Back to MemLabs Trading Challenge #1 Public
AR(1)
by memlabs · submitted Feb 26, 2026
Total Log Return
+0.9849
Win Rate
49.5%
Ann. Sharpe
0.24
Max Drawdown
-1.7205
Avg Log Return
+0.00068
Best Trade
+0.7109
Worst Trade
-0.4092
Equity Curve
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Strategy Code
Trades · 1,459 active bars
| # | Bar | Direction | Period Return | Cumulative Return |
|---|---|---|---|---|
| 1 | 2 | Long | -0.01019 | -0.01019 |
| 2 | 3 | Short | -0.02087 | -0.03106 |
| 3 | 4 | Long | -0.05208 | -0.08315 |
| 4 | 5 | Short | +0.07968 | -0.00347 |
| 5 | 6 | Short | -0.01496 | -0.01843 |
| 6 | 7 | Long | -0.05814 | -0.07656 |
| 7 | 8 | Short | +0.03503 | -0.04153 |
| 8 | 9 | Short | -0.00769 | -0.04922 |
| 9 | 10 | Long | +0.06803 | +0.01881 |
| 10 | 11 | Long | -0.06124 | -0.04244 |
| 11 | 12 | Short | +0.02655 | -0.01588 |
| 12 | 13 | Short | -0.00913 | -0.02502 |
| 13 | 14 | Long | -0.03361 | -0.05863 |
| 14 | 15 | Short | -0.03140 | -0.09003 |
| 15 | 16 | Long | +0.01988 | -0.07015 |
| 16 | 17 | Long | +0.05747 | -0.01268 |
| 17 | 18 | Long | +0.00114 | -0.01154 |
| 18 | 19 | Long | +0.02185 | +0.01031 |
| 19 | 20 | Long | +0.02790 | +0.03821 |
| 20 | 21 | Long | -0.04125 | -0.00304 |
1–20 of 1,459 trades
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