676 lines
28 KiB
JavaScript
676 lines
28 KiB
JavaScript
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/*
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* Polymarket Strategy Lab — pure browser-side backtester.
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*
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* Loads 100+ REAL resolved Polymarket categorical events from docs/data/
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* historical-events.json, runs five different strategies against them,
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* and shows you honest results — no cherry-picking.
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*
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* Each strategy is a pure function: given an event (outcomes + their
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* last-trade prices + who actually won), it returns what it would have
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* bought, how much it paid, and how much it got back. The backtest runner
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* tallies these across every event.
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*
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* The strategies live here, open and readable. You can read exactly what
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* each rule is doing.
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*/
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// ============================== DATA ====================================
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const DATA_URL = "./data/historical-events.json";
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// ========================== STRATEGIES ==================================
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//
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// A strategy is: strategy(event) -> { action, cost, payout, note }
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// action: "trade" if we bought anything, "skip" if we passed
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// cost: total dollars paid (at last-trade prices)
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// payout: total dollars received after resolution
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// note: short plain-English description of what happened
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//
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// Every strategy bets into the same event in its own way. Results are tallied
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// across all events in the dataset.
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const STRATEGIES = [
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{
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key: "basket-arb",
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name: "Basket Arbitrage",
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oneLiner: "Buy one share of every outcome — but only when the total cost is under $1.",
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rule: "If the sum of every outcome's last trade price is below $1.00, buy one share of every outcome. Otherwise skip. Exactly one outcome will win and pay $1, so you profit the gap.",
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why: "This is the textbook risk-free trade. It's the one real arbitrage on prediction markets. The question is: does it ever actually trigger in practice, on resting prices, for a retail bot that isn't co-located next to the exchange? The historical data tells the truth.",
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run(ev, window) {
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const prices = ev.outcomes.map(o => priceAt(o, ev, window));
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if (prices.some(p => p == null || p <= 0 || p >= 1)) {
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return { action: "skip", cost: 0, payout: 0, sum: null, note: "No price data at this window for at least one outcome." };
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}
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const sum = prices.reduce((a, b) => a + b, 0);
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if (sum >= 1.0) {
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return { action: "skip", cost: 0, payout: 0, sum, note: `Total cost $${sum.toFixed(3)}, above $1. No arbitrage — skipped.` };
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}
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return { action: "trade", cost: sum, payout: 1.0, sum, note: `Total cost $${sum.toFixed(3)}. Bought the full set — guaranteed $1 payout.` };
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},
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},
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{
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key: "favorite",
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name: "Bet the Favorite",
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oneLiner: "On every event, buy the single outcome the market thinks is most likely.",
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rule: "For each event, buy one share of whichever outcome has the highest price at the chosen time window. If that outcome wins you get $1, otherwise $0.",
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why: "Conventional wisdom: the market knows. If the favorite wins often enough you make money; if favorites are over-priced you lose. Tests whether Polymarket's top-line pricing has any slack.",
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run(ev, window) {
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let best = null, bestPrice = -1;
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for (const o of ev.outcomes) {
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const p = priceAt(o, ev, window);
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if (p == null) continue;
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if (p > bestPrice) { best = o; bestPrice = p; }
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}
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if (!best || bestPrice <= 0) return { action: "skip", cost: 0, payout: 0, note: "No valid prices." };
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return {
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action: "trade",
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cost: bestPrice,
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payout: best.yes_final_price,
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note: `Bought "${best.name}" at $${bestPrice.toFixed(3)}. ${best.yes_final_price === 1 ? "Won — payout $1." : "Lost — payout $0."}`,
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};
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},
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},
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{
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key: "longshot",
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name: "Bet the Longshot",
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oneLiner: "On every event, buy the cheapest outcome. Pray it wins.",
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rule: "For each event, buy one share of whichever outcome has the lowest positive price at the chosen window.",
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why: "The market prices longshots low for a reason. But if underdogs win more often than prices imply (a classic bias), this pays. Direct test.",
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run(ev, window) {
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let best = null, bestPrice = Infinity;
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for (const o of ev.outcomes) {
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const p = priceAt(o, ev, window);
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if (p == null || p <= 0) continue;
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if (p < bestPrice) { best = o; bestPrice = p; }
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}
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if (!best) return { action: "skip", cost: 0, payout: 0, note: "No valid prices." };
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return {
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action: "trade",
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cost: bestPrice,
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payout: best.yes_final_price,
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note: `Bought "${best.name}" at $${bestPrice.toFixed(3)}. ${best.yes_final_price === 1 ? "Won — payout $1." : "Lost — payout $0."}`,
