INSTITUTIONAL QUANT LAB
Interactive HFT Backtest Simulator
Run high-frequency simulations over historical 15-minute BTC/ETH Polymarket candles. Adjust starting capital, paired allocation ratio, and slippage to test your asymptotic edge.
⚙️ Strategy Parameters
📈 Cumulative Equity Curve ($ USDC)
● SIMULATED CLOB VOLATILITY HARVEST+$24,820
Net Profit ($ USDC)
4.12
Sharpe Ratio
-3.4%
Max Drawdown
94.8%
Cycle Win Rate
💡 Quantitative Backtest Methodology
This simulator uses tick-by-tick orderbook reconstruction of Polymarket 15-minute BTC/ETH binary markets. The 86% paired core fills bids at asynchronous candle price extremes (e.g. 42¢ Up and 53¢ Down = 95¢ total cost), capturing the 5¢ gross edge upon candle resolution. The 14% directional residual is executed based on intra-candle spot momentum. Past simulation does not guarantee live execution returns.