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I started a retail business from scratch. I imported ready-made garments. I was the CEO for three years, managed everything, and worked in my stores full time. I had employees as well.

The certificate of experience given to me is signed by me as CEO. I heard that this might be a reason for my application to be audited. Should I put the whole business as one project in the application, or divide each purchase as a project?

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    I'm voting to close this question as off-topic because we do not cover personal career advice May 27, 2017 at 7:37

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TL;DR

Ongoing business operations and continuous procedures such as routine sales are neither projects nor activities within the scope of project management. However, no one except PMI can tell you what is acceptable for their experience requirements; you should ask them directly for a canonical answer.

What's Off-Topic

Both career advice and questions about how PMI will interpret the PMP requirements are both off-topic here. In particular, the only people who can canonically answer your questions about what experience PMI will accept is PMI itself.

Defining a Project

However, you've got a slightly different but answerable question implied in your post: "What exactly is a project?"

PMI defines a project as follows:

It's a temporary endeavor undertaken to create a unique product, service or result.

A project is temporary in that it has a defined beginning and end in time, and therefore defined scope and resources.

And a project is unique in that it is not a routine operation, but a specific set of operations designed to accomplish a singular goal.

and defines the field of project management as:

Project management, then, is the application of knowledge, skills, tools, and techniques to project activities to meet the project requirements.

From this, it's clear that ongoing business operations and continuous procedures such as routine sales are not projects, nor are they activities within the field or practice of project management.

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As has been noted in other comments, running a business is not a project in itself.

That being said, anyone who has built a business from scratch has performed many projects in order to get the company off the ground.

In order for you to import the clothing you would have needed to perform some financial planning, risk analysis, communication plan with stakeholders, provide a timeline for when shipments would be ready for resale, and so on. Once you are up and running, then yes the project is over and you are in maintenance mode, but adding a new sales line or opening up a new market would be another new project.

Even smaller things like setting up your store/office involved materials requisition, contracts, and so on.

The only snag I see here with you claiming your experience is if you were a sole proprietor with no partners or employees. PMI will require "a colleague, peer, client or sponsor who has intimate knowledge of the project verify this experience" for your application.

My advice to you is, if you haven't already, document everything you did to set up the company, and go through the PMBOK to see which domains those activities represented. You need some experience in all domains, so just managing forecast spreadsheets and sales cold calls won't cut it.

Best of luck.

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