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};
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},
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},
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{
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key: "equal-split",
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name: "Equal Split",
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oneLiner: "Buy one share of every outcome, always — no matter the price.",
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rule: "For each event, buy one share of every outcome. You pay the sum of prices. You receive $1 (exactly one wins).",
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why: "Basket Arbitrage without the safety condition. Every event is a tiny guaranteed loss equal to the “vig” — the amount by which Polymarket's prices overshoot $1. A baseline for what the market's rounding costs.",
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run(ev, window) {
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const prices = ev.outcomes.map(o => priceAt(o, ev, window));
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// If any outcome lacks price data at this window, skip (we can't evaluate)
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if (prices.some(p => p == null)) {
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return { action: "skip", cost: 0, payout: 0, sum: null, note: "No price data at this window for at least one outcome." };
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}
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if (prices.some(p => p == null || p <= 0)) {
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return { action: "skip", cost: 0, payout: 0, note: "Missing prices." };
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}
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const cost = prices.reduce((a, b) => a + b, 0);
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return { action: "trade", cost, payout: 1.0, note: `Paid $${cost.toFixed(3)} for every outcome. Guaranteed $1 payout.` };
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},
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},
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{
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key: "top-three",
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name: "Top Three",
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oneLiner: "Buy the three outcomes the market thinks are most likely. Win if any of them wins.",
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rule: "For each event with 3+ outcomes, buy one share of the three highest-priced outcomes at the chosen window. Pay the sum. Win $1 if any of those three wins.",
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why: "A hedged bet — buying most of the probability mass but skipping the tail. If the hit rate is high enough, it pays.",
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run(ev, window) {
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const priced = ev.outcomes.map(o => ({ o, p: priceAt(o, ev, window) })).filter(x => x.p != null && x.p > 0);
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if (priced.length < 3) return { action: "skip", cost: 0, payout: 0, note: "Fewer than 3 priced outcomes." };
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const top = [...priced].sort((a, b) => b.p - a.p).slice(0, 3);
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const cost = top.reduce((s, x) => s + x.p, 0);
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const won = top.some(x => x.o.yes_final_price === 1);
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return {
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action: "trade",
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cost,
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payout: won ? 1.0 : 0.0,
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note: `Bought top 3 (total $${cost.toFixed(3)}). ${won ? "One won — payout $1." : "None won — payout $0."}`,
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};
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},
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},
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];
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// ========================== BACKTEST RUNNER =============================
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function runBacktest(strategy, events, window) {
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const rows = [];
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let totalCost = 0, totalPayout = 0;
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let trades = 0, wins = 0, losses = 0, skipped = 0;
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for (const ev of events) {
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const result = strategy.run(ev, window);
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const pnl = (result.payout || 0) - (result.cost || 0);
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const row = { event: ev, result, pnl };
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rows.push(row);
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if (result.action === "trade") {
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trades += 1;
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totalCost += result.cost || 0;
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totalPayout += result.payout || 0;
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if (pnl > 0) wins += 1;
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else if (pnl < 0) losses += 1;
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} else {
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skipped += 1;
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}
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}
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const pnlAbs = totalPayout - totalCost;
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const roi = totalCost > 0 ? pnlAbs / totalCost : 0;
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const winRate = trades > 0 ? wins / trades : null;
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return {
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rows,
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totalCost, totalPayout, pnlAbs, roi,
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trades, wins, losses, skipped,
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winRate,
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eventCount: events.length,
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};
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}
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// ========================== STATE =======================================
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const state = {
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events: [],
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results: {},
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activeKey: "basket-arb",
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tradeFilter: "all",
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bankroll: 1000,
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priceWindow: "24h", // key from WINDOWS below
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};
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// Time windows: how many seconds before close to read the price.
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const WINDOWS = {
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"close": { label: "at close", seconds: 0 },
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"1h": { label: "1h before close", seconds: 3600 },
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"6h": { label: "6h before close", seconds: 6*3600 },
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"24h": { label: "24h before close", seconds: 24*3600 },
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"3d": { label: "3 days before close", seconds: 3*24*3600 },
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"7d": { label: "7 days before close", seconds: 7*24*3600 },
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};
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/**
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* Return the actual price a trader would have seen on Polymarket at a specific
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* time. Uses real historical price data pulled from Polymarket's public CLOB
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* price-history endpoint — not estimates.
