Backtesting

BTC 15m Polymarket Backtesting Data

Backtest BTC 15m Polymarket strategies using historical order book depth, realistic fills, and resolved market outcomes.

BTC 15m Polymarket backtesting data is useful for intraday strategies that need more room than 5-minute scalps but still produce repeated market samples. The right dataset includes order book depth, spreads, timestamps, and resolution metadata.

Strategy Types

  • Momentum tests after sharp BTC reference-price moves.
  • Mean reversion when Polymarket probabilities overshoot.
  • Liquidity filters that avoid wide-spread or shallow-book periods.
  • Exit rules based on time remaining, spread, and available bid depth.

Backtest Workflow

  1. List resolved BTC 15m markets.
  2. Fetch snapshots with full order book depth.
  3. Replay snapshots in timestamp order.
  4. Simulate entries and exits against real bid/ask levels.
  5. Score PnL against the resolved market outcome.

Related Resources

Core Polymarket Data Resources

Free Polymarket data starter kit Download sample CSV, JSON, and Python files for Polymarket order book workflows. Polymarket historical data API API access for historical Polymarket market and order book data. Polymarket historical order book data Full-depth bid and ask snapshots for historical Polymarket markets. Polymarket historical data for backtesting Backtesting-ready historical data for prediction market strategies. Polymarket order book API Order book endpoints for Polymarket market data workflows. Polymarket API orderbook docs Orderbook documentation for developers building on Polymarket data.