backtest-kit 5.6.0 → 5.6.2

package/build/index.cjs

@@ -443,6 +443,91 @@ const GLOBAL_CONFIG = {
      * Binance requirement
      */
     CC_AGGREGATED_TRADES_MAX_MINUTES: 60,
+    /**
+     * Maximum number of events to keep in backtest markdown report storage.
+     * Older events are removed (FIFO) when this limit is exceeded.
+     *
+     * Default: 250 events
+     */
+    CC_MAX_BACKTEST_MARKDOWN_ROWS: 250,
+    /**
+     * Maximum number of events to keep in breakeven markdown report storage.
+     * Older events are removed (FIFO) when this limit is exceeded.
+     *
+     * Default: 250 events
+     */
+    CC_MAX_BREAKEVEN_MARKDOWN_ROWS: 250,
+    /**
+     * Maximum number of events to keep in heatmap markdown report storage.
+     * Older events are removed (FIFO) when this limit is exceeded.
+     *
+     * Default: 250 events
+     */
+    CC_MAX_HEATMAP_MARKDOWN_ROWS: 250,
+    /**
+     * Maximum number of events to keep in highest profit markdown report storage.
+     * Older events are removed (FIFO) when this limit is exceeded.
+     *
+     * Default: 250 events
+     */
+    CC_MAX_HIGHEST_PROFIT_MARKDOWN_ROWS: 250,
+    /**
+     * Maximum number of events to keep in live markdown report storage.
+     * Older events are removed (FIFO) when this limit is exceeded.
+     *
+     * Default: 250 events
+     */
+    CC_MAX_LIVE_MARKDOWN_ROWS: 250,
+    /**
+     * Maximum number of events to keep in partial markdown report storage.
+     * Older events are removed (FIFO) when this limit is exceeded.
+     *
+     * Default: 250 events
+     */
+    CC_MAX_PARTIAL_MARKDOWN_ROWS: 250,
+    /**
+     * Maximum number of events to keep in risk markdown report storage.
+     * Older events are removed (FIFO) when this limit is exceeded.
+     *
+     * Default: 250 events
+     */
+    CC_MAX_RISK_MARKDOWN_ROWS: 250,
+    /**
+     * Maximum number of events to keep in schedule markdown report storage.
+     * Older events are removed (FIFO) when this limit is exceeded.
+     *
+     * Default: 250 events
+     */
+    CC_MAX_SCHEDULE_MARKDOWN_ROWS: 250,
+    /**
+     * Maximum number of events to keep in strategy markdown report storage.
+     * Older events are removed (FIFO) when this limit is exceeded.
+     *
+     * Default: 250 events
+     */
+    CC_MAX_STRATEGY_MARKDOWN_ROWS: 250,
+    /**
+     * Maximum number of events to keep in sync markdown report storage.
+     * Older events are removed (FIFO) when this limit is exceeded.
+     *
+     * Default: 250 events
+     */
+    CC_MAX_SYNC_MARKDOWN_ROWS: 250,
+    /**
+     * Number of top strategies to include in the walker comparison table.
+     *
+     * Default: 10 strategies
+     */
+    CC_WALKER_MARKDOWN_TOP_N: 10,
+    /**
+     * Maximum number of performance metric events to keep in storage.
+     * Older events are removed when this limit is exceeded.
+     * Higher than other report event limits because performance metrics are lightweight
+     * and benefit from larger sample sizes for accurate statistical analysis.
+     *
+     * Default: 10000 events
+     */
+    CC_MAX_PERFORMANCE_MARKDOWN_ROWS: 10000,
     /**
      * Maximum number of notifications to keep in storage.
      * Older notifications are removed when this limit is exceeded.
@@ -18502,9 +18587,24 @@ const highest_profit_columns = [
         format: (data) => data.position.toUpperCase(),
         isVisible: () => true,
     },
+    {
+        key: "pnl",
+        label: "PNL (net)",
+        format: (data) => {
+            const pnlPercentage = data.pnl.pnlPercentage;
+            return `${pnlPercentage > 0 ? "+" : ""}${pnlPercentage.toFixed(2)}%`;
+        },
+        isVisible: () => true,
+    },
+    {
+        key: "pnlCost",
+        label: "PNL (USD)",
+        format: (data) => `${data.pnl.pnlCost > 0 ? "+" : ""}${data.pnl.pnlCost.toFixed(2)} USD`,
+        isVisible: () => true,
+    },
     {
         key: "currentPrice",
-        label: "Record Price",
+        label: "Peak Price",
         format: (data) => `${data.currentPrice.toFixed(8)} USD`,
         isVisible: () => true,
     },
@@ -19320,8 +19420,6 @@ function isUnsafe$3(value) {
     }
     return false;
 }
-/** Maximum number of signals to store in backtest reports */
-const MAX_EVENTS$a = 250;
 /**
  * Storage class for accumulating closed signals per strategy.
  * Maintains a list of all closed signals and provides methods to generate reports.
@@ -19342,8 +19440,8 @@ let ReportStorage$9 = class ReportStorage {
      */
     addSignal(data) {
         this._signalList.unshift(data);
-        // Trim queue if exceeded MAX_EVENTS
-        if (this._signalList.length > MAX_EVENTS$a) {
+        // Trim queue if exceeded GLOBAL_CONFIG.CC_MAX_BACKTEST_MARKDOWN_ROWS
+        if (this._signalList.length > GLOBAL_CONFIG.CC_MAX_BACKTEST_MARKDOWN_ROWS) {
             this._signalList.pop();
         }
     }
@@ -19778,8 +19876,6 @@ function isUnsafe$2(value) {
     }
     return false;
 }
-/** Maximum number of events to store in live trading reports */
-const MAX_EVENTS$9 = 250;
 /**
  * Storage class for accumulating all tick events per strategy.
  * Maintains a chronological list of all events (idle, opened, active, closed).
@@ -19816,7 +19912,7 @@ let ReportStorage$8 = class ReportStorage {
         }
         {
             this._eventList.unshift(newEvent);
-            if (this._eventList.length > MAX_EVENTS$9) {
+            if (this._eventList.length > GLOBAL_CONFIG.CC_MAX_LIVE_MARKDOWN_ROWS) {
                 this._eventList.pop();
             }
         }
@@ -19845,8 +19941,8 @@ let ReportStorage$8 = class ReportStorage {
             pendingAt: data.signal.pendingAt,
             scheduledAt: data.signal.scheduledAt,
         });
-        // Trim queue if exceeded MAX_EVENTS
-        if (this._eventList.length > MAX_EVENTS$9) {
+        // Trim queue if exceeded GLOBAL_CONFIG.CC_MAX_LIVE_MARKDOWN_ROWS
+        if (this._eventList.length > GLOBAL_CONFIG.CC_MAX_LIVE_MARKDOWN_ROWS) {
             this._eventList.pop();
         }
     }
@@ -19889,8 +19985,8 @@ let ReportStorage$8 = class ReportStorage {
         }
         // If no previous active event found, add new event
         this._eventList.unshift(newEvent);
-        // Trim queue if exceeded MAX_EVENTS
-        if (this._eventList.length > MAX_EVENTS$9) {
+        // Trim queue if exceeded GLOBAL_CONFIG.CC_MAX_LIVE_MARKDOWN_ROWS
+        if (this._eventList.length > GLOBAL_CONFIG.CC_MAX_LIVE_MARKDOWN_ROWS) {
             this._eventList.pop();
         }
     }
@@ -19926,8 +20022,8 @@ let ReportStorage$8 = class ReportStorage {
             scheduledAt: data.signal.scheduledAt,
         };
         this._eventList.unshift(newEvent);
-        // Trim queue if exceeded MAX_EVENTS
-        if (this._eventList.length > MAX_EVENTS$9) {
+        // Trim queue if exceeded GLOBAL_CONFIG.CC_MAX_LIVE_MARKDOWN_ROWS
+        if (this._eventList.length > GLOBAL_CONFIG.CC_MAX_LIVE_MARKDOWN_ROWS) {
             this._eventList.pop();
         }
     }
@@ -19954,8 +20050,8 @@ let ReportStorage$8 = class ReportStorage {
             totalPartials: data.signal.totalPartials,
             scheduledAt: data.signal.scheduledAt,
         });
-        // Trim queue if exceeded MAX_EVENTS
-        if (this._eventList.length > MAX_EVENTS$9) {
+        // Trim queue if exceeded GLOBAL_CONFIG.CC_MAX_LIVE_MARKDOWN_ROWS
+        if (this._eventList.length > GLOBAL_CONFIG.CC_MAX_LIVE_MARKDOWN_ROWS) {
             this._eventList.pop();
         }
     }
@@ -19997,8 +20093,8 @@ let ReportStorage$8 = class ReportStorage {
         }
         // If no previous waiting event found, add new event
         this._eventList.unshift(newEvent);
-        // Trim queue if exceeded MAX_EVENTS
-        if (this._eventList.length > MAX_EVENTS$9) {
+        // Trim queue if exceeded GLOBAL_CONFIG.CC_MAX_LIVE_MARKDOWN_ROWS
+        if (this._eventList.length > GLOBAL_CONFIG.CC_MAX_LIVE_MARKDOWN_ROWS) {
             this._eventList.pop();
         }
     }
@@ -20026,8 +20122,8 @@ let ReportStorage$8 = class ReportStorage {
             cancelReason: data.reason,
             scheduledAt: data.signal.scheduledAt,
         });
-        // Trim queue if exceeded MAX_EVENTS
-        if (this._eventList.length > MAX_EVENTS$9) {
+        // Trim queue if exceeded GLOBAL_CONFIG.CC_MAX_LIVE_MARKDOWN_ROWS
+        if (this._eventList.length > GLOBAL_CONFIG.CC_MAX_LIVE_MARKDOWN_ROWS) {
             this._eventList.pop();
         }
     }
@@ -20481,8 +20577,6 @@ const CREATE_FILE_NAME_FN$9 = (symbol, strategyName, exchangeName, frameName, ti
         parts.push("live");
     return `${parts.join("_")}-${timestamp}.md`;
 };
-/** Maximum number of events to store in schedule reports */
-const MAX_EVENTS$8 = 250;
 /**
  * Storage class for accumulating scheduled signal events per strategy.