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*/
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function priceAt(outcome, ev, windowKey) {
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const hist = outcome.history;
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if (!hist || !hist.length) return null;
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const w = WINDOWS[windowKey] || WINDOWS["close"];
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const closeTs = ev._closeTs; // precomputed
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if (closeTs == null) return null;
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const targetTs = closeTs - w.seconds;
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// If the target is before any recorded data, no price
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if (hist[0].t > targetTs) return null;
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// Binary search for the last point with t <= targetTs
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let lo = 0, hi = hist.length - 1;
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while (lo < hi) {
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const mid = Math.ceil((lo + hi) / 2);
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if (hist[mid].t <= targetTs) lo = mid;
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else hi = mid - 1;
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}
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return hist[lo].p;
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}
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// ========================== DOM =========================================
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const $ = (s) => document.querySelector(s);
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const el = {
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tabResults: $("#tab-results"),
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tabStrategies: $("#tab-strategies"),
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panelResults: $("#panel-results"),
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panelStrategies:$("#panel-strategies"),
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eventCountInline: $("#event-count-inline"),
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eventCountStrat: $("#event-count-strat"),
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activeLabel: $("#active-strategy-label"),
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activeName: $("#active-strategy-name"),
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activeDesc: $("#active-strategy-desc"),
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switchBtn: $("#switch-btn"),
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verdictCard: $("#verdict-card"),
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verdictIcon: $("#verdict-icon"),
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verdictLabel: $("#verdict-label"),
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verdictDetail: $("#verdict-detail"),
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vstatPnl: $("#vstat-pnl"),
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vstatPnlLbl: $("#vstat-pnl-lbl"),
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vstatRoi: $("#vstat-roi"),
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vstatTrades: $("#vstat-trades"),
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vstatWinrate: $("#vstat-winrate"),
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vstatAnnual: $("#vstat-annual"),
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bankrollChoices: $("#bankroll-choices"),
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bankrollNote: $("#bankroll-note"),
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verdictExplainer: $("#verdict-explainer"),
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cntAll: $("#cnt-all"),
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cntTrades: $("#cnt-trades"),
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cntWins: $("#cnt-wins"),
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cntLosses: $("#cnt-losses"),
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cntSkipped: $("#cnt-skipped"),
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tradeList: $("#trade-list"),
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strategyGrid: $("#strategy-grid"),
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modal: $("#strategy-modal"),
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modalContent: $("#strategy-modal-content"),
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};
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// ========================== BOOT ========================================
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boot().catch(err => {
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console.error("lab boot failed", err);
