Documentation Index
Fetch the complete documentation index at: https://docs.polyhistorical.com/llms.txt
Use this file to discover all available pages before exploring further.
Strategy Replay
Strategy Replay lets you pick a resolved Polymarket prediction market and replay it tick-by-tick with your own entry and exit rules applied. Every fill walks the actual historical order book, so PnL, drawdown, slippage, and win rate are computed from real depth, not estimates.Strategy Replay is included with Pro and Enterprise plans. The Starter plan does not include this feature.
When to use it
- See how a specific entry/exit rule would have played out on a real market
- Sanity-check a hypothesis like “would buying UP under 0.40 and selling above 0.60 have worked on this market?”
- Inspect slippage and fill behavior on the actual order book at every tick
- Build intuition for how prices move through time on a given market type
Where to find it
Open the Replay tab in your dashboard, or visit it directly atpolyhistorical.com/replay.
Building a strategy
Pick a market
Choose a coin (BTC, ETH, or SOL), a market type (5m, 15m, 1h, 4h, or 24h), then pick from the list of resolved markets.
Set position and risk
Set the number of shares and a max-loss percent. If the position drawdown reaches your max-loss, the engine forces an exit.
Add entry conditions
Add one or more conditions that must all be true to enter. Example:
UP Price < 0.40 AND Spread < 0.05.Add exit conditions
Add one or more conditions where any triggers an exit. Example:
UP Price >= 0.60 OR Time Remaining % < 10.Available fields
| Field | Description |
|---|---|
| UP Price | The probability of UP resolution (0 to 1) |
| DOWN Price | The probability of DOWN resolution (0 to 1) |
| Coin Price | The reference coin price (BTC, ETH, or SOL) at that snapshot |
| Spread | Absolute difference between UP and DOWN price |
| Time Remaining % | Percent of market lifespan remaining (100 at open, 0 at end) |
Available operators
| Operator | Triggers when |
|---|---|
<, >, <=, >=, = | Standard numeric comparison |
| Crosses Above | Previous tick was below the value, current tick is at or above |
| Crosses Below | Previous tick was above the value, current tick is at or below |
Entry vs. exit logic
- Entry: ALL of your entry conditions must be true on a tick to enter a position.
- Exit: ANY of your exit conditions, OR a max-loss breach, exits the position.
- The engine forces an exit on the final tick if you are still in position when the market ends.
Fills and slippage
When you enter or exit, the engine walks the actual historical order book at that tick:- Buys consume asks from cheapest to most expensive
- Sells consume bids from highest to lowest
- The fill price is the size-weighted average of the levels consumed
- Slippage is reported as
|fill_price - mid_price|
Metrics
After each replay, you get:| Metric | Meaning |
|---|---|
| Total PnL | Realized PnL across all closed trades |
| Total PnL % | Total PnL as a percentage of initial position cost |
| Win Rate | Percent of exits that closed in profit |
| Max Drawdown | Largest peak-to-trough decline in equity during the replay |
| Avg Trade | Average PnL per closed trade |
| Best / Worst Trade | The single most-profitable and most-losing exit |
| Slippage | Per-trade gap between mid price and fill |
| Time in Market | Percent of ticks where a position was held |
Reading the chart
The replay chart is a stacked three-panel view sharing one time axis:- Probability — UP or DOWN price line, in-position shading, and entry / exit triangle markers
- Coin Price — the reference BTC, ETH, or SOL price
- Cumulative PnL — equity curve filled green or red against a zero baseline
Notes and limitations
- Settlement-period snapshots (where both UP and DOWN spike near 1.0) are filtered out so they do not contaminate fills.
- The replay is deterministic: the same market and strategy will always produce the same result.
- Strategy Replay only operates on resolved markets, so you can compare your strategy’s outcome against the known winner.