KXMLBTOTAL Sub-85c Buy >150m, 95c TP, 80c SL, <120m Exit

Starter is $19/month with 10 deploys per week. Upgrade as you grow.

This strategy trades the KXMLBTOTAL market every 30 minutes. It buys 5 'yes' contracts when the price is below 0.93 and there are more than 144 minutes until expiry. It sells all positions if the price rises to 0.97, drops to 0.70, or when fewer than 120 minutes remain. The total position is limited to 20 contracts.

Kalshi·Jun 3 to Jun 11·Created 27d ago

Net P&L

-$110

Return -552.4% on risk capital

Sharpe

-1.81

Return Sharpe

Win rate

0.0%

547 trades

Max drawdown

-$110

Peak to trough

A few notes on these numbers

Methodology: Backtests replay supported historical market data, usually a 30-day Studio window, and evaluate strategy rules on the available cadence. Signals can fill no earlier than the next tradable step. Taker fills use top-of-book prices or available L2 depth, with Kalshi-style fees where modeled. Queue position, latency, and future liquidity are not fully modeled. Simulated P&L is net of modeled fees over the window.
Starting capital: Kalshi backtests use the strategy's configured max position as the risk-capital denominator. Return is computed from that configured capital, while total P&L is still shown in dollars.
Past performance: Backtested results are hypothetical. They are derived from historical data and do not reflect live execution risks like slippage beyond the orderbook, partial fills, API latency, or venue outages. Past performance does not guarantee future results.
Not financial advice: Nothing on this page is investment, legal, or tax advice. Prediction markets carry real risk of loss. Only trade with money you can afford to lose, and do your own research before deploying any strategy live.

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KXMLBTOTAL Sub-85c Buy >150m, 95c TP, 80c SL, <120m Exit

Starter is $19/month with 10 deploys per week. Upgrade as you grow.

Kalshi·Jun 3 to Jun 11·Created 27d ago

Net P&L

-$110

Return -552.4% on risk capital

Sharpe

-1.81

Return Sharpe

Win rate

0.0%

547 trades

Max drawdown

-$110

Peak to trough

A few notes on these numbers

Methodology: Backtests replay supported historical market data, usually a 30-day Studio window, and evaluate strategy rules on the available cadence. Signals can fill no earlier than the next tradable step. Taker fills use top-of-book prices or available L2 depth, with Kalshi-style fees where modeled. Queue position, latency, and future liquidity are not fully modeled. Simulated P&L is net of modeled fees over the window.
Starting capital: Kalshi backtests use the strategy's configured max position as the risk-capital denominator. Return is computed from that configured capital, while total P&L is still shown in dollars.
Past performance: Backtested results are hypothetical. They are derived from historical data and do not reflect live execution risks like slippage beyond the orderbook, partial fills, API latency, or venue outages. Past performance does not guarantee future results.
Not financial advice: Nothing on this page is investment, legal, or tax advice. Prediction markets carry real risk of loss. Only trade with money you can afford to lose, and do your own research before deploying any strategy live.