Every Kalshi market.
Politics, econ, weather, crypto, sports. If Kalshi lists it, the candle history is in the replay.
Product · Backtesting
30 days of Kalshi. Replayed in seconds.
One-minute Kalshi candles for the markets your strategy touches, with modeled fees and slippage. The same DSL spec compiles to the live runner and to the replay.
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Window30 days
Granularity1-min candles
SpeedSeconds
turbinefi pulls Kalshi's public candlestick endpoints across the markets your strategy targets and replays them inside the Studio session.
One-minute candles.
OHLC plus best bid and ask snapshots, sourced from Kalshi's public candlestick endpoints.
30-day rolling window.
The default backtest replays the last 30 days of Kalshi history for the markets your strategy targets.
No CSV downloads.
No notebook setup. The same DSL spec compiles to the live runner and the replay.
Most backtests finish in seconds.
The engine is written in Go, runs in process, and skips DataFrame round-trips and database hops. Exact time depends on how many markets the strategy touches and how dense the candle history is for those markets.
One screen. Equity curve, drawdown, trade log. Headline metrics in the strip below.
Headline numbers, fill quality, trade log.
PnL in dollars and as percent. Sharpe, max drawdown, win rate, total trades. Per-fill maker / taker classification, slippage versus signal price, fees applied. Trade log exports to CSV.
turbinefi's engine simulates next-bar fills, applies Kalshi's fee schedule, and reports slippage on every fill so you see the cost of being wrong about liquidity.
Limit orders.
Fills are simulated against the next-bar top of book, with maker / taker classification per fill.
Market orders.
A marketable order takes the next bar's opposite side. Slippage is reported on every fill.
Kalshi fees.
Applied per fill on Kalshi's schedule. Reported PnL is net of fees, not gross.
Forced exits at close.
Open positions are flattened at market close so PnL is not left ambiguous.
turbinefi
Notebook + cron
Generic AI wrapper
CSV downloads
30 days of Kalshi history
Yes
Partial
No
Partial
Backtest in seconds
Yes
No
No
No
Same code path live and replay
Yes
No
No
No
No infra to run
Yes
No
Partial
No
Kalshi fee model included
Yes
Partial
No
No
Beta pricing
$99/ month
Seven days free. After that, $99 a month (limited time, reg. $199). Backtests run as many as you want.
Book a callStart your 7-day free trial
- BasicUnlimited backtests, cloud deployments, every supported venue.
- $99/moLimited time. Reg. $199.
- ProFor funds and serious quants. API access, multi-strategy, concierge support. Contact us.
- $299/mo
Where does the historical Kalshi data come from?
turbinefi pulls Kalshi's public candlestick endpoints for the markets and series your strategy targets and replays them inside the Studio session. The default window is 30 days. We do not buy this data from a vendor, which is part of why a backtest is included in the subscription.
How fast is the turbinefi backtester?
Most 30-day backtests finish in seconds. The engine is written in Go, runs in process, and skips DataFrame round-trips and database hops. The exact time depends on how many markets and how many candles the strategy touches.
Can I export backtest results?
Yes. The backtest panel exports the trade log to CSV. The full equity curve and per-trade metrics are visible in the Studio.
What is included in a turbinefi backtest fill model?
One-minute Kalshi candles, next-bar top-of-book fills for limit orders, opposite-side fills for market orders, Kalshi's fee schedule, and a forced flatten at market close. Reported PnL is net of fees.
Does turbinefi support custom data feeds in a backtest?
Coinbase prices and NWS forecasts are wired into the backtester today as edge series. Other feeds are on the roadmap. See the Edge Data Feeds page for what is live.
Book a callStart your 7-day free trial