Backtest

Loading sourceโ€ฆ Source Wallet Idle
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How each window was settled

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Since 2026-08-07 these markets resolve on the trailing 30-second Chainlink average, so a window's winner is the last TWAP published inside it against twap_open โ€” the same reference the strategy measured its move from. Where the average is missing this falls back to the resolution Polymarket published, and where Polymarket published one anyway the two are compared: that check is the only thing standing between this page and a plausible P&L scored off the wrong number.

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Replay ยท P&L
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on the selected fill assumption
Replay ยท windows won
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scored windows entered
Actual ยท P&L
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what really traded, same windows
Actual ยท windows won
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scored windows traded
Overlap
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windows both were in

Under all three fill assumptions

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The truth sits between these three, not on any one of them.

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Cumulative P&L

replay actual

Realised P&L running through the windows in the order they traded. Both lines carry forward across windows the other one was alone in, so the gap between them is the whole comparison.

P&L per window

won lost

Each window the strategy entered, on its own. One loss at 0.96 costs what twenty-four wins earn, which is the shape of every trade this close to certain.

Result per window

One row per window, newest first: what the replay would have done against what really traded. Select a row to open that window on the live dashboard.

Where the replay stood aside, the gate named is the one that refused it for the most seconds โ€” not the last one to refuse it, which is always past the last entry and says nothing about a window that spent two minutes under the bar.

No run yet.

Gates that stopped an entry

Counted per evaluated snapshot inside the entry band, over every window in range. Snapshots before the band opens are not counted โ€” they would bury everything that actually decided something.

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What this run replayed

The source file, the range it covered, and the gates it ran with.

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