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Goal: judge a trader on history, not vibes. This recipe pulls a wallet’s P&L time series and its historical fills so you can reconstruct how it actually performed. All requests need a Bearer key. See Authentication.

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1. The P&L series

GET /api/v1/trader/{address}/pnl returns the daily series plus rolled-up stats and drawdowns: 
import os, requests

BASE = "https://api.0xinsider.com/api/v1"
H = {"Authorization": f"Bearer {os.environ['OXINSIDER_API_KEY']}"}

addr = "0x204f72f35326db932158cba6adff0b9a1da95e14"
pnl = requests.get(f"{BASE}/trader/{addr}/pnl", headers=H).json()["data"]

print("all-time:", pnl["stats"]["all"])
print("last 30d:", pnl["stats"]["d30"])

for entry in pnl["entries"][-10:]:
    print(entry["date"], entry["cumulative_profit"], entry["daily_change"])
entries is the daily series (date, total_pnl, cumulative_profit, daily_change, markets_traded, total_volume). monthly, year_totals, and drawdown give you the longer view. stats is pre-rolled for all, d90, d30, and d7 windows.

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2. The fill history

For the trades behind the curve, replay this wallet’s historical whale trades over a date range with GET /api/v1/whale-trades/history. It accepts a trader filter and a from/to window: 
fills = requests.get(
    f"{BASE}/whale-trades/history",
    params={
        "trader": addr,
        "from": "2026-01-01T00:00:00Z",
        "to": "2026-06-01T00:00:00Z",
        "limit": 100,
    },
    headers=H,
).json()

for tr in fills["data"]:
    print(tr["traded_at"], tr["side"], tr["size_usd"], "@", tr["price"], tr["market"]["title"])
Page through with the cursor (see Pagination) to pull the full window.

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3. Per-market entries and exits

To reconstruct cost basis on a single market, use the position timeline with a condition_id. It gives ordered buys and sells with the running average price: 
curl -H "Authorization: Bearer $OXINSIDER_API_KEY" \
  "https://api.0xinsider.com/api/v1/traders/0x204f.../position-timeline?condition_id=0x123..."

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Scope and limits

  • The whale-trade history covers fills above the whale threshold. Small trades below it are not in this feed; use the aggregated P&L series for the complete return picture.
  • There is no single “closed positions” list endpoint. Reconstruct closed lots from the per-market timelines, or rely on the pnl series for net performance.
  • /trader/{address}/export returns export metadata (ranges, counts, completeness), not raw rows.
  • Backtest history is Polymarket-only; see Platforms.