Every Kalshi market.
Turbine can replay candle history for politics, econ, weather, crypto, and sports. If Kalshi lists it, the candle history is in the replay.
Product · Backtesting
30 days of Kalshi. Replayed in seconds.
Turbine can replay 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.
Window30 days
Granularity1-min candles
SpeedSeconds
Turbine pulls Kalshi's public candlestick endpoints across the markets your strategy targets and replays them inside the Studio session.
One-minute candles.
Turbine can use OHLC plus best bid and ask snapshots, sourced from Kalshi's public candlestick endpoints.
30-day rolling window.
Turbine can replay the last 30 days of Kalshi history for the markets your strategy targets.
No CSV downloads.
No notebook setup. Turbine uses the same DSL spec for the live runner and the replay.
Most backtests finish in seconds.
Turbine uses a Go engine that 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.
Turbine 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.
Turbine can simulate fills against the next-bar top of book, with maker / taker classification per fill.
Market orders.
Turbine can model a marketable order against the next bar's opposite side. Slippage is reported on every fill.
Kalshi fees.
Turbine can apply Kalshi's fee schedule per fill. Reported PnL is net of fees, not gross.
Forced exits at close.
Turbine can flatten open positions 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.
- 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?
Turbine 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. Turbine uses a Go engine that 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?
Turbine includes 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?
Turbine can use Coinbase prices and NWS forecasts in the backtester today as edge series. Other feeds are on the roadmap. See the Edge Data Feeds page for what is live.