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el.verdictLabel.textContent = "Couldn't load historical data";
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el.verdictDetail.textContent = String(err.message || err);
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});
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async function boot() {
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const resp = await fetch(DATA_URL + "?t=" + Date.now());
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if (!resp.ok) throw new Error("historical-events.json " + resp.status);
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const payload = await resp.json();
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state.events = Array.isArray(payload?.events) ? payload.events : [];
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if (!state.events.length) throw new Error("No events found in dataset");
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// Precompute the close timestamp (seconds since epoch) for each event, so
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// priceAt() can do a cheap binary search per lookup.
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for (const ev of state.events) {
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const raw = ev.closed_time || ev.end_date || "";
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const iso = String(raw).replace(" +00", "+00:00").replace("Z", "+00:00");
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const d = new Date(iso);
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ev._closeTs = isNaN(d.getTime()) ? null : Math.floor(d.getTime() / 1000);
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}
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const ends = state.events
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.map(e => e._closeTs ? new Date(e._closeTs * 1000) : null)
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.filter(d => d != null)
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.sort((a, b) => a - b);
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state.spanFirst = ends[0];
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state.spanLast = ends[ends.length - 1];
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state.spanDays = Math.max(1, (state.spanLast - state.spanFirst) / (1000 * 60 * 60 * 24));
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el.eventCountInline.textContent = `${state.events.length} events · ${formatSpanDescription(state.spanFirst, state.spanLast)}`;
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el.eventCountStrat.textContent = state.events.length;
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rerunBacktests();
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wireInteractions();
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renderStrategyGrid();
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renderActiveStrategy();
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}
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function rerunBacktests() {
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for (const s of STRATEGIES) {
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state.results[s.key] = runBacktest(s, state.events, state.priceWindow);
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}
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}
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function formatSpanDescription(first, last, withMonths = true) {
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if (!first || !last) return "";
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const fmt = { month: "short", year: "numeric" };
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const range = `${first.toLocaleDateString(undefined, fmt)} – ${last.toLocaleDateString(undefined, fmt)}`;
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if (!withMonths) return range;
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const months = (state.spanDays / 30).toFixed(1);
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return `${range} (${months} months)`;
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|
}
|
|||
|
|
function pluralize(n, word) {
|
|||
|
|
return n === 1 ? `1 ${word}` : `${n} ${word}s`;
|
|||
|
|
}
|
|||
|
|
|
|||
|
|
function wireInteractions() {
|
|||
|
|
// Tabs
|
|||
|
|
el.tabResults.addEventListener("click", () => switchTab("results"));
|
|||
|
|
el.tabStrategies.addEventListener("click", () => switchTab("strategies"));
|
|||
|
|
|
|||
|
|
// "Change strategy" button on results page -> jumps to strategies tab
|
|||
|
|
el.switchBtn.addEventListener("click", () => switchTab("strategies"));
|
|||
|
|
|
|||
|
|
// Trade filter buttons
|
|||
|
|
document.querySelectorAll(".filter-btn").forEach(btn => {
|
|||
|
|
btn.addEventListener("click", () => {
|
|||
|
|
state.tradeFilter = btn.dataset.filter;
|
|||
|
|
document.querySelectorAll(".filter-btn").forEach(b => b.classList.toggle("active", b === btn));
|
|||
|
|
renderTradeList();
|
|||
|
|
});
|
|||
|
|
