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: 4.5%. 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

#79 · MACD

Full-history NAV৳210,613

Net return 110.6% · drawdown 28.8% · 41 closed positions

2024 onward NAV৳75,308

Net return -24.7% · drawdown 26.8% · 8 closed positions

2024 stress NAV৳58,704

Net return -41.3% · drawdown 42.6% · 8 closed positions

Variant 1; fixed stop 6.0%; maximum 90 sessions; gate EMA 50; fresh signal only; exit EMA 200 break; trailing arms at 18.0%, distance 6.0%; partial sale at 20.0% (0 = off).

Account reconciliation

Cash৳210,613

Unsettled৳0

Holdings৳0

NAV৳210,613

Realized P&L৳110,613

Unrealized P&L৳0

Fees৳64,984

Friction৳31,822

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳2.91e-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 #79

91 fills, including partial sales. Page 1.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2011-01-13	BUY	423	234.8	437.01	199.79	-99,957.2	0
2011-01-18	SELL	423	228.7	425.66	194.63	96,119.81	-3,837.39
2011-11-21	BUY	581	164.3	420.02	194.31	-96,072.62	0
2011-11-24	SELL	581	166.3	425.13	196.08	95,999.09	-73.53
2011-12-26	BUY	593	160.8	419.56	196.57	-95,970.53	0
2011-12-29	SELL	593	163.5	426.6	200.69	96,328.21	357.67
2012-06-04	BUY	470	203.6	421.04	195.13	-96,308.17	0
2012-07-11	SELL	470	191.38	395.78	184.2	89,370.5	-6,937.67
2012-07-22	BUY	446	199.4	391.3	181.52	-89,505.22	0
2012-07-25	SELL	446	205.5	403.27	186.81	91,062.92	1,557.7
2012-12-03	BUY	538	168.1	397.93	188.27	-91,023.99	0
2012-12-06	SELL	538	167.6	396.74	187.75	89,584.31	-1,439.69
2013-06-12	BUY	500	178.1	391.82	182.99	-89,624.81	0
2013-07-10	SELL	250	220.7	242.77	111.44	54,820.79	10,008.38
2013-07-14	SELL	250	211.5	232.65	106.47	52,535.88	7,723.48
2013-12-10	BUY	521	204.6	469.03	217.54	-107,283.16	0
2014-04-08	SELL	260	247	282.57	129.84	63,807.59	10,268.97
2014-04-16	SELL	261	255.68	293.62	134.42	66,304.44	12,559.9
2014-04-27	BUY	486	265.8	568.39	260.92	-130,008.1	0
2014-08-07	SELL	243	323.9	346.31	158.87	78,202.51	13,198.46
2014-08-21	SELL	243	329.38	352.17	161.08	79,525.12	14,521.07
2014-09-04	BUY	464	338.1	690.26	317.82	-157,886.48	0
2014-09-28	SELL	232	405.72	414.16	190	93,522.88	14,579.64
2014-09-30	SELL	232	381.9	389.84	178.72	88,032.24	9,089
2014-10-29	BUY	481	374.6	792.8	365.69	-181,341.09	0
2014-11-06	SELL	481	352.12	745.24	344.47	168,281.94	-13,059.15
2014-12-29	BUY	469	356.5	735.67	351.39	-168,285.56	0
2015-01-25	SELL	469	335.11	691.53	332.16	156,142.9	-12,142.66
2015-06-14	BUY	463	335	682.46	317.97	-156,105.43	0
2015-06-22	SELL	463	328.9	670.04	311.73	151,298.93	-4,806.5
2015-07-02	BUY	456	330.1	662.31	309.32	-151,497.23	0
2015-07-08	SELL	456	328	658.1	307.36	148,602.54	-2,894.7
2016-05-10	BUY	582	253.4	648.91	327.72	-148,455.42	0
2016-05-15	SELL	582	251.1	643.02	322.55	145,174.63	-3,280.79
2016-05-24	BUY	562	256.7	634.77	318.63	-145,218.79	0
2016-05-29	SELL	562	255.2	631.06	318.63	142,472.72	-2,746.08
2016-06-30	BUY	562	251.7	622.4	317.12	-142,394.93	0
