90-Day BTC 1h Polymarket Backtesting Data
Backtest BTC 1h Polymarket strategies across a 90-day sample using historical depth, spreads, slippage, and outcomes.
90-day BTC 1h Polymarket backtesting data gives traders and researchers a rolling multi-month sample of Bitcoin Up/Down markets. PolyHistorical captures full-depth order book snapshots at 300ms granularity, so backtesting can account for spread, liquidity, and the prices that were available at each point in a market.
A complete 90-day calendar window can contain up to roughly 2,160 scheduled 1h windows before launch dates, feed gaps, or unavailable markets are considered. Always measure the returned coverage instead of assuming every possible window exists.
Why Use a 90-Day Window?
Hourly contracts expose wider volatility regimes and give signals more time to interact with changing spreads and depth. A 90-day lookback is long enough to compare multiple volatility and liquidity regimes while remaining practical for rolling research and repeated model validation.
How to Use the 90-Day Backtest Sample
A useful BTC 1h backtest walks forward through snapshots and crosses the historical ask for buys or bid for sells. It should cap fills at displayed size and carry unfilled quantity forward according to explicit rules.
- Split markets chronologically so validation never leaks into training.
- Model spread, depth, partial fills, latency, and rejected entries.
- Group results by volatility regime and time remaining to settlement.
- Report market count and coverage gaps alongside PnL and drawdown.
Quality Checks Before Analysis
Historical depth is only useful when the sample is auditable. Check that timestamps are ordered, both outcome tokens are present, price levels are valid, and market resolution is known. Flag snapshot gaps instead of forward-filling across them, because invented book states can create fills that never existed.
For strategy work, avoid using midpoint as an execution price. A midpoint is descriptive; an order must interact with the bid or ask and may consume several levels when the requested size is larger than top-of-book liquidity.
90 Days vs 120 Days
Choose 90 days when that window matches your subscription, compute budget, or validation schedule. The 120-day BTC 1h backtesting data page covers the longer alternative. Using both as rolling horizons can show whether a result is stable or overly dependent on the most recent regime.