});
|
|||
|
|
|
|||
|
|
// CSV download
|
|||
|
|
const dl = document.getElementById("csv-download");
|
|||
|
|
if (dl) dl.addEventListener("click", (e) => { e.preventDefault(); downloadCsv(); });
|
|||
|
|
|
|||
|
|
// Bankroll selector
|
|||
|
|
el.bankrollChoices.addEventListener("click", (e) => {
|
|||
|
|
const btn = e.target.closest("button[data-bankroll]");
|
|||
|
|
if (!btn) return;
|
|||
|
|
state.bankroll = parseInt(btn.dataset.bankroll, 10) || 1000;
|
|||
|
|
[...el.bankrollChoices.querySelectorAll("button")].forEach(b => b.classList.toggle("active", b === btn));
|
|||
|
|
renderActiveStrategy();
|
|||
|
|
renderStrategyGrid();
|
|||
|
|
});
|
|||
|
|
|
|||
|
|
// Price-window selector
|
|||
|
|
const windowChoices = document.getElementById("window-choices");
|
|||
|
|
windowChoices.addEventListener("click", (e) => {
|
|||
|
|
const btn = e.target.closest("button[data-window]");
|
|||
|
|
if (!btn) return;
|
|||
|
|
state.priceWindow = btn.dataset.window;
|
|||
|
|
[...windowChoices.querySelectorAll("button")].forEach(b => b.classList.toggle("active", b === btn));
|
|||
|
|
rerunBacktests();
|
|||
|
|
renderActiveStrategy();
|
|||
|
|
renderStrategyGrid();
|
|||
|
|
});
|
|||
|
|
|
|||
|
|
// Modal close
|
|||
|
|
el.modal.addEventListener("click", (e) => {
|
|||
|
|
if (e.target.dataset?.close !== undefined) el.modal.hidden = true;
|
|||
|
|
});
|
|||
|
|
document.addEventListener("keydown", (e) => {
|
|||
|
|
if (e.key === "Escape") el.modal.hidden = true;
|
|||
|
|
});
|
|||
|
|
}
|
|||
|
|
|
|||
|
|
function switchTab(which) {
|
|||
|
|
const isResults = which === "results";
|
|||
|
|
el.tabResults.classList.toggle("active", isResults);
|
|||
|
|
el.tabStrategies.classList.toggle("active", !isResults);
|
|||
|
|
el.panelResults.classList.toggle("active", isResults);
|
|||
|
|
el.panelStrategies.classList.toggle("active", !isResults);
|
|||
|
|
window.scrollTo({ top: 0, behavior: "smooth" });
|
|||
|
|
}
|
|||
|
|
|
|||
|
|
// ========================== RENDER: RESULTS TAB =========================
|
|||
|
|
|
|||
|
|
function renderActiveStrategy() {
|
|||
|
|
const strategy = STRATEGIES.find(s => s.key === state.activeKey);
|
|||
|
|
if (!strategy) return;
|
|||
|
|
const result = state.results[strategy.key];
|
|||
|
|
|
|||
|
|
el.activeLabel.textContent = "Active strategy";
|
|||
|
|
el.activeName.textContent = strategy.name;
|
|||
|
|
el.activeDesc.textContent = strategy.oneLiner;
|
|||
|
|
|
|||
|
|
renderVerdict(strategy, result);
|
|||
|
|
renderTradeList();
|
|||
|
|
}
|
|||
|
|
|
|||
|
|
function verdictClass(result) {
|
|||
|
|
const pnl = result.pnlAbs;
|
|||
|
|
if (Math.abs(pnl) < 0.005) return "flat";
|
|||
|
|
return pnl > 0 ? "win" : "loss";
|
|||
|
|
}
|
|||
|
|
|
|||
|
|
function renderVerdict(strategy, result) {
|
|||
|
|
const cls = verdictClass(result);
|
|||
|
|
el.verdictCard.className = "verdict-card " + cls;
|
|||
|
|
el.verdictIcon.textContent = cls === "win" ? "✓" : cls === "loss" ? "✗" : "≈";
|
|||
|
|
|
|||
|
|
const { roi, trades, wins, losses, eventCount } = result;
|
|||
|
|
const totalPnl = roi * state.bankroll * trades; // bet $bankroll each trade, PnL per trade = roi*bankroll
|
|||
|
|
|
|||
|
|
const months = (state.spanDays / 30).toFixed(1);
|
|||
|
|
const span = formatSpanDescription(state.spanFirst, state.spanLast, false);
|
|||
|
|
const firedN = pluralize(trades, "time");
|
|||
|
|
|
|||
|
|
if (trades === 0) {
|
|||
|
|
el.verdictLabel.textContent = "Strategy never triggered";
|
|||
|
|
el.verdictDetail.textContent = `Over ${months} months of real Polymarket events (${span}), this strategy's rule never fired even once. Pure arbitrage on resting prices almost never exists — bots eat any gap in milliseconds.`;
|
|||
|
|
} else if (cls === "win") {
|
|||
|
|
el.verdictLabel.textContent = "Made money on this dataset";
|
|||
|
|
el.verdictDetail.textContent = `Over ${months} months (${span}) this strategy fired ${firedN} across ${eventCount} events. ${wins} wins, ${losses} losses. At a $${state.bankroll.toLocaleString()} bankroll per trade, total profit was ${formatSignedDollar(totalPnl)}.`;
|
|||
|
|
} else if (cls === "loss") {
|
|||
|
|
el.verdictLabel.textContent = "Lost money on this dataset";
|
|||
|
|
el.verdictDetail.textContent = `Over ${months} months (${span}) this strategy fired ${firedN} across ${eventCount} events. ${wins} wins, ${losses} losses. At a $${state.bankroll.toLocaleString()} bankroll per trade, total loss was ${formatSignedDollar(totalPnl)}.`;
|
|||
|
|
} else {
|
|||
|
|
el.verdictLabel.textContent = "Roughly break-even";
|
|||
|
|
el.verdictDetail.textContent = `Over ${months} months (${span}) this strategy fired ${firedN} across ${eventCount} events. Total profit with a $${state.bankroll.toLocaleString()} bankroll was ${formatSignedDollar(totalPnl)} — essentially nothing.`;
|
|||
|
|
}
|
|||
|
|
|
|||
|
|
el.vstatPnl.textContent = formatSignedDollar(totalPnl);
|
|||
|
|
el.vstatPnl.className = "vstat-val " + (totalPnl > 0.005 ? "pos" : totalPnl < -0.005 ? "neg" : "");
|
|||
|
|
