Do these 3 things before closing this tab:
1Clear out junk files and repair common Windows errors2Fix the driver behind crashes, sound loss and screen glitches3Repair Windows errors before they cause bigger problemsTo backtest a Polymarket strategy, combine market rules and identifiers from Gamma with outcome-token price history from CLOB and, where relevant, market trades from the Data API. Then state exactly how the strategy would enter and exit, what prices and costs it assumes, and how each market resolves. Historical prices can help test a signal; on their own, they do not prove that orders could have filled at those prices.
Choose the Polymarket venue and markets first
Decide whether your test covers decentralized Polymarket or Polymarket US. The Polymarket Institute’s researcher guide, published July 24, 2026, says the platforms use separate APIs and separately managed data. Keep their observations separate unless you have established that the market definitions, data fields, and trading rules are comparable.
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Define your universe by the actual question and outcomes you intend to trade, not just by an event name. An event can group multiple underlying binary markets. A test that treats an event as one market may combine contracts with different questions or resolution rules.
Which Polymarket data source answers which question?
| Source | Use it for | Important distinction |
|---|---|---|
| Gamma | Finding markets and retrieving metadata such as the question, event grouping, end date, resolution criteria, and resolution source. | Use it to understand what a contract means and how its outcome is determined. |
| CLOB | Outcome-token prices, price history, and order-book information relevant to execution, including bid-ask spread, midpoint, and depth. | Price and order-book lookups require the specific Yes or No token ID. |
| Data API | Market trades and user-level history; the guide describes filtering trade history by market, user, or time range. | Trade records are distinct from a price-history series and from an order-book snapshot. |
These roles are described in the Polymarket Institute guide. It summarizes the access as: “Our open APIs provide access to markets, orders, trades, and more.”
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How to assemble a backtest dataset
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Discover the market and preserve its rules
Use Gamma to identify the precise market question, its event grouping, end date, resolution criteria, and resolution source. Save these fields alongside the data you collect. The wording and resolution rules define what a Yes or No position represents.
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Keep market and token identifiers separate
Record the
conditionIdfor the binary-outcome market and the outcome token IDs returned asclobTokenIds. The condition ID identifies the market; each Yes or No token ID identifies a particular outcome token. Do not treat them as interchangeable. -
Retrieve prices for the outcome you would trade
Use the relevant Yes or No token ID for CLOB price lookups and history. The guide documents a
/prices-historyendpoint that returns timestamped price observations. Retain the original timestamps, token ID, market identifiers, and the endpoint used to retrieve each series.Free tools Windows power users keep installed
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Add trades only for the question they can answer
Use the Data API for market trades or user-level history as appropriate. The guide gives a market-filtered trades example and describes filters by market, user, or time range. Preserve the identifier and filter parameters used so another person can reproduce the selection.
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Attach the eventual resolution
For each market, retain the outcome and the rule that determined it. A price series without the final resolution is not enough to calculate a completed position’s settlement value. Check the resolution against the market’s stated criteria and source rather than inferring it from the question’s wording alone.
How to model entries, exits, and settlement
Write down the strategy as a reproducible rule before calculating performance. Specify the signal, when it is evaluated, the outcome token traded, order side, entry and exit conditions, and how positions are valued if held through resolution. Keep the actual market wording and resolution rule available when interpreting the result.
Choose a price convention that matches the evidence you have. A historical price observation is not automatically an executable ask for a purchase or bid for a sale. CLOB also exposes order-book information such as spread, midpoint, and depth, but the cited guide does not establish that its price-history samples encode executable quotes, queue position, or complete historical depth.
- Price-based signal test: State that the test evaluates signals against the observed price series and does not establish that trades could have been executed at every sampled price.
- Execution-aware simulation: Use bid/ask and depth evidence appropriate to the trade time, and explain how the simulation handles order size and fills. If historical book evidence is unavailable or incomplete, label the fill assumptions as simplified rather than presenting them as observed executions.
- Costs: Document any fees or slippage assumptions. The guide’s example market record includes fee-related metadata, but an example is not a general fee schedule. Verify the rules applicable to the market and date being tested before using fee inputs.
What historical Polymarket data can—and cannot—show
Price history can show how recorded prices changed over time, and trade history can show recorded market trades or user activity within the selected filters. Neither alone establishes that a hypothetical strategy could have obtained a particular fill. A fill depends on the relevant side of the market, available liquidity, order size, and execution conditions.
The Polymarket Institute guide describes current order-book information, but it does not establish the completeness or availability of historical order-book depth through the official public API. It also does not validate third-party historical archives. If you use another source for historical books, verify its market coverage, timestamps, depth, and relationship to the venue before relying on it; otherwise, disclose that your fill model is simplified.
Make the results reproducible
Report enough detail for another researcher to reproduce the data selection and understand the gap between a signal result and an execution result. The guide says decentralized exchange orders are recorded on Polygon and describes the APIs as convenient views into publicly verifiable market data; that does not remove the need to document how you queried and interpreted the records.
- Venue and market universe, including the actual market questions and outcome structure.
- Market condition IDs, Yes/No token IDs, and the resolution criteria and outcomes used.
- Data sources and endpoints, retrieval date, time range, and any filters.
- Price convention and sampling interval. If an interval or convention is not established by your source, say so rather than implying one.
- Entry, exit, settlement, fee, slippage, and fill assumptions.
- Which findings come from observed data and which depend on modeled execution assumptions.
For decentralized Polymarket orders, the guide identifies Polygon and the exchange’s APIs as access points for publicly verifiable market data. Preserve your source data or the retrieval procedure so the results can be checked.
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