  * Maintains a chronological list of scheduled and cancelled events.
@@ -20522,8 +20616,8 @@ let ReportStorage$7 = class ReportStorage {
             pnl: data.signal.pnl,
             scheduledAt: data.signal.scheduledAt,
         });
-        // Trim queue if exceeded MAX_EVENTS
-        if (this._eventList.length > MAX_EVENTS$8) {
+        // Trim queue if exceeded GLOBAL_CONFIG.CC_MAX_SCHEDULE_MARKDOWN_ROWS
+        if (this._eventList.length > GLOBAL_CONFIG.CC_MAX_SCHEDULE_MARKDOWN_ROWS) {
             this._eventList.pop();
         }
     }
@@ -20558,8 +20652,8 @@ let ReportStorage$7 = class ReportStorage {
             scheduledAt: data.signal.scheduledAt,
         };
         this._eventList.unshift(newEvent);
-        // Trim queue if exceeded MAX_EVENTS
-        if (this._eventList.length > MAX_EVENTS$8) {
+        // Trim queue if exceeded GLOBAL_CONFIG.CC_MAX_SCHEDULE_MARKDOWN_ROWS
+        if (this._eventList.length > GLOBAL_CONFIG.CC_MAX_SCHEDULE_MARKDOWN_ROWS) {
             this._eventList.pop();
         }
     }
@@ -20596,8 +20690,8 @@ let ReportStorage$7 = class ReportStorage {
             scheduledAt: data.signal.scheduledAt,
         };
         this._eventList.unshift(newEvent);
-        // Trim queue if exceeded MAX_EVENTS
-        if (this._eventList.length > MAX_EVENTS$8) {
+        // Trim queue if exceeded GLOBAL_CONFIG.CC_MAX_SCHEDULE_MARKDOWN_ROWS
+        if (this._eventList.length > GLOBAL_CONFIG.CC_MAX_SCHEDULE_MARKDOWN_ROWS) {
             this._eventList.pop();
         }
     }
@@ -21004,8 +21098,6 @@ function percentile(sortedArray, p) {
     const index = Math.ceil((sortedArray.length * p) / 100) - 1;
     return sortedArray[Math.max(0, index)];
 }
-/** Maximum number of performance events to store per strategy */
-const MAX_EVENTS$7 = 10000;
 /**
  * Storage class for accumulating performance metrics per strategy.
  * Maintains a list of all performance events and provides aggregated statistics.
@@ -21026,8 +21118,8 @@ class PerformanceStorage {
      */
     addEvent(event) {
         this._events.unshift(event);
-        // Trim queue if exceeded MAX_EVENTS (keep most recent)
-        if (this._events.length > MAX_EVENTS$7) {
+        // Trim queue if exceeded GLOBAL_CONFIG.CC_MAX_PERFORMANCE_MARKDOWN_ROWS (keep most recent)
+        if (this._events.length > GLOBAL_CONFIG.CC_MAX_PERFORMANCE_MARKDOWN_ROWS) {
             this._events.pop();
         }
     }
@@ -21144,6 +21236,10 @@ class PerformanceStorage {
         return [
             `# Performance Report: ${strategyName}`,
             "",
+            summaryTable,
+            "",
+            "**Note:** All durations are in milliseconds. P95/P99 represent 95th and 99th percentile response times. Wait times show the interval between consecutive events of the same type.",
+            "",
             `**Total events:** ${stats.totalEvents}`,
             `**Total execution time:** ${stats.totalDuration.toFixed(2)}ms`,
             `**Number of metric types:** ${Object.keys(stats.metricStats).length}`,
@@ -21152,11 +21248,6 @@ class PerformanceStorage {
             "",
             percentages.join("\n"),
             "",
-            "## Detailed Metrics",
-            "",
-            summaryTable,
-            "",
-            "**Note:** All durations are in milliseconds. P95/P99 represent 95th and 99th percentile response times. Wait times show the interval between consecutive events of the same type."
         ].join("\n");
     }
     /**
@@ -21496,7 +21587,7 @@ let ReportStorage$6 = class ReportStorage {
      * @param columns - Column configuration for formatting the strategy comparison table
      * @returns Markdown formatted comparison table
      */
-    async getComparisonTable(topN = 10, columns = COLUMN_CONFIG.walker_strategy_columns) {
+    async getComparisonTable(topN = GLOBAL_CONFIG.CC_WALKER_MARKDOWN_TOP_N, columns = COLUMN_CONFIG.walker_strategy_columns) {
         if (this._strategyResults.length === 0) {
             return "No strategy results available.";
         }
@@ -21598,7 +21689,7 @@ let ReportStorage$6 = class ReportStorage {
             "",
             "## Top Strategies Comparison",
             "",
-            await this.getComparisonTable(10, strategyColumns),
+            await this.getComparisonTable(GLOBAL_CONFIG.CC_WALKER_MARKDOWN_TOP_N, strategyColumns),
             "",
             "## All Signals (PNL Table)",
             "",
@@ -21896,8 +21987,6 @@ function isUnsafe(value) {
     }
     return false;
 }
-/** Maximum number of signals to store per symbol in heatmap reports */
-const MAX_EVENTS$6 = 250;
 /**
  * Storage class for accumulating closed signals per strategy and generating heatmap.
  * Maintains symbol-level statistics and provides portfolio-wide metrics.
@@ -21922,8 +22011,8 @@ class HeatmapStorage {
         }
         const signals = this.symbolData.get(symbol);
         signals.unshift(data);
-        // Trim queue if exceeded MAX_EVENTS per symbol
-        if (signals.length > MAX_EVENTS$6) {
+        // Trim queue if exceeded GLOBAL_CONFIG.CC_MAX_HEATMAP_MARKDOWN_ROWS per symbol
+        if (signals.length > GLOBAL_CONFIG.CC_MAX_HEATMAP_MARKDOWN_ROWS) {
             signals.pop();
         }
     }
@@ -23695,8 +23784,6 @@ const CREATE_FILE_NAME_FN$5 = (symbol, strategyName, exchangeName, frameName, ti
         parts.push("live");
     return `${parts.join("_")}-${timestamp}.md`;
 };
-/** Maximum number of events to store in partial reports */
-const MAX_EVENTS$5 = 250;
 /**
  * Storage class for accumulating partial profit/loss events per symbol-strategy pair.
