Polymarket Strategy Replay: Test Rules on Historical Markets
Replay Polymarket historical order books with strategy rules to measure fills, PnL, drawdown, and slippage on resolved markets.
Polymarket strategy replay means running trading rules across historical snapshots exactly as they unfolded. It is more useful than a static chart because it connects each signal to the book state at that time.
Replay Inputs
- Resolved market list
- Chronological order book snapshots
- Entry, exit, and sizing rules
- Slippage and partial-fill settings
- Risk controls such as max position and stop logic
Replay Outputs
| Output | Use |
|---|---|
| Trade log | Debugs signal behavior |
| Equity curve | Shows path-dependent risk |
| Slippage report | Measures execution drag |
| Market-level attribution | Finds where the edge exists |