40	252	44.35	20.3	10,015.34	-133.34
2016-05-19	BUY	39	254.6	43.69	20	-9,993.09	0
2016-05-25	SELL	39	256.6	44.03	20.16	9,943.21	-49.88
2016-05-30	BUY	39	257	44.1	20.2	-10,087.31	0
2016-06-02	SELL	39	256.7	44.05	20.18	9,947.07	-140.23
2016-06-07	BUY	39	255.1	43.78	20.06	-10,012.73	0
2016-06-12	SELL	39	255.2	43.79	20.07	9,888.94	-123.79
2016-06-22	BUY	39	252	43.24	19.83	-9,891.08	0
2016-06-27	SELL	39	250	42.9	19.69	9,687.41	-203.67
2016-06-30	BUY	38	251.7	42.08	19.29	-9,625.97	0
2016-07-14	SELL	38	257	42.97	19.7	9,703.33	77.36
2016-07-18	BUY	37	259	42.17	19.31	-9,644.48	0
2016-07-21	SELL	37	268	43.63	19.95	9,852.42	207.94
2016-07-26	BUY	36	269.1	42.63	19.47	-9,749.7	0
2016-08-01	SELL	36	276.6	43.81	19.97	9,893.81	144.12
2016-08-07	BUY	36	277.4	43.94	20.03	-10,050.37	0
2016-08-10	SELL	36	267.9	42.44	19.34	9,582.62	-467.75
2016-08-17	BUY	35	272	41.89	19.09	-9,580.98	0
2016-08-22	SELL	35	270.5	41.66	18.99	9,406.85	-174.12
2016-08-28	BUY	35	265.1	40.83	18.61	-9,337.94	0
2016-08-31	SELL	35	262	40.35	18.43	9,111.22	-226.72
2016-09-05	BUY	34	268	40.09	18.33	-9,170.42	0
2016-09-08	SELL	34	266.3	39.84	18.22	8,996.14	-174.28
2016-09-21	BUY	34	264	39.49	18.09	-9,033.58	0
2016-09-25	SELL	34	267.1	39.96	18.32	9,023.13	-10.46
2016-10-02	BUY	33	268.5	38.99	17.87	-8,917.35	0
2016-10-06	SELL	33	272	39.49	18.08	8,918.43	1.08
2016-10-16	BUY	33	269.7	39.16	17.93	-8,957.19	0
2016-10-19	SELL	33	275	39.93	18.27	9,016.8	59.61
2016-10-24	BUY	32	281.2	39.59	18.09	-9,056.08	0
2016-10-27	SELL	32	279.9	39.41	18	8,899.39	-156.69
2016-11-02	BUY	32	278.5	39.21	17.9	-8,969.12	0
2016-11-07	SELL	32	278	39.14	17.87	8,838.98	-130.13
2016-11-10	BUY	31	279.1	38.07	17.37	-8,707.54	0
2016-11-15	SELL	31	279.1	38.07	17.37	8,596.66	-110.88
2016-11-20	BUY	30	282.5	37.29	17.01	-8,529.3	0
2016-11-23	SELL	30	288.6	38.1	17.37	8,602.53	73.23
2016-12-04	BUY	30	283.3	37.4	17.05	-8,553.44	0
2016-12-07	SELL	30	286.2	37.78	17.22	8,531	-22.44
2016-12-14	BUY	30	283	37.36	17.03	-8,544.38	0
2016-12-19	SELL	30	285.2	37.65	17.17	8,501.19	-43.19
2016-12-22	BUY	30	286.1	37.77	17.22	-8,637.99	0
2016-12-28	SELL	30	283	37.36	17.04	8,435.6	-202.39
2017-01-04	BUY	29	286.1	36.51	16.65	-8,350.06	0
2017-01-09	SELL	29	290	37	16.88	8,356.12	6.06
2017-01-12	BUY	29	290.7	37.09	16.92	-8,484.31	0
2017-01-17	SELL	29	292.1	37.27	16.99	8,416.64	-67.67
2017-01-22	BUY	28	298	36.71	16.73	-8,397.44	0
2017-01-25	SELL	28	306.3	37.74	17.19	8,521.47	124.03

Previous Next