I Backtested My Polymarket Bot Against Real Order Book Data. Here's What I Found. (opens in new tab)

Six months of running a Rust trading bot live, then replaying historical tick data through the same code. The results were not what I expected. The bot had been running for six months. It felt like it was working. P&L was positive. Win rate looked decent. And then I actually backtested it. Turns out I had been lucky on a few large positions that masked two strategies that were quietly bleeding. I wouldn't have known without replaying real historical data through the same code that runs in pro...