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How to Backtest a Polymarket Strategy

Steps

  1. Pick a market and time range, and pull orderbook snapshots via /api/v1/historical/polymarket/orderbook
  2. Pull the trade tape via /api/v1/historical/polymarket/trades to validate fill assumptions
  3. Simulate entries/exits against the depth that actually existed, not just last price
  4. Check performance against the market's actual resolution

Related

Related guides

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