el.vstatPnlLbl.textContent = `Total profit at $${state.bankroll.toLocaleString()} per trade`;
|
|||
|
|
|
|||
|
|
el.vstatRoi.textContent = trades > 0 ? formatSignedPct(roi) : "—";
|
|||
|
|
el.vstatRoi.className = "vstat-val " + (roi > 0.0001 ? "pos" : roi < -0.0001 ? "neg" : "");
|
|||
|
|
el.vstatTrades.textContent = `${trades} of ${eventCount}`;
|
|||
|
|
el.vstatTrades.className = "vstat-val";
|
|||
|
|
el.vstatWinrate.textContent = trades > 0 ? `${(result.winRate * 100).toFixed(1)}%` : "—";
|
|||
|
|
el.vstatWinrate.className = "vstat-val";
|
|||
|
|
|
|||
|
|
// Annualized profit: scale the total by (365 / span)
|
|||
|
|
const annualPnl = totalPnl * (365 / state.spanDays);
|
|||
|
|
el.vstatAnnual.textContent = trades > 0 ? formatSignedDollar(annualPnl) : "—";
|
|||
|
|
el.vstatAnnual.className = "vstat-val " + (annualPnl > 0.005 ? "pos" : annualPnl < -0.005 ? "neg" : "");
|
|||
|
|
|
|||
|
|
el.verdictExplainer.innerHTML = strategy.why;
|
|||
|
|
}
|
|||
|
|
|
|||
|
|
function renderTradeList() {
|
|||
|
|
const strategy = STRATEGIES.find(s => s.key === state.activeKey);
|
|||
|
|
const result = state.results[strategy.key];
|
|||
|
|
const all = result.rows;
|
|||
|
|
|
|||
|
|
const filters = {
|
|||
|
|
all: (r) => true,
|
|||
|
|
trades: (r) => r.result.action === "trade",
|
|||
|
|
wins: (r) => r.result.action === "trade" && r.pnl > 0,
|
|||
|
|
losses: (r) => r.result.action === "trade" && r.pnl < 0,
|
|||
|
|
skipped: (r) => r.result.action === "skip",
|
|||
|
|
};
|
|||
|
|
const filtered = all.filter(filters[state.tradeFilter]);
|
|||
|
|
|
|||
|
|
// counts
|
|||
|
|
el.cntAll.textContent = all.length;
|
|||
|
|
el.cntTrades.textContent = all.filter(filters.trades).length;
|
|||
|
|
el.cntWins.textContent = all.filter(filters.wins).length;
|
|||
|
|
el.cntLosses.textContent = all.filter(filters.losses).length;
|
|||
|
|
el.cntSkipped.textContent = all.filter(filters.skipped).length;
|
|||
|
|
|
|||
|
|
// sort: trades first (by |pnl| desc), then skipped
|
|||
|
|
filtered.sort((a, b) => {
|
|||
|
|
const aAct = a.result.action === "trade" ? 0 : 1;
|
|||
|
|
const bAct = b.result.action === "trade" ? 0 : 1;
|
|||
|
|
if (aAct !== bAct) return aAct - bAct;
|
|||
|
|
return Math.abs(b.pnl) - Math.abs(a.pnl);
|
|||
|
|
});
|
|||
|
|
|
|||
|
|
el.tradeList.innerHTML = "";
|
|||
|
|
if (!filtered.length) {
|
|||
|
|
const empty = document.createElement("div");
|
|||
|
|
empty.className = "trade-show-more";
|
|||
|
|
empty.style.cursor = "default";
|
|||
|
|
empty.textContent = "No trades match this filter.";
|
|||
|
|
el.tradeList.appendChild(empty);
|
|||
|
|
return;
|
|||
|
|
}
|
|||
|
|
// Show every row. If you claim N trades, you show N trades.
|
|||
|
|
for (const r of filtered) {
|
|||
|
|
el.tradeList.appendChild(renderTradeRow(r));
|
|||
|
|
}
|
|||
|
|
const footer = document.createElement("div");
|
|||
|
|
footer.className = "trade-count-footer";
|
|||
|
|
footer.innerHTML = `Showing all <strong>${filtered.length}</strong> ${filtered.length === 1 ? "row" : "rows"} · <a href="#" id="csv-download">download as CSV</a>`;
|
|||
|
|
el.tradeList.appendChild(footer);
|
|||
|
|
const dl = document.getElementById("csv-download");
|
|||
|
|
if (dl) dl.addEventListener("click", (e) => { e.preventDefault(); downloadCsv(); });
|
|||
|
|
}
|
|||
|
|
|
|||
|
|
function downloadCsv() {
|
|||
|
|
const strategy = STRATEGIES.find(s => s.key === state.activeKey);
|
|||
|
|
const result = state.results[strategy.key];
|
|||
|
|
const rows = [["event_title", "neg_risk", "num_outcomes", "action", "cost", "payout", "pnl", "note"]];
|
|||
|
|
for (const r of result.rows) {
|
|||
|
|
rows.push([
|
|||
|
|
r.event.title,
|
|||
|
|
String(r.event.neg_risk),
|
|||
|
|
String(r.event.num_outcomes),
|
|||
|
|
r.result.action,
|
|||
|
|
(r.result.cost || 0).toFixed(4),
|
|||
|
|
(r.result.payout || 0).toFixed(4),
|
|||
|
|
r.pnl.toFixed(4),
|
|||
|
|
(r.result.note || "").replace(/[\r\n]+/g, " "),
|
|||
|
|
]);
|
|||
|
|
}
|
|||
|
|
const csv = rows.map(row => row.map(v => {
|
|||
|
|
const s = String(v);
|
|||
|
|
return /[",\n]/.test(s) ? '"' + s.replace(/"/g, '""') + '"' : s;
|
|||
|
|
}).join(",")).join("\n");
|
|||
|
|
const blob = new Blob([csv], { type: "text/csv;charset=utf-8" });
|
|||
|
|
const url = URL.createObjectURL(blob);
|
|||
|
|
const a = document.createElement("a");
|
|||
|
|
a.href = url;
|
|||
|
|
a.download = `polymarket-backtest-${strategy.key}.csv`;
|
|||
|
|
document.body.appendChild(a); a.click();
|
|||
|
|
setTimeout(() => { URL.revokeObjectURL(url); document.body.removeChild(a); }, 0);
|
|||
|
|
}
|
|||
|
|
|
|||
|
|
function renderTradeRow(r) {
|
|||
|
|
const row = document.createElement("div");
|
|||
|
|
const didTrade = r.result.action === "trade";
|
|||
|
|
const cls = didTrade
|
|||
|
|
? (r.pnl > 0 ? "win" : r.pnl < 0 ? "loss" : "skip")
|
|||
|
|
: "skip";
|
|||
|
|
row.className = "trade-row " + cls;
|
|||
|
|
|
|||
|
|
// Scale by bankroll: if backtest cost was $0.40 for one share, and bankroll is
|
|||
|
|
// $1000, the trader would buy $1000/$0.40 = 2500 units — scaled pnl = roi * bankroll.
