Back to MemLabs Trading Challenge #1 Public
Linear Regression with 3 log return lags
by scomil · submitted Mar 4, 2026
Total Log Return
+1.3628
Win Rate
44.9%
Ann. Sharpe
1.03
Max Drawdown
-0.6409
Avg Log Return
+0.00140
Best Trade
+0.1144
Worst Trade
-0.1510
Equity Curve
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Strategy Code
Trades · 974 active bars
| # | Bar | Direction | Period Return | Cumulative Return |
|---|---|---|---|---|
| 1 | 1 | Long | +0.00000 | +0.00000 |
| 2 | 5 | Long | +0.09229 | +0.09229 |
| 3 | 7 | Long | +0.04386 | +0.13615 |
| 4 | 9 | Long | -0.01517 | +0.12098 |
| 5 | 10 | Long | +0.02378 | +0.14476 |
| 6 | 11 | Long | -0.01649 | +0.12827 |
| 7 | 12 | Long | -0.01119 | +0.11708 |
| 8 | 13 | Long | -0.01008 | +0.10699 |
| 9 | 14 | Long | -0.03198 | +0.07501 |
| 10 | 15 | Long | -0.00127 | +0.07374 |
| 11 | 16 | Long | +0.01730 | +0.09104 |
| 12 | 17 | Long | -0.00310 | +0.08793 |
| 13 | 18 | Long | -0.01537 | +0.07256 |
| 14 | 19 | Long | +0.02165 | +0.09421 |
| 15 | 20 | Long | -0.00718 | +0.08704 |
| 16 | 21 | Long | -0.04866 | +0.03838 |
| 17 | 22 | Long | -0.00022 | +0.03815 |
| 18 | 24 | Long | -0.00098 | +0.03717 |
| 19 | 25 | Long | -0.00929 | +0.02789 |
| 20 | 26 | Long | -0.02233 | +0.00555 |
1–20 of 974 trades
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