  * Maintains a chronological list of profit and loss level events.
@@ -23743,8 +23830,8 @@ let ReportStorage$5 = class ReportStorage {
             scheduledAt: data.scheduledAt,
             backtest,
         });
-        // Trim queue if exceeded MAX_EVENTS
-        if (this._eventList.length > MAX_EVENTS$5) {
+        // Trim queue if exceeded GLOBAL_CONFIG.CC_MAX_PARTIAL_MARKDOWN_ROWS
+        if (this._eventList.length > GLOBAL_CONFIG.CC_MAX_PARTIAL_MARKDOWN_ROWS) {
             this._eventList.pop();
         }
     }
@@ -23781,8 +23868,8 @@ let ReportStorage$5 = class ReportStorage {
             scheduledAt: data.scheduledAt,
             backtest,
         });
-        // Trim queue if exceeded MAX_EVENTS
-        if (this._eventList.length > MAX_EVENTS$5) {
+        // Trim queue if exceeded GLOBAL_CONFIG.CC_MAX_PARTIAL_MARKDOWN_ROWS
+        if (this._eventList.length > GLOBAL_CONFIG.CC_MAX_PARTIAL_MARKDOWN_ROWS) {
             this._eventList.pop();
         }
     }
@@ -24838,8 +24925,6 @@ const CREATE_FILE_NAME_FN$4 = (symbol, strategyName, exchangeName, frameName, ti
         parts.push("live");
     return `${parts.join("_")}-${timestamp}.md`;
 };
-/** Maximum number of events to store in breakeven reports */
-const MAX_EVENTS$4 = 250;
 /**
  * Storage class for accumulating breakeven events per symbol-strategy pair.
  * Maintains a chronological list of breakeven events.
@@ -24884,8 +24969,8 @@ let ReportStorage$4 = class ReportStorage {
             scheduledAt: data.scheduledAt,
             backtest,
         });
-        // Trim queue if exceeded MAX_EVENTS
-        if (this._eventList.length > MAX_EVENTS$4) {
+        // Trim queue if exceeded GLOBAL_CONFIG.CC_MAX_BREAKEVEN_MARKDOWN_ROWS
+        if (this._eventList.length > GLOBAL_CONFIG.CC_MAX_BREAKEVEN_MARKDOWN_ROWS) {
             this._eventList.pop();
         }
     }
@@ -25514,8 +25599,6 @@ const CREATE_FILE_NAME_FN$3 = (symbol, strategyName, exchangeName, frameName, ti
         parts.push("live");
     return `${parts.join("_")}-${timestamp}.md`;
 };
-/** Maximum number of events to store in risk reports */
-const MAX_EVENTS$3 = 250;
 /**
  * Storage class for accumulating risk rejection events per symbol-strategy pair.
  * Maintains a chronological list of rejected signals due to risk limits.
@@ -25536,8 +25619,8 @@ let ReportStorage$3 = class ReportStorage {
      */
     addRejectionEvent(event) {
         this._eventList.unshift(event);
-        // Trim queue if exceeded MAX_EVENTS
-        if (this._eventList.length > MAX_EVENTS$3) {
+        // Trim queue if exceeded GLOBAL_CONFIG.CC_MAX_RISK_MARKDOWN_ROWS
+        if (this._eventList.length > GLOBAL_CONFIG.CC_MAX_RISK_MARKDOWN_ROWS) {
             this._eventList.pop();
         }
     }
@@ -28630,16 +28713,10 @@ const CREATE_FILE_NAME_FN$2 = (symbol, strategyName, exchangeName, frameName, ti
         parts.push("live");
     return `${parts.join("_")}-${timestamp}.md`;
 };
-/**
- * Maximum number of events to store per symbol-strategy pair.
- * Older events are discarded when this limit is exceeded.
- * @internal
- */
-const MAX_EVENTS$2 = 250;
 /**
  * In-memory storage for accumulating strategy events per symbol-strategy pair.
  *
- * Maintains a rolling window of the most recent events (up to MAX_EVENTS),
+ * Maintains a rolling window of the most recent events (up to GLOBAL_CONFIG.CC_MAX_STRATEGY_MARKDOWN_ROWS),
  * with newer events added to the front of the list. Provides methods to:
  * - Add new events (FIFO queue with max size)
  * - Retrieve aggregated statistics
@@ -28668,13 +28745,13 @@ let ReportStorage$2 = class ReportStorage {
      * Adds a new event to the storage.
      *
      * Events are added to the front of the list (most recent first).
-     * If the list exceeds MAX_EVENTS, the oldest event is removed.
+     * If the list exceeds GLOBAL_CONFIG.CC_MAX_STRATEGY_MARKDOWN_ROWS, the oldest event is removed.
      *
      * @param event - The strategy event to store
      */
     addEvent(event) {
         this._eventList.unshift(event);
-        if (this._eventList.length > MAX_EVENTS$2) {
+        if (this._eventList.length > GLOBAL_CONFIG.CC_MAX_STRATEGY_MARKDOWN_ROWS) {
             this._eventList.pop();
         }
     }
@@ -29545,8 +29622,6 @@ const CREATE_FILE_NAME_FN$1 = (symbol, strategyName, exchangeName, frameName, ti
         parts.push("live");
     return `${parts.join("_")}-${timestamp}.md`;
 };
-/** Maximum number of events to store in sync reports */
-const MAX_EVENTS$1 = 250;
 /**
  * Storage class for accumulating signal sync events per symbol-strategy-exchange-frame-backtest combination.
  * Maintains a chronological list of signal-open and signal-close events.
@@ -29561,7 +29636,7 @@ let ReportStorage$1 = class ReportStorage {
     }
     addEvent(event) {
         this._eventList.unshift(event);
-        if (this._eventList.length > MAX_EVENTS$1) {
+        if (this._eventList.length > GLOBAL_CONFIG.CC_MAX_SYNC_MARKDOWN_ROWS) {
             this._eventList.pop();
         }
     }
@@ -29764,8 +29839,6 @@ const CREATE_FILE_NAME_FN = (symbol, strategyName, exchangeName, frameName, time
         parts.push("live");
     return `${parts.join("_")}-${timestamp}.md`;
 };
-/** Maximum number of events to store per combination */
-const MAX_EVENTS = 250;
 /**
  * Accumulates highest profit events per symbol-strategy-exchange-frame combination.
  */
@@ -29787,13 +29860,14 @@ class ReportStorage {
             strategyName: data.strategyName,
             signalId: data.id,
             position: data.position,
+            pnl: data.pnl,
             currentPrice,
             priceOpen: data.priceOpen,
             priceTakeProfit: data.priceTakeProfit,
             priceStopLoss: data.priceStopLoss,
             backtest,
         });
-        if (this._eventList.length > MAX_EVENTS) {
+        if (this._eventList.length > GLOBAL_CONFIG.CC_MAX_HIGHEST_PROFIT_MARKDOWN_ROWS) {
             this._eventList.pop();
         }
     }

package/build/index.mjs

@@ -423,6 +423,91 @@ const GLOBAL_CONFIG = {
      * Binance requirement
      */
     CC_AGGREGATED_TRADES_MAX_MINUTES: 60,
+    /**
+     * Maximum number of events to keep in backtest markdown report storage.
+     * Older events are removed (FIFO) when this limit is exceeded.
+     *
+     * Default: 250 events
+     */
+    CC_MAX_BACKTEST_MARKDOWN_ROWS: 250,
+    /**
+     * Maximum number of events to keep in breakeven markdown report storage.
+     * Older events are removed (FIFO) when this limit is exceeded.
+     *
+     * Default: 250 events
+     */
+    CC_MAX_BREAKEVEN_MARKDOWN_ROWS: 250,
+    /**
+     * Maximum number of events to keep in heatmap markdown report storage.
+     * Older events are removed (FIFO) when this limit is exceeded.
+     *
+     * Default: 250 events
+     */
+    CC_MAX_HEATMAP_MARKDOWN_ROWS: 250,
+    /**
+     * Maximum number of events to keep in highest profit markdown report storage.
