Wallet analytics & paper trading for Polymarket
See who trades consistently,
then paper-trade copying them
We filter out one-off bets, wash volume and market makers from on-chain history and keep traders with steady 90-day results. Read their win rate, ROI and drawdown, then paper-trade them while logging real latency and slippage.
Phase one is paper trading only: no real money, no private key.
Top 3 on the leaderboardAs of 2026-10-21 19:08 (Beijing time, UTC+8)
| # | Wallet | Win rate | ROI |
|---|---|---|---|
| 1 | @vinii 0x1ee9…197f | 72% | +92.4% |
| 2 | 0x08b0…3f7c 0x08b0…3f7c | 82% | +122.4% |
| 3 | 0xc7d0…1f8a 0xc7d0…1f8a | 98% | +73.4% |
No one-off whales or wash volume
Wallets whose results hinge on one event, whose volume dwarfs their results, or that self-cross or make markets are excluded.
↗02A data page for every wallet
90-day win rate, ROI, max drawdown, resolved markets and equity curve. Missing values say "No data".
↗03Paper trading counts the costs
Proportional mirroring with caps and a deviation limit; every trade logs its price gap and delay.
↗How to use it
- 1Pick a wallet from the leaderboard's long-term data
- 2Set rules: ratio, per-trade cap, per-market cap, deviation limit
- 3Run paper trading: log price gap, delay and net result per trade
- 4Then decide: consider small live size only if the numbers hold up