Back to MemLabs Trading Challenge #1 Public
Linear Regression over 2 log return lags
by scomil · submitted Mar 4, 2026
Total Log Return
+1.3202
Win Rate
44.7%
Ann. Sharpe
1.00
Max Drawdown
-0.6158
Avg Log Return
+0.00136
Best Trade
+0.1144
Worst Trade
-0.1510
Equity Curve
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Strategy Code
Trades · 972 active bars
| # | Bar | Direction | Period Return | Cumulative Return |
|---|---|---|---|---|
| 1 | 1 | Long | +0.00000 | +0.00000 |
| 2 | 4 | Long | +0.01917 | +0.01917 |
| 3 | 5 | Long | +0.09229 | +0.11146 |
| 4 | 7 | Long | +0.04386 | +0.15532 |
| 5 | 9 | Long | -0.01517 | +0.14015 |
| 6 | 10 | Long | +0.02378 | +0.16393 |
| 7 | 11 | Long | -0.01649 | +0.14744 |
| 8 | 12 | Long | -0.01119 | +0.13624 |
| 9 | 13 | Long | -0.01008 | +0.12616 |
| 10 | 14 | Long | -0.03198 | +0.09418 |
| 11 | 15 | Long | -0.00127 | +0.09291 |
| 12 | 16 | Long | +0.01730 | +0.11020 |
| 13 | 17 | Long | -0.00310 | +0.10710 |
| 14 | 18 | Long | -0.01537 | +0.09173 |
| 15 | 19 | Long | +0.02165 | +0.11338 |
| 16 | 20 | Long | -0.00718 | +0.10620 |
| 17 | 21 | Long | -0.04866 | +0.05754 |
| 18 | 22 | Long | -0.00022 | +0.05732 |
| 19 | 24 | Long | -0.00098 | +0.05634 |
| 20 | 25 | Long | -0.00929 | +0.04705 |
1–20 of 972 trades
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