Back to MemLabs Trading Challenge #1 Public
AR(1) + Treshold
by mrfu_0x · submitted Mar 3, 2026
Total Log Return
+10.2193
Win Rate
50.9%
Ann. Sharpe
10.03
Max Drawdown
-0.0108
Avg Log Return
+0.01406
Best Trade
+0.1510
Worst Trade
-0.0055
Equity Curve
Loading chart…
Strategy Code
Trades · 727 active bars
| # | Bar | Direction | Period Return | Cumulative Return |
|---|---|---|---|---|
| 1 | 2 | Long | -0.00368 | -0.00368 |
| 2 | 3 | Long | -0.00022 | -0.00390 |
| 3 | 4 | Long | +0.01917 | +0.01526 |
| 4 | 5 | Long | +0.09229 | +0.10756 |
| 5 | 7 | Long | +0.04386 | +0.15142 |
| 6 | 8 | Long | +0.00225 | +0.15367 |
| 7 | 10 | Long | +0.02378 | +0.17745 |
| 8 | 15 | Long | -0.00127 | +0.17618 |
| 9 | 16 | Long | +0.01730 | +0.19348 |
| 10 | 17 | Long | -0.00311 | +0.19037 |
| 11 | 19 | Long | +0.02165 | +0.21202 |
| 12 | 22 | Long | -0.00022 | +0.21180 |
| 13 | 23 | Long | +0.00353 | +0.21533 |
| 14 | 24 | Long | -0.00098 | +0.21435 |
| 15 | 29 | Long | +0.01518 | +0.22953 |
| 16 | 30 | Long | +0.07238 | +0.30191 |
| 17 | 31 | Long | +0.09264 | +0.39455 |
| 18 | 32 | Long | +0.02336 | +0.41791 |
| 19 | 34 | Long | +0.02878 | +0.44668 |
| 20 | 35 | Long | +0.09132 | +0.53801 |
1–20 of 727 trades
1 / 37