+     * Older events are removed (FIFO) when this limit is exceeded.
+     *
+     * Default: 250 events
+     */
+    CC_MAX_HIGHEST_PROFIT_MARKDOWN_ROWS: 250,
+    /**
+     * Maximum number of events to keep in live markdown report storage.
+     * Older events are removed (FIFO) when this limit is exceeded.
+     *
+     * Default: 250 events
+     */
+    CC_MAX_LIVE_MARKDOWN_ROWS: 250,
+    /**
+     * Maximum number of events to keep in partial markdown report storage.
+     * Older events are removed (FIFO) when this limit is exceeded.
+     *
+     * Default: 250 events
+     */
+    CC_MAX_PARTIAL_MARKDOWN_ROWS: 250,
+    /**
+     * Maximum number of events to keep in risk markdown report storage.
+     * Older events are removed (FIFO) when this limit is exceeded.
+     *
+     * Default: 250 events
+     */
+    CC_MAX_RISK_MARKDOWN_ROWS: 250,
+    /**
+     * Maximum number of events to keep in schedule markdown report storage.
+     * Older events are removed (FIFO) when this limit is exceeded.
+     *
+     * Default: 250 events
+     */
+    CC_MAX_SCHEDULE_MARKDOWN_ROWS: 250,
+    /**
+     * Maximum number of events to keep in strategy markdown report storage.
+     * Older events are removed (FIFO) when this limit is exceeded.
+     *
+     * Default: 250 events
+     */
+    CC_MAX_STRATEGY_MARKDOWN_ROWS: 250,
+    /**
+     * Maximum number of events to keep in sync markdown report storage.
+     * Older events are removed (FIFO) when this limit is exceeded.
+     *
+     * Default: 250 events
+     */
+    CC_MAX_SYNC_MARKDOWN_ROWS: 250,
+    /**
+     * Number of top strategies to include in the walker comparison table.
+     *
+     * Default: 10 strategies
+     */
+    CC_WALKER_MARKDOWN_TOP_N: 10,
+    /**
+     * Maximum number of performance metric events to keep in storage.
+     * Older events are removed when this limit is exceeded.
+     * Higher than other report event limits because performance metrics are lightweight
+     * and benefit from larger sample sizes for accurate statistical analysis.
+     *
+     * Default: 10000 events
+     */
+    CC_MAX_PERFORMANCE_MARKDOWN_ROWS: 10000,
     /**
      * Maximum number of notifications to keep in storage.
      * Older notifications are removed when this limit is exceeded.
@@ -18482,9 +18567,24 @@ const highest_profit_columns = [
         format: (data) => data.position.toUpperCase(),
         isVisible: () => true,
     },
+    {
+        key: "pnl",
+        label: "PNL (net)",
+        format: (data) => {
+            const pnlPercentage = data.pnl.pnlPercentage;
+            return `${pnlPercentage > 0 ? "+" : ""}${pnlPercentage.toFixed(2)}%`;
+        },
+        isVisible: () => true,
+    },
+    {
+        key: "pnlCost",
+        label: "PNL (USD)",
+        format: (data) => `${data.pnl.pnlCost > 0 ? "+" : ""}${data.pnl.pnlCost.toFixed(2)} USD`,
+        isVisible: () => true,
+    },
     {
         key: "currentPrice",
-        label: "Record Price",
+        label: "Peak Price",
         format: (data) => `${data.currentPrice.toFixed(8)} USD`,
         isVisible: () => true,
     },
@@ -19300,8 +19400,6 @@ function isUnsafe$3(value) {
     }
     return false;
 }
-/** Maximum number of signals to store in backtest reports */
-const MAX_EVENTS$a = 250;
 /**
  * Storage class for accumulating closed signals per strategy.
  * Maintains a list of all closed signals and provides methods to generate reports.
@@ -19322,8 +19420,8 @@ let ReportStorage$9 = class ReportStorage {
      */
     addSignal(data) {
         this._signalList.unshift(data);
-        // Trim queue if exceeded MAX_EVENTS
-        if (this._signalList.length > MAX_EVENTS$a) {
+        // Trim queue if exceeded GLOBAL_CONFIG.CC_MAX_BACKTEST_MARKDOWN_ROWS
+        if (this._signalList.length > GLOBAL_CONFIG.CC_MAX_BACKTEST_MARKDOWN_ROWS) {
             this._signalList.pop();
         }
     }
@@ -19758,8 +19856,6 @@ function isUnsafe$2(value) {
     }
     return false;
 }
-/** Maximum number of events to store in live trading reports */
-const MAX_EVENTS$9 = 250;
 /**
  * Storage class for accumulating all tick events per strategy.
  * Maintains a chronological list of all events (idle, opened, active, closed).
@@ -19796,7 +19892,7 @@ let ReportStorage$8 = class ReportStorage {
         }
         {
             this._eventList.unshift(newEvent);
-            if (this._eventList.length > MAX_EVENTS$9) {
+            if (this._eventList.length > GLOBAL_CONFIG.CC_MAX_LIVE_MARKDOWN_ROWS) {
                 this._eventList.pop();
             }
         }
@@ -19825,8 +19921,8 @@ let ReportStorage$8 = class ReportStorage {
             pendingAt: data.signal.pendingAt,
             scheduledAt: data.signal.scheduledAt,
         });
-        // Trim queue if exceeded MAX_EVENTS
-        if (this._eventList.length > MAX_EVENTS$9) {
+        // Trim queue if exceeded GLOBAL_CONFIG.CC_MAX_LIVE_MARKDOWN_ROWS
+        if (this._eventList.length > GLOBAL_CONFIG.CC_MAX_LIVE_MARKDOWN_ROWS) {
             this._eventList.pop();
         }
     }
@@ -19869,8 +19965,8 @@ let ReportStorage$8 = class ReportStorage {
         }
         // If no previous active event found, add new event
         this._eventList.unshift(newEvent);
-        // Trim queue if exceeded MAX_EVENTS
-        if (this._eventList.length > MAX_EVENTS$9) {
+        // Trim queue if exceeded GLOBAL_CONFIG.CC_MAX_LIVE_MARKDOWN_ROWS
+        if (this._eventList.length > GLOBAL_CONFIG.CC_MAX_LIVE_MARKDOWN_ROWS) {
             this._eventList.pop();
         }
     }
@@ -19906,8 +20002,8 @@ let ReportStorage$8 = class ReportStorage {
             scheduledAt: data.signal.scheduledAt,
         };
         this._eventList.unshift(newEvent);
-        // Trim queue if exceeded MAX_EVENTS
-        if (this._eventList.length > MAX_EVENTS$9) {
+        // Trim queue if exceeded GLOBAL_CONFIG.CC_MAX_LIVE_MARKDOWN_ROWS
+        if (this._eventList.length > GLOBAL_CONFIG.CC_MAX_LIVE_MARKDOWN_ROWS) {
             this._eventList.pop();
         }
     }
@@ -19934,8 +20030,8 @@ let ReportStorage$8 = class ReportStorage {
             totalPartials: data.signal.totalPartials,
             scheduledAt: data.signal.scheduledAt,
         });
-        // Trim queue if exceeded MAX_EVENTS
-        if (this._eventList.length > MAX_EVENTS$9) {
+        // Trim queue if exceeded GLOBAL_CONFIG.CC_MAX_LIVE_MARKDOWN_ROWS
+        if (this._eventList.length > GLOBAL_CONFIG.CC_MAX_LIVE_MARKDOWN_ROWS) {
             this._eventList.pop();
         }
     }
@@ -19977,8 +20073,8 @@ let ReportStorage$8 = class ReportStorage {
         }
         // If no previous waiting event found, add new event
         this._eventList.unshift(newEvent);
-        // Trim queue if exceeded MAX_EVENTS
-        if (this._eventList.length > MAX_EVENTS$9) {
+        // Trim queue if exceeded GLOBAL_CONFIG.CC_MAX_LIVE_MARKDOWN_ROWS
+        if (this._eventList.length > GLOBAL_CONFIG.CC_MAX_LIVE_MARKDOWN_ROWS) {
             this._eventList.pop();
         }
     }
@@ -20006,8 +20102,8 @@ let ReportStorage$8 = class ReportStorage {
             cancelReason: data.reason,
             scheduledAt: data.signal.scheduledAt,
         });
-        // Trim queue if exceeded MAX_EVENTS
-        if (this._eventList.length > MAX_EVENTS$9) {
+        // Trim queue if exceeded GLOBAL_CONFIG.CC_MAX_LIVE_MARKDOWN_ROWS
+        if (this._eventList.length > GLOBAL_CONFIG.CC_MAX_LIVE_MARKDOWN_ROWS) {
             this._eventList.pop();
         }
     }
@@ -20461,8 +20557,6 @@ const CREATE_FILE_NAME_FN$9 = (symbol, strategyName, exchangeName, frameName, ti
         parts.push("live");
     return `${parts.join("_")}-${timestamp}.md`;
 };
-/** Maximum number of events to store in schedule reports */
-const MAX_EVENTS$8 = 250;
 /**
  * Storage class for accumulating scheduled signal events per strategy.