|
|||
|
|
const unitRoi = r.result.cost > 0 ? (r.pnl / r.result.cost) : 0;
|
|||
|
|
const scaledCost = didTrade ? state.bankroll : 0;
|
|||
|
|
const scaledPayout = didTrade ? state.bankroll * (1 + unitRoi) : 0;
|
|||
|
|
const scaledPnl = scaledPayout - scaledCost;
|
|||
|
|
|
|||
|
|
const meta = didTrade
|
|||
|
|
? `paid $${scaledCost.toLocaleString(undefined, {maximumFractionDigits:2})} → got back $${scaledPayout.toLocaleString(undefined, {maximumFractionDigits:2})}`
|
|||
|
|
: (r.result.note || "Strategy did not trade this event.");
|
|||
|
|
|
|||
|
|
const resultCell = didTrade
|
|||
|
|
? (scaledPnl > 0.005
|
|||
|
|
? `<span class="trade-result pos">+$${scaledPnl.toLocaleString(undefined, {maximumFractionDigits:2})}</span>`
|
|||
|
|
: scaledPnl < -0.005
|
|||
|
|
? `<span class="trade-result neg">-$${Math.abs(scaledPnl).toLocaleString(undefined, {maximumFractionDigits:2})}</span>`
|
|||
|
|
: `<span class="trade-result neutral">$0.00</span>`)
|
|||
|
|
: `<span class="trade-result neutral">skipped</span>`;
|
|||
|
|
|
|||
|
|
row.innerHTML = `
|
|||
|
|
<div class="trade-event">
|
|||
|
|
<div class="trade-title">${escapeHtml(r.event.title)}</div>
|
|||
|
|
<div class="trade-meta">${escapeHtml(meta)}</div>
|
|||
|
|
</div>
|
|||
|
|
<div class="trade-action">${escapeHtml(didTrade ? r.result.note : "")}</div>
|
|||
|
|
${resultCell}
|
|||
|
|
`;
|
|||
|
|
return row;
|
|||
|
|
}
|
|||
|
|
|
|||
|
|
// ========================== RENDER: STRATEGIES TAB ======================
|
|||
|
|
|
|||
|
|
function renderStrategyGrid() {
|
|||
|
|
el.strategyGrid.innerHTML = "";
|
|||
|
|
for (const s of STRATEGIES) {
|
|||
|
|
const r = state.results[s.key];
|
|||
|
|
const cls = verdictClass(r);
|
|||
|
|
const card = document.createElement("div");
|
|||
|
|
card.className = "strat-card" + (s.key === state.activeKey ? " active" : "");
|
|||
|
|
const metric = r.trades > 0 ? formatSignedPct(r.roi) : "never fired";
|
|||
|
|
const totalScaledPnl = r.roi * state.bankroll * r.trades;
|
|||
|
|
const metricSub = r.trades > 0
|
|||
|
|
? `${formatSignedDollar(totalScaledPnl)} total at $${state.bankroll.toLocaleString()}/trade · ${r.trades} trades`
|
|||
|
|
: `skipped all ${r.eventCount} events`;
|
|||
|
|
const verdictLabel = r.trades === 0 ? "INACTIVE"
|
|||
|
|
: cls === "win" ? "PROFITABLE"
|
|||
|
|
: cls === "loss" ? "LOSES MONEY"
|
|||
|
|
: "BREAK-EVEN";
|
|||
|
|
|
|||
|
|
card.innerHTML = `
|
|||
|
|
<div class="strat-card-head">
|
|||
|
|
<div class="strat-card-name">${escapeHtml(s.name)}</div>
|
|||
|
|
<div class="strat-card-badge ${cls}">${verdictLabel}</div>
|
|||
|
|
</div>
|
|||
|
|
<p class="strat-card-desc">${escapeHtml(s.oneLiner)}</p>
|
|||
|
|
<div class="strat-card-metric ${cls}">${metric}</div>
|
|||
|
|
<div class="strat-card-metric-sub">${escapeHtml(metricSub)}</div>
|
|||
|
|
<div class="strat-card-stats">
|
|||
|
|
<div class="strat-card-stat">trades: <strong>${r.trades}</strong></div>
|
|||
|
|
<div class="strat-card-stat">wins: <strong>${r.wins}</strong></div>
|
|||
|
|
<div class="strat-card-stat">losses: <strong>${r.losses}</strong></div>
|
|||
|
|
</div>
|
|||
|
|
<div class="strat-card-learn">Learn more & use this strategy →</div>
|
|||
|
