backtest_rule
Would this rule have made money? Replays recorded Kalshi quotes, second by second.
Describe a rule for Kalshi's 15-minute crypto up/down contracts: which side
to buy, when (minutes left), at what prices (cents), and optionally only when
Sardine's history beats Kalshi's ask plus fee by `min_gap_cents` (side BEST
picks whichever side has the larger gap). Sardine replays its per-second
recordings of Kalshi's order book: one trade per window, a limit order at the
ask landing after `latency_seconds`, filled only up to the size resting
there, Kalshi's real fee, and Kalshi's official settlement.
Returns profit per contract after fees with a 95% interval, win rate, fill
behaviour, a zero-latency comparison (exposes stale-quote illusions), a
first-half/second-half stability check, breakdowns by minutes left and
price, and warnings. Results only; no raw data. Dates are UTC YYYY-MM-DD.
Present results as what happened historically, never as a forecast.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| side | No | YES | |
| market | No | BTC-15M | |
| end_date | No | ||
| contracts | No | ||
| start_date | No | ||
| max_gap_cents | No | ||
| min_gap_cents | No | ||
| latency_seconds | No | ||
| max_price_cents | No | ||
| min_price_cents | No | ||
| max_minutes_left | No | ||
| min_minutes_left | No |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
No arguments | |||