  * Maintains a chronological list of scheduled and cancelled events.
@@ -20502,8 +20596,8 @@ let ReportStorage$7 = class ReportStorage {
             pnl: data.signal.pnl,
             scheduledAt: data.signal.scheduledAt,
         });
-        // Trim queue if exceeded MAX_EVENTS
-        if (this._eventList.length > MAX_EVENTS$8) {
+        // Trim queue if exceeded GLOBAL_CONFIG.CC_MAX_SCHEDULE_MARKDOWN_ROWS
+        if (this._eventList.length > GLOBAL_CONFIG.CC_MAX_SCHEDULE_MARKDOWN_ROWS) {
             this._eventList.pop();
         }
     }
@@ -20538,8 +20632,8 @@ let ReportStorage$7 = class ReportStorage {
             scheduledAt: data.signal.scheduledAt,
         };
         this._eventList.unshift(newEvent);
-        // Trim queue if exceeded MAX_EVENTS
-        if (this._eventList.length > MAX_EVENTS$8) {
+        // Trim queue if exceeded GLOBAL_CONFIG.CC_MAX_SCHEDULE_MARKDOWN_ROWS
+        if (this._eventList.length > GLOBAL_CONFIG.CC_MAX_SCHEDULE_MARKDOWN_ROWS) {
             this._eventList.pop();
         }
     }
@@ -20576,8 +20670,8 @@ let ReportStorage$7 = class ReportStorage {
             scheduledAt: data.signal.scheduledAt,
         };
         this._eventList.unshift(newEvent);
-        // Trim queue if exceeded MAX_EVENTS
-        if (this._eventList.length > MAX_EVENTS$8) {
+        // Trim queue if exceeded GLOBAL_CONFIG.CC_MAX_SCHEDULE_MARKDOWN_ROWS
+        if (this._eventList.length > GLOBAL_CONFIG.CC_MAX_SCHEDULE_MARKDOWN_ROWS) {
             this._eventList.pop();
         }
     }
@@ -20984,8 +21078,6 @@ function percentile(sortedArray, p) {
     const index = Math.ceil((sortedArray.length * p) / 100) - 1;
     return sortedArray[Math.max(0, index)];
 }
-/** Maximum number of performance events to store per strategy */
-const MAX_EVENTS$7 = 10000;
 /**
  * Storage class for accumulating performance metrics per strategy.
  * Maintains a list of all performance events and provides aggregated statistics.
@@ -21006,8 +21098,8 @@ class PerformanceStorage {
      */
     addEvent(event) {
         this._events.unshift(event);
-        // Trim queue if exceeded MAX_EVENTS (keep most recent)
-        if (this._events.length > MAX_EVENTS$7) {
+        // Trim queue if exceeded GLOBAL_CONFIG.CC_MAX_PERFORMANCE_MARKDOWN_ROWS (keep most recent)
+        if (this._events.length > GLOBAL_CONFIG.CC_MAX_PERFORMANCE_MARKDOWN_ROWS) {
             this._events.pop();
         }
     }
@@ -21124,6 +21216,10 @@ class PerformanceStorage {
         return [
             `# Performance Report: ${strategyName}`,
             "",
+            summaryTable,
+            "",
+            "**Note:** All durations are in milliseconds. P95/P99 represent 95th and 99th percentile response times. Wait times show the interval between consecutive events of the same type.",
+            "",
             `**Total events:** ${stats.totalEvents}`,
             `**Total execution time:** ${stats.totalDuration.toFixed(2)}ms`,
             `**Number of metric types:** ${Object.keys(stats.metricStats).length}`,
@@ -21132,11 +21228,6 @@ class PerformanceStorage {
             "",
             percentages.join("\n"),
             "",
-            "## Detailed Metrics",
-            "",
-            summaryTable,
-            "",
-            "**Note:** All durations are in milliseconds. P95/P99 represent 95th and 99th percentile response times. Wait times show the interval between consecutive events of the same type."
         ].join("\n");
     }
     /**
@@ -21476,7 +21567,7 @@ let ReportStorage$6 = class ReportStorage {
      * @param columns - Column configuration for formatting the strategy comparison table
      * @returns Markdown formatted comparison table
      */
-    async getComparisonTable(topN = 10, columns = COLUMN_CONFIG.walker_strategy_columns) {
+    async getComparisonTable(topN = GLOBAL_CONFIG.CC_WALKER_MARKDOWN_TOP_N, columns = COLUMN_CONFIG.walker_strategy_columns) {
         if (this._strategyResults.length === 0) {
             return "No strategy results available.";
         }
@@ -21578,7 +21669,7 @@ let ReportStorage$6 = class ReportStorage {
             "",
             "## Top Strategies Comparison",
             "",
-            await this.getComparisonTable(10, strategyColumns),
+            await this.getComparisonTable(GLOBAL_CONFIG.CC_WALKER_MARKDOWN_TOP_N, strategyColumns),
             "",
             "## All Signals (PNL Table)",
             "",
@@ -21876,8 +21967,6 @@ function isUnsafe(value) {
     }
     return false;
 }
-/** Maximum number of signals to store per symbol in heatmap reports */
-const MAX_EVENTS$6 = 250;
 /**
  * Storage class for accumulating closed signals per strategy and generating heatmap.
  * Maintains symbol-level statistics and provides portfolio-wide metrics.
@@ -21902,8 +21991,8 @@ class HeatmapStorage {
         }
         const signals = this.symbolData.get(symbol);
         signals.unshift(data);
-        // Trim queue if exceeded MAX_EVENTS per symbol
-        if (signals.length > MAX_EVENTS$6) {
+        // Trim queue if exceeded GLOBAL_CONFIG.CC_MAX_HEATMAP_MARKDOWN_ROWS per symbol
+        if (signals.length > GLOBAL_CONFIG.CC_MAX_HEATMAP_MARKDOWN_ROWS) {
             signals.pop();
         }
     }
@@ -23675,8 +23764,6 @@ const CREATE_FILE_NAME_FN$5 = (symbol, strategyName, exchangeName, frameName, ti
         parts.push("live");
     return `${parts.join("_")}-${timestamp}.md`;
 };
-/** Maximum number of events to store in partial reports */
-const MAX_EVENTS$5 = 250;
 /**
  * Storage class for accumulating partial profit/loss events per symbol-strategy pair.
  * Maintains a chronological list of profit and loss level events.
@@ -23723,8 +23810,8 @@ let ReportStorage$5 = class ReportStorage {
             scheduledAt: data.scheduledAt,
             backtest,
         });
-        // Trim queue if exceeded MAX_EVENTS
-        if (this._eventList.length > MAX_EVENTS$5) {
+        // Trim queue if exceeded GLOBAL_CONFIG.CC_MAX_PARTIAL_MARKDOWN_ROWS
+        if (this._eventList.length > GLOBAL_CONFIG.CC_MAX_PARTIAL_MARKDOWN_ROWS) {
             this._eventList.pop();
         }
     }
@@ -23761,8 +23848,8 @@ let ReportStorage$5 = class ReportStorage {
             scheduledAt: data.scheduledAt,
             backtest,
         });
-        // Trim queue if exceeded MAX_EVENTS
-        if (this._eventList.length > MAX_EVENTS$5) {
+        // Trim queue if exceeded GLOBAL_CONFIG.CC_MAX_PARTIAL_MARKDOWN_ROWS
+        if (this._eventList.length > GLOBAL_CONFIG.CC_MAX_PARTIAL_MARKDOWN_ROWS) {
             this._eventList.pop();
         }
     }
@@ -24818,8 +24905,6 @@ const CREATE_FILE_NAME_FN$4 = (symbol, strategyName, exchangeName, frameName, ti
         parts.push("live");
     return `${parts.join("_")}-${timestamp}.md`;
 };
-/** Maximum number of events to store in breakeven reports */
-const MAX_EVENTS$4 = 250;
 /**
  * Storage class for accumulating breakeven events per symbol-strategy pair.