|
`;
|
|||
|
|
card.addEventListener("click", () => openStrategyModal(s));
|
|||
|
|
el.strategyGrid.appendChild(card);
|
|||
|
|
}
|
|||
|
|
}
|
|||
|
|
|
|||
|
|
function openStrategyModal(s) {
|
|||
|
|
const r = state.results[s.key];
|
|||
|
|
const cls = verdictClass(r);
|
|||
|
|
const verdictLabel = r.trades === 0 ? "STRATEGY NEVER FIRED"
|
|||
|
|
: cls === "win" ? "PROFITABLE ON THIS DATASET"
|
|||
|
|
: cls === "loss" ? "LOSES MONEY ON THIS DATASET"
|
|||
|
|
: "ROUGHLY BREAK-EVEN";
|
|||
|
|
|
|||
|
|
el.modalContent.innerHTML = `
|
|||
|
|
<div class="strategy-detail">
|
|||
|
|
<h2>${escapeHtml(s.name)}</h2>
|
|||
|
|
<div class="detail-verdict ${cls}">${verdictLabel}</div>
|
|||
|
|
|
|||
|
|
<div class="detail-rule"><strong>The rule:</strong> ${s.rule}</div>
|
|||
|
|
|
|||
|
|
<div class="detail-section">
|
|||
|
|
<h3>Why this strategy?</h3>
|
|||
|
|
<p>${s.why}</p>
|
|||
|
|
</div>
|
|||
|
|
|
|||
|
|
<div class="detail-section">
|
|||
|
|
<h3>Results on ${r.eventCount} real resolved events</h3>
|
|||
|
|
<div class="detail-stats">
|
|||
|
|
<div class="dstat">
|
|||
|
|
<div class="dstat-val ${r.pnlAbs > 0 ? 'pos' : r.pnlAbs < 0 ? 'neg' : ''}">${formatSignedDollar(r.pnlAbs)}</div>
|
|||
|
|
<div class="dstat-lbl">total profit</div>
|
|||
|
|
</div>
|
|||
|
|
<div class="dstat">
|
|||
|
|
<div class="dstat-val ${r.roi > 0 ? 'pos' : r.roi < 0 ? 'neg' : ''}">${r.trades > 0 ? formatSignedPct(r.roi) : '—'}</div>
|
|||
|
|
<div class="dstat-lbl">ROI per dollar</div>
|
|||
|
|
</div>
|
|||
|
|
<div class="dstat">
|
|||
|
|
<div class="dstat-val">${r.trades}</div>
|
|||
|
|
<div class="dstat-lbl">trades taken</div>
|
|||
|
|
</div>
|
|||
|
|
<div class="dstat">
|
|||
|
|
<div class="dstat-val">${r.trades > 0 ? (r.winRate * 100).toFixed(1) + '%' : '—'}</div>
|
|||
|
|
<div class="dstat-lbl">win rate</div>
|
|||
|
|
</div>
|
|||
|
|
</div>
|
|||
|
|
</div>
|
|||
|
|
|
|||
|
|
<div class="cta-row">
|
|||
|
|
<button type="button" class="cta-primary" id="use-strategy">Run this strategy on Results tab</button>
|
|||
|
|
<button type="button" class="cta-secondary" data-close>Close</button>
|
|||
|
|
</div>
|
|||
|
|
</div>
|
|||
|
|
`;
|
|||
|
|
el.modal.hidden = false;
|
|||
|
|
document.getElementById("use-strategy").addEventListener("click", () => {
|
|||
|
|
state.activeKey = s.key;
|
|||
|
|
state.tradeFilter = "all";
|
|||
|
|
document.querySelectorAll(".filter-btn").forEach(b => b.classList.toggle("active", b.dataset.filter === "all"));
|
|||
|
|
renderActiveStrategy();
|
|||
|
|
renderStrategyGrid();
|
|||
|
|
el.modal.hidden = true;
|
|||
|
|
switchTab("results");
|
|||
|
|
});
|
|||
|
|
}
|
|||
|
|
|
|||
|
|
// ========================== UTILS =======================================
|
|||
|
|
|
|||
|
|
function formatSignedDollar(x) {
|
|||
|
|
const sign = x >= 0 ? "+" : "−";
|
|||
|
|
return sign + "$" + Math.abs(x).toFixed(2);
|
|||
|
|
}
|
|||
|
|
function formatSignedPct(x) {
|
|||
|
|
const sign = x >= 0 ? "+" : "−";
|
|||
|
|
return sign + Math.abs(x * 100).toFixed(2) + "%";
|
|||
|
|
}
|
|||
|
|
function escapeHtml(s) {
|
|||
|
|
return String(s).replace(/[&<>"']/g, c => ({ "&": "&", "<": "<", ">": ">", '"': """, "'": "'" }[c]));
|
|||
|
|
}
|