2016-07-12	SELL	562	255.8	632.54	321.38	142,805.68	410.75
2016-09-06	BUY	530	268	624.98	309.65	-142,974.62	0
2016-09-20	SELL	530	262	610.98	311.3	137,937.72	-5,036.91
2016-09-25	BUY	513	267.1	602.9	308.83	-137,934.03	0
2017-02-02	SELL	513	306.5	691.83	326.24	156,216.43	18,282.4
2017-02-12	BUY	505	307.1	682.38	322.8	-156,090.68	0
2017-06-22	SELL	505	338.8	752.81	371.16	169,970.02	13,879.35
2017-07-16	BUY	463	365.1	743.78	348.12	-170,133.21	0
2017-09-18	SELL	463	408.9	833.01	393.54	188,094.15	17,960.95
2017-10-10	BUY	442	422	820.71	388.49	-187,733.2	0
2017-11-14	SELL	221	506.4	492.42	228.66	111,193.32	17,326.72
2017-11-16	SELL	221	476.49	463.33	214.09	104,625.98	10,759.38
2017-12-06	BUY	441	487	944.97	440.99	-216,152.96	0
2018-04-17	SELL	441	485	941.09	457.48	212,486.43	-3,666.54
2019-01-24	BUY	539	391.3	928.01	447.92	-212,286.62	0
2019-02-13	SELL	539	388	920.18	432.28	207,779.54	-4,507.08
2019-02-27	BUY	524	394.5	909.56	425.1	-208,052.66	0
2019-03-05	SELL	505	394	875.47	411.5	197,683.03	-2,825.73
2019-03-06	SELL	19	391.6	32.74	14.9	7,392.76	-151.13
2019-03-13	BUY	520	391.7	896.21	425.9	-205,006.11	0
2019-03-19	SELL	520	389	890.03	425.24	200,964.72	-4,041.39
2019-06-27	BUY	549	363.5	878.07	447.93	-200,887.5	0
2019-07-03	SELL	549	364.9	881.45	446.62	199,002.02	-1,885.48
2020-08-09	BUY	775	255	869.55	411.7	-198,906.25	0
2020-08-13	SELL	775	290	988.9	468.26	223,292.84	24,386.59
2020-08-24	BUY	752	295	976.1	459.34	-223,275.44	0
2020-09-14	SELL	376	354	585.66	271.53	132,246.81	20,609.09
2020-09-21	SELL	376	333.42	551.61	255.65	124,557.91	12,920.19
2020-10-14	BUY	766	333	1,122.34	555.68	-256,756.02	0
2021-02-23	SELL	766	349	1,176.27	574.64	265,583.09	8,827.07
2021-05-12	BUY	762	346.2	1,160.74	614.34	-265,579.48	0
2021-10-04	SELL	762	380	1,274.06	622.06	287,663.88	22,084.4
2021-12-06	BUY	435	362.8	694.4	361.95	-158,874.34	0
2021-12-15	SELL	435	357.3	683.87	357.18	154,384.44	-4,489.9
2022-02-07	BUY	792	355.3	1,238.15	697.59	-283,333.34	0
2022-02-22	SELL	792	355.8	1,239.89	700.31	279,853.39	-3,479.95
2024-07-24	BUY	1,120	248.2	1,223.13	662.65	-279,869.78	0
2024-07-29	SELL	1,090	257	1,232.57	663.56	278,233.86	5,860.59
2024-07-30	SELL	30	254.2	33.55	15.33	7,577.12	80.61
2024-08-15	BUY	745	381	1,248.92	584.07	-285,677.99	0
2024-08-20	SELL	745	353	1,157.13	535.88	261,291.98	-24,386
2024-09-25	BUY	748	347.1	1,142.38	533.67	-261,306.84	0
2024-10-07	SELL	748	326.27	1,073.83	501.08	242,478.04	-18,828.81
2024-12-18	BUY	753	320	1,060.22	538.56	-242,558.79	0
2025-04-27	SELL	709	300.8	938.38	526.62	211,802.21	-16,583.16
2025-04-28	SELL	44	309.7	59.96	27.61	13,539.23	-634.19
2025-07-21	BUY	739	303	985.23	530.06	-225,432.29	0
2025-08-17	SELL	739	306	994.99	491.37	224,647.64	-784.65
2025-08-31	BUY	727	307	982.03	504.32	-224,675.35	0
2025-09-03	SELL	727	311.5	996.43	509.54	224,954.53	279.18
2026-02-16	BUY	804	278	983.45	496.84	-224,992.29	0
2026-02-19	SELL	804	267	944.54	473.39	213,250.07	-11,742.23
2026-07-28	BUY	815	259.8	931.64	474.53	-213,143.18	0
2026-08-02	SELL	815	260	932.36	481.61	210,486.03	-2,657.15