  * Maintains a chronological list of breakeven events.
@@ -24864,8 +24949,8 @@ let ReportStorage$4 = class ReportStorage {
             scheduledAt: data.scheduledAt,
             backtest,
         });
-        // Trim queue if exceeded MAX_EVENTS
-        if (this._eventList.length > MAX_EVENTS$4) {
+        // Trim queue if exceeded GLOBAL_CONFIG.CC_MAX_BREAKEVEN_MARKDOWN_ROWS
+        if (this._eventList.length > GLOBAL_CONFIG.CC_MAX_BREAKEVEN_MARKDOWN_ROWS) {
             this._eventList.pop();
         }
     }
@@ -25494,8 +25579,6 @@ const CREATE_FILE_NAME_FN$3 = (symbol, strategyName, exchangeName, frameName, ti
         parts.push("live");
     return `${parts.join("_")}-${timestamp}.md`;
 };
-/** Maximum number of events to store in risk reports */
-const MAX_EVENTS$3 = 250;
 /**
  * Storage class for accumulating risk rejection events per symbol-strategy pair.
  * Maintains a chronological list of rejected signals due to risk limits.
@@ -25516,8 +25599,8 @@ let ReportStorage$3 = class ReportStorage {
      */
     addRejectionEvent(event) {
         this._eventList.unshift(event);
-        // Trim queue if exceeded MAX_EVENTS
-        if (this._eventList.length > MAX_EVENTS$3) {
+        // Trim queue if exceeded GLOBAL_CONFIG.CC_MAX_RISK_MARKDOWN_ROWS
+        if (this._eventList.length > GLOBAL_CONFIG.CC_MAX_RISK_MARKDOWN_ROWS) {
             this._eventList.pop();
         }
     }
@@ -28610,16 +28693,10 @@ const CREATE_FILE_NAME_FN$2 = (symbol, strategyName, exchangeName, frameName, ti
         parts.push("live");
     return `${parts.join("_")}-${timestamp}.md`;
 };
-/**
- * Maximum number of events to store per symbol-strategy pair.
- * Older events are discarded when this limit is exceeded.
- * @internal
- */
-const MAX_EVENTS$2 = 250;
 /**
  * In-memory storage for accumulating strategy events per symbol-strategy pair.
  *
- * Maintains a rolling window of the most recent events (up to MAX_EVENTS),
+ * Maintains a rolling window of the most recent events (up to GLOBAL_CONFIG.CC_MAX_STRATEGY_MARKDOWN_ROWS),
  * with newer events added to the front of the list. Provides methods to:
  * - Add new events (FIFO queue with max size)
  * - Retrieve aggregated statistics
@@ -28648,13 +28725,13 @@ let ReportStorage$2 = class ReportStorage {
      * Adds a new event to the storage.
      *
      * Events are added to the front of the list (most recent first).
-     * If the list exceeds MAX_EVENTS, the oldest event is removed.
+     * If the list exceeds GLOBAL_CONFIG.CC_MAX_STRATEGY_MARKDOWN_ROWS, the oldest event is removed.
      *
      * @param event - The strategy event to store
      */
     addEvent(event) {
         this._eventList.unshift(event);
-        if (this._eventList.length > MAX_EVENTS$2) {
+        if (this._eventList.length > GLOBAL_CONFIG.CC_MAX_STRATEGY_MARKDOWN_ROWS) {
             this._eventList.pop();
         }
     }
@@ -29525,8 +29602,6 @@ const CREATE_FILE_NAME_FN$1 = (symbol, strategyName, exchangeName, frameName, ti
         parts.push("live");
     return `${parts.join("_")}-${timestamp}.md`;
 };
-/** Maximum number of events to store in sync reports */
-const MAX_EVENTS$1 = 250;
 /**
  * Storage class for accumulating signal sync events per symbol-strategy-exchange-frame-backtest combination.
  * Maintains a chronological list of signal-open and signal-close events.
@@ -29541,7 +29616,7 @@ let ReportStorage$1 = class ReportStorage {
     }
     addEvent(event) {
         this._eventList.unshift(event);
-        if (this._eventList.length > MAX_EVENTS$1) {
+        if (this._eventList.length > GLOBAL_CONFIG.CC_MAX_SYNC_MARKDOWN_ROWS) {
             this._eventList.pop();
         }
     }
@@ -29744,8 +29819,6 @@ const CREATE_FILE_NAME_FN = (symbol, strategyName, exchangeName, frameName, time
         parts.push("live");
     return `${parts.join("_")}-${timestamp}.md`;
 };
-/** Maximum number of events to store per combination */
-const MAX_EVENTS = 250;
 /**
  * Accumulates highest profit events per symbol-strategy-exchange-frame combination.
  */
@@ -29767,13 +29840,14 @@ class ReportStorage {
             strategyName: data.strategyName,
             signalId: data.id,
             position: data.position,
+            pnl: data.pnl,
             currentPrice,
             priceOpen: data.priceOpen,
             priceTakeProfit: data.priceTakeProfit,
             priceStopLoss: data.priceStopLoss,
             backtest,
         });
-        if (this._eventList.length > MAX_EVENTS) {
+        if (this._eventList.length > GLOBAL_CONFIG.CC_MAX_HIGHEST_PROFIT_MARKDOWN_ROWS) {
             this._eventList.pop();
         }
     }

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "backtest-kit",
-  "version": "5.6.0",
+  "version": "5.6.2",
   "description": "A TypeScript library for trading system backtest",
   "author": {
     "name": "Petr Tripolsky",

package/types.d.ts

@@ -5414,72 +5414,6 @@ declare function stopStrategy(symbol: string): Promise<void>;
  */
 declare function shutdown(): void;
 
-/**
- * Unified breakeven event data for report generation.
- * Contains all information about when signals reached breakeven.
- */
-interface BreakevenEvent {
-    /** Event timestamp in milliseconds */
-    timestamp: number;
-    /** Trading pair symbol */
-    symbol: string;
-    /** Strategy name */
-    strategyName: StrategyName;
-    /** Signal ID */
-    signalId: string;
-    /** Position type */
-    position: string;
-    /** Current market price when breakeven was reached */
-    currentPrice: number;
-    /** Entry price (breakeven level) */
-    priceOpen: number;
-    /** Take profit target price */
-    priceTakeProfit?: number;
-    /** Stop loss exit price */
-    priceStopLoss?: number;
-    /** Original take profit price set at signal creation */
-    originalPriceTakeProfit?: number;
-    /** Original stop loss price set at signal creation */
-    originalPriceStopLoss?: number;
-    /** Total number of DCA entries (present when averageBuy was applied) */
-    totalEntries?: number;
-    /** Total number of partial closes executed (_partial.length) */
-    totalPartials?: number;
-    /** Original entry price before DCA averaging (present when averageBuy was applied) */
-    originalPriceOpen?: number;
-    /** Total executed percentage from partial closes */
-    partialExecuted?: number;
-    /** Unrealized PNL at the moment breakeven was reached */
-    pnl?: IStrategyPnL;
-    /** Human-readable description of signal reason */
-    note?: string;
-    /** Timestamp when position became active (ms) */
-    pendingAt?: number;
-    /** Timestamp when signal was created/scheduled (ms) */
-    scheduledAt?: number;
-    /** True if backtest mode, false if live mode */
-    backtest: boolean;
-}
-/**
- * Statistical data calculated from breakeven events.
- *
- * Provides metrics for breakeven milestone tracking.
