In backtest, only 3% of 0x1755…5aac's buys could be fully copied at a 5-minute delay
Provisional
Only 3% of this trader's buys could be fully copied at a 5-minute delay, and another 7% only partly; the −$1,161 comes from the part you could copy. A copier who mirrored 0x1755…5aac's 4,026 buys across 708 markets with a 5-minute delay and $100 per trade would have ended at −$1,161. The leader lost $22,367 at the same size, so there were no returns to keep: the delay helped by +$21,646, slippage $221.25 and fees $219.06. In the backtest, this simulated copy would have tied up to $2,514 at once across 413 positions.
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Key numbers
The headline numbers only count what real trades in the 10 minutes after the delay prove. “Including estimates” also counts the unproven part of a buy when order-book or trading-volume evidence says it was fillable, at an estimated price. Treat it as an upper view, not a promise. 1,623 estimated: 493 high · 571 medium · 559 low · 2,175 thin How we estimate
Cumulative PnL across all copied positions
Final values: 0 min: −$592.88; 1 min: −$329.14; 5 min: −$1,161; 30 min: +$2,228. Max drawdown −$1,824 (5 min, Sep 30). Hover or use the arrow keys to read values.
Chart data by day
| Day (UTC) | 0 min | 1 min | 5 min | 30 min |
|---|---|---|---|---|
| Sep 21 | −$320.64 | −$342.91 | −$293.08 | +$925.56 |
| Sep 22 | −$1,058 | −$893.51 | −$703.75 | +$926.73 |
| Sep 23 | −$1,481 | −$1,330 | −$1,145 | +$1,009 |
| Sep 24 | −$1,486 | −$1,331 | −$1,127 | +$1,058 |
| Sep 25 | −$1,425 | −$1,286 | −$1,250 | +$1,782 |
| Sep 26 | −$1,425 | −$1,286 | −$1,250 | +$1,782 |
| Sep 27 | −$1,425 | −$1,286 | −$1,250 | +$1,782 |
| Sep 28 | −$1,553 | −$1,383 | −$1,257 | +$1,492 |
| Sep 29 | −$1,650 | −$1,308 | −$1,160 | +$1,553 |
| Sep 30 | −$939.95 | −$510.60 | −$1,119 | +$1,373 |
| Oct 1 | −$894.58 | −$453.04 | −$891.65 | +$1,223 |
| Oct 2 | −$931.50 | −$520.24 | −$1,048 | +$1,056 |
| Oct 3 | −$931.50 | −$520.24 | −$1,048 | +$1,056 |
| Oct 4 | −$931.50 | −$520.24 | −$1,048 | +$1,056 |
| Oct 5 | −$930.15 | −$394.38 | −$1,028 | +$1,096 |
| Oct 6 | −$913.58 | −$398.00 | −$1,029 | +$1,226 |
| Oct 7 | −$980.21 | −$420.06 | −$1,001 | +$1,226 |
| Oct 8 | −$1,079 | −$414.24 | −$1,026 | +$1,239 |
| Oct 9 | −$1,046 | −$377.81 | −$1,030 | +$1,230 |
| Oct 10 | −$1,046 | −$377.81 | −$1,030 | +$1,230 |
| Oct 11 | −$1,046 | −$377.81 | −$1,030 | +$1,230 |
| Oct 12 | −$387.02 | −$85.41 | −$860.55 | +$1,479 |
| Oct 13 | −$559.47 | −$239.77 | −$938.12 | +$1,418 |
| Oct 14 | −$559.47 | −$239.77 | −$938.12 | +$1,418 |
| Oct 15 | −$189.70 | +$8.68 | −$560.77 | +$1,945 |
| Oct 16 | +$130.85 | +$310.75 | −$229.46 | +$2,219 |
| Oct 17 | +$130.85 | +$310.75 | −$229.46 | +$2,219 |
| Oct 18 | +$130.85 | +$310.75 | −$229.46 | +$2,219 |
| Oct 19 | −$1,248 | −$1,034 | −$1,564 | +$1,955 |
| Oct 20 | −$1,165 | −$910.25 | −$1,416 | +$2,005 |
| Oct 21 | −$603.88 | −$355.57 | −$1,185 | +$2,274 |
| Oct 22 | −$616.19 | −$334.37 | −$1,166 | +$2,228 |
| Oct 23 | −$592.88 | −$329.14 | −$1,161 | +$2,228 |
Every delay side by side
| Delay | Follower PnL | Kept | Filled |
|---|---|---|---|
| 0 min | −$592.88 | n/a (The leader lost money at this size, so there were no returns to keep) | 4% |
| 1 min | −$329.14 | n/a (The leader lost money at this size, so there were no returns to keep) | 4% |
| 5 min (selected) | −$1,161 | n/a (The leader lost money at this size, so there were no returns to keep) | 3% |
| 30 min | +$2,228 | n/a (The leader lost money at this size, so there were no returns to keep) | 3% |
Where the returns go
- Leader PnL at your size−$22,367
- Delay helped+$21,646
- Slippage−$221.25
- Fees (buys $219.06 · sells $0.00)−$219.06
- Follower PnL−$1,161
Leader PnL is scaled to your per-trade size. Delay cost is the price move between the leader's fill and yours; slippage is walking the book to fill your size; fees use the 2026 fee schedule. Methodology.
By category
| Category | Trades | Follower PnL | ROI |
|---|---|---|---|
| Finance | 4,026 | −$1,161 | −6.0% |
Trades
Each leader buy and the copy we simulated at the selected delay. Open “Details” to see the market fills behind the copy price.
How fills are simulated: a copy can only fill against real taker buys of the same outcome within 10 minutes after the delay, so the headline numbers are conservative. Fill basis adds a second opinion: where no trade proved a fill, order-book or volume evidence may say the size was still fillable (an estimate, never in the headline). Methodology.
Filled whole order · Partial (NN%) part of it · No buyers nobody bought in the window — not counted · Data not in yet too recent to evaluate
| Date | Market | Leader price | Copy price | Fill | Fill basis | Follower PnL | Details |
|---|---|---|---|---|---|---|---|
| Trades load from the live API when this section is visible. | |||||||
More Finance traders
- 0xf9e1…0458Beat the leader at a 5-minute delay
- 0x9994…08b0Beat the leader at a 5-minute delay
- 0xedc8…3296Beat the leader at a 5-minute delay
- 0x2651…3471Leader lost money at this size
- 0x4388…5050Keeps −10% at a 5-minute delay
- 0x832b…5c91Leader lost money at this size
See the full Finance copyability board, read the methodology, or learn how slippage and fees eat into copied returns.
This is a simulation built from historical on-chain fills; it is not a record of real copy trades. Past results don't predict future results. Only the wallet address and its public Polymarket name are shown.