- *
- * @example
- * ```typescript
- * const stats = await Breakeven.getData("BTCUSDT", "my-strategy");
- *
- * console.log(`Total breakeven events: ${stats.totalEvents}`);
- * console.log(`Average threshold: ${stats.averageThreshold}%`);
- * ```
- */
-interface BreakevenStatisticsModel {
-    /** Array of all breakeven events with full details */
-    eventList: BreakevenEvent[];
-    /** Total number of breakeven events */
-    totalEvents: number;
-}
-
 declare const GLOBAL_CONFIG: {
     /**
      * Time to wait for scheduled signal to activate (in minutes)
@@ -5631,6 +5565,91 @@ declare const GLOBAL_CONFIG: {
      * Binance requirement
      */
     CC_AGGREGATED_TRADES_MAX_MINUTES: number;
+    /**
+     * Maximum number of events to keep in backtest markdown report storage.
+     * Older events are removed (FIFO) when this limit is exceeded.
+     *
+     * Default: 250 events
+     */
+    CC_MAX_BACKTEST_MARKDOWN_ROWS: number;
+    /**
+     * Maximum number of events to keep in breakeven markdown report storage.
+     * Older events are removed (FIFO) when this limit is exceeded.
+     *
+     * Default: 250 events
+     */
+    CC_MAX_BREAKEVEN_MARKDOWN_ROWS: number;
+    /**
+     * Maximum number of events to keep in heatmap markdown report storage.
+     * Older events are removed (FIFO) when this limit is exceeded.
+     *
+     * Default: 250 events
+     */
+    CC_MAX_HEATMAP_MARKDOWN_ROWS: number;
+    /**
+     * Maximum number of events to keep in highest profit markdown report storage.
+     * Older events are removed (FIFO) when this limit is exceeded.
+     *
+     * Default: 250 events
+     */
+    CC_MAX_HIGHEST_PROFIT_MARKDOWN_ROWS: number;
+    /**
+     * Maximum number of events to keep in live markdown report storage.
+     * Older events are removed (FIFO) when this limit is exceeded.
+     *
+     * Default: 250 events
+     */
+    CC_MAX_LIVE_MARKDOWN_ROWS: number;
+    /**
+     * Maximum number of events to keep in partial markdown report storage.
+     * Older events are removed (FIFO) when this limit is exceeded.
+     *
+     * Default: 250 events
+     */
+    CC_MAX_PARTIAL_MARKDOWN_ROWS: number;
+    /**
+     * Maximum number of events to keep in risk markdown report storage.
+     * Older events are removed (FIFO) when this limit is exceeded.
+     *
+     * Default: 250 events
+     */
+    CC_MAX_RISK_MARKDOWN_ROWS: number;
+    /**
+     * Maximum number of events to keep in schedule markdown report storage.
+     * Older events are removed (FIFO) when this limit is exceeded.
+     *
+     * Default: 250 events
+     */
+    CC_MAX_SCHEDULE_MARKDOWN_ROWS: number;
+    /**
+     * Maximum number of events to keep in strategy markdown report storage.
+     * Older events are removed (FIFO) when this limit is exceeded.
+     *
+     * Default: 250 events
+     */
+    CC_MAX_STRATEGY_MARKDOWN_ROWS: number;
+    /**
+     * Maximum number of events to keep in sync markdown report storage.
+     * Older events are removed (FIFO) when this limit is exceeded.
+     *
+     * Default: 250 events
+     */
+    CC_MAX_SYNC_MARKDOWN_ROWS: number;
+    /**
+     * Number of top strategies to include in the walker comparison table.
+     *
+     * Default: 10 strategies
+     */
+    CC_WALKER_MARKDOWN_TOP_N: number;
+    /**
+     * Maximum number of performance metric events to keep in storage.
+     * Older events are removed when this limit is exceeded.
+     * Higher than other report event limits because performance metrics are lightweight
+     * and benefit from larger sample sizes for accurate statistical analysis.
+     *
+     * Default: 10000 events
+     */
+    CC_MAX_PERFORMANCE_MARKDOWN_ROWS: number;
     /**
      * Maximum number of notifications to keep in storage.
      * Older notifications are removed when this limit is exceeded.
@@ -5793,6 +5812,18 @@ declare function getConfig(): {
     CC_ORDER_BOOK_TIME_OFFSET_MINUTES: number;
     CC_ORDER_BOOK_MAX_DEPTH_LEVELS: number;
     CC_AGGREGATED_TRADES_MAX_MINUTES: number;
+    CC_MAX_BACKTEST_MARKDOWN_ROWS: number;
+    CC_MAX_BREAKEVEN_MARKDOWN_ROWS: number;
+    CC_MAX_HEATMAP_MARKDOWN_ROWS: number;
+    CC_MAX_HIGHEST_PROFIT_MARKDOWN_ROWS: number;
+    CC_MAX_LIVE_MARKDOWN_ROWS: number;
+    CC_MAX_PARTIAL_MARKDOWN_ROWS: number;
+    CC_MAX_RISK_MARKDOWN_ROWS: number;
+    CC_MAX_SCHEDULE_MARKDOWN_ROWS: number;
+    CC_MAX_STRATEGY_MARKDOWN_ROWS: number;
+    CC_MAX_SYNC_MARKDOWN_ROWS: number;
+    CC_WALKER_MARKDOWN_TOP_N: number;
+    CC_MAX_PERFORMANCE_MARKDOWN_ROWS: number;
     CC_MAX_NOTIFICATIONS: number;
     CC_MAX_SIGNALS: number;
     CC_MAX_LOG_LINES: number;
@@ -5835,6 +5866,18 @@ declare function getDefaultConfig(): Readonly<{
     CC_ORDER_BOOK_TIME_OFFSET_MINUTES: number;
     CC_ORDER_BOOK_MAX_DEPTH_LEVELS: number;
     CC_AGGREGATED_TRADES_MAX_MINUTES: number;
+    CC_MAX_BACKTEST_MARKDOWN_ROWS: number;
+    CC_MAX_BREAKEVEN_MARKDOWN_ROWS: number;
+    CC_MAX_HEATMAP_MARKDOWN_ROWS: number;
+    CC_MAX_HIGHEST_PROFIT_MARKDOWN_ROWS: number;
+    CC_MAX_LIVE_MARKDOWN_ROWS: number;
+    CC_MAX_PARTIAL_MARKDOWN_ROWS: number;
+    CC_MAX_RISK_MARKDOWN_ROWS: number;
+    CC_MAX_SCHEDULE_MARKDOWN_ROWS: number;
+    CC_MAX_STRATEGY_MARKDOWN_ROWS: number;
+    CC_MAX_SYNC_MARKDOWN_ROWS: number;
+    CC_WALKER_MARKDOWN_TOP_N: number;
+    CC_MAX_PERFORMANCE_MARKDOWN_ROWS: number;
     CC_MAX_NOTIFICATIONS: number;
     CC_MAX_SIGNALS: number;
     CC_MAX_LOG_LINES: number;
@@ -10006,6 +10049,8 @@ interface HighestProfitEvent {
     signalId: string;
     /** Position direction */
     position: IPublicSignalRow["position"];
+    /** Unrealized PNL at the time the record was set */
+    pnl: IStrategyPnL;
     /** Record price reached in the profit direction */
     currentPrice: number;
     /** Effective entry price at the time of the update */
@@ -10079,6 +10124,72 @@ interface RiskStatisticsModel {
     byStrategy: Record<string, number>;
 }
 
+/**
+ * Unified breakeven event data for report generation.
+ * Contains all information about when signals reached breakeven.
+ */
+interface BreakevenEvent {
+    /** Event timestamp in milliseconds */
+    timestamp: number;
+    /** Trading pair symbol */
+    symbol: string;
+    /** Strategy name */
+    strategyName: StrategyName;
+    /** Signal ID */
+    signalId: string;
+    /** Position type */
+    position: string;
+    /** Current market price when breakeven was reached */
+    currentPrice: number;
+    /** Entry price (breakeven level) */
+    priceOpen: number;
+    /** Take profit target price */
+    priceTakeProfit?: number;
+    /** Stop loss exit price */
+    priceStopLoss?: number;
+    /** Original take profit price set at signal creation */
+    originalPriceTakeProfit?: number;
+    /** Original stop loss price set at signal creation */
+    originalPriceStopLoss?: number;
+    /** Total number of DCA entries (present when averageBuy was applied) */
+    totalEntries?: number;
+    /** Total number of partial closes executed (_partial.length) */
+    totalPartials?: number;
+    /** Original entry price before DCA averaging (present when averageBuy was applied) */
+    originalPriceOpen?: number;
+    /** Total executed percentage from partial closes */
+    partialExecuted?: number;
+    /** Unrealized PNL at the moment breakeven was reached */
+    pnl?: IStrategyPnL;
+    /** Human-readable description of signal reason */
+    note?: string;
+    /** Timestamp when position became active (ms) */
+    pendingAt?: number;
+    /** Timestamp when signal was created/scheduled (ms) */
+    scheduledAt?: number;
+    /** True if backtest mode, false if live mode */
+    backtest: boolean;
+}
+/**
+ * Statistical data calculated from breakeven events.
+ *
+ * Provides metrics for breakeven milestone tracking.
+ *
+ * @example
+ * ```typescript
+ * const stats = await Breakeven.getData("BTCUSDT", "my-strategy");
+ *
+ * console.log(`Total breakeven events: ${stats.totalEvents}`);
+ * console.log(`Average threshold: ${stats.averageThreshold}%`);
+ * ```
+ */
+interface BreakevenStatisticsModel {
+    /** Array of all breakeven events with full details */
+    eventList: BreakevenEvent[];
+    /** Total number of breakeven events */
+    totalEvents: number;
+}
+
 /**
  * Action types for strategy events.
  * Represents all possible strategy management actions.
@@ -26828,4 +26939,4 @@ declare const getTotalClosed: (signal: Signal) => {
     remainingCostBasis: number;
 };
 
-export { ActionBase, type ActivateScheduledCommit, type ActivateScheduledCommitNotification, type ActivePingContract, type AverageBuyCommit, type AverageBuyCommitNotification, Backtest, type BacktestStatisticsModel, Breakeven, type BreakevenAvailableNotification, type BreakevenCommit, type BreakevenCommitNotification, type BreakevenContract, type BreakevenData, Broker, type BrokerAverageBuyPayload, BrokerBase, type BrokerBreakevenPayload, type BrokerPartialLossPayload, type BrokerPartialProfitPayload, type BrokerSignalClosePayload, type BrokerSignalOpenPayload, type BrokerTrailingStopPayload, type BrokerTrailingTakePayload, Cache, type CancelScheduledCommit, type CancelScheduledCommitNotification, type CandleData, type CandleInterval, type ClosePendingCommit, type ClosePendingCommitNotification, type ColumnConfig, type ColumnModel, Constant, type CriticalErrorNotification, type DoneContract, type EntityId, Exchange, ExecutionContextService, type FrameInterval, type GlobalConfig, Heat, type HeatmapStatisticsModel, HighestProfit, type HighestProfitContract, type HighestProfitEvent, type HighestProfitStatisticsModel, type IActionSchema, type IActivateScheduledCommitRow, type IAggregatedTradeData, type IBidData, type IBreakevenCommitRow, type IBroker, type ICandleData, type ICommitRow, type IExchangeSchema, type IFrameSchema, type IHeatmapRow, type ILog, type ILogEntry, type ILogger, type IMarkdownDumpOptions, type INotificationUtils, type IOrderBookData, type IPartialLossCommitRow, type IPartialProfitCommitRow, type IPersistBase, type IPositionSizeATRParams, type IPositionSizeFixedPercentageParams, type IPositionSizeKellyParams, type IPublicAction, type IPublicCandleData, type IPublicSignalRow, type IReportDumpOptions, type IRiskActivePosition, type IRiskCheckArgs, type IRiskSchema, type IRiskSignalRow, type IRiskValidation, type IRiskValidationFn, type IRiskValidationPayload, type IScheduledSignalCancelRow, type IScheduledSignalRow, type ISignalDto, type ISignalRow, type ISizingCalculateParams, type ISizingCalculateParamsATR, type ISizingCalculateParamsFixedPercentage, type ISizingCalculateParamsKelly, type ISizingParams, type ISizingParamsATR, type ISizingParamsFixedPercentage, type ISizingParamsKelly, type ISizingSchema, type ISizingSchemaATR, type ISizingSchemaFixedPercentage, type ISizingSchemaKelly, type IStorageSignalRow, type IStorageUtils, type IStrategyPnL, type IStrategyResult, type IStrategySchema, type IStrategyTickResult, type IStrategyTickResultActive, type IStrategyTickResultCancelled, type IStrategyTickResultClosed, type IStrategyTickResultIdle, type IStrategyTickResultOpened, type IStrategyTickResultScheduled, type IStrategyTickResultWaiting, type ITrailingStopCommitRow, type ITrailingTakeCommitRow, type IWalkerResults, type IWalkerSchema, type IWalkerStrategyResult, type InfoErrorNotification, Live, type LiveStatisticsModel, Log, type LogData, Markdown, MarkdownFileBase, MarkdownFolderBase, type MarkdownName, type MeasureData, MethodContextService, type MetricStats, Notification, NotificationBacktest, type NotificationData, NotificationLive, type NotificationModel, Partial$1 as Partial, type PartialData, type PartialEvent, type PartialLossAvailableNotification, type PartialLossCommit, type PartialLossCommitNotification, type PartialLossContract, type PartialProfitAvailableNotification, type PartialProfitCommit, type PartialProfitCommitNotification, type PartialProfitContract, type PartialStatisticsModel, Performance, type PerformanceContract, type PerformanceMetricType, type PerformanceStatisticsModel, PersistBase, PersistBreakevenAdapter, PersistCandleAdapter, PersistLogAdapter, PersistMeasureAdapter, PersistNotificationAdapter, PersistPartialAdapter, PersistRiskAdapter, PersistScheduleAdapter, PersistSignalAdapter, PersistStorageAdapter, PositionSize, type ProgressBacktestContract, type ProgressWalkerContract, Report, ReportBase, type ReportName, Risk, type RiskContract, type RiskData, type RiskEvent, type RiskRejectionNotification, type RiskStatisticsModel, Schedule, type ScheduleData, type SchedulePingContract, type ScheduleStatisticsModel, type ScheduledEvent, type SignalCancelledNotification, type SignalCloseContract, type SignalClosedNotification, type SignalData, type SignalInterval, type SignalOpenContract, type SignalOpenedNotification, type SignalScheduledNotification, type SignalSyncCloseNotification, type SignalSyncContract, type SignalSyncOpenNotification, Storage, StorageBacktest, type StorageData, StorageLive, Strategy, type StrategyActionType, type StrategyCancelReason, type StrategyCloseReason, type StrategyCommitContract, type StrategyEvent, type StrategyStatisticsModel, Sync, type SyncEvent, type SyncStatisticsModel, type TBrokerCtor, type TLogCtor, type TMarkdownBase, type TNotificationUtilsCtor, type TPersistBase, type TPersistBaseCtor, type TReportBase, type TStorageUtilsCtor, type TickEvent, type TrailingStopCommit, type TrailingStopCommitNotification, type TrailingTakeCommit, type TrailingTakeCommitNotification, type ValidationErrorNotification, Walker, type WalkerCompleteContract, type WalkerContract, type WalkerMetric, type SignalData$1 as WalkerSignalData, type WalkerStatisticsModel, addActionSchema, addExchangeSchema, addFrameSchema, addRiskSchema, addSizingSchema, addStrategySchema, addWalkerSchema, alignToInterval, checkCandles, commitActivateScheduled, commitAverageBuy, commitBreakeven, commitCancelScheduled, commitClosePending, commitPartialLoss, commitPartialLossCost, commitPartialProfit, commitPartialProfitCost, commitTrailingStop, commitTrailingStopCost, commitTrailingTake, commitTrailingTakeCost, dumpMessages, emitters, formatPrice, formatQuantity, get, getActionSchema, getAggregatedTrades, getAveragePrice, getBacktestTimeframe, getBreakeven, getCandles, getColumns, getConfig, getContext, getDate, getDefaultColumns, getDefaultConfig, getEffectivePriceOpen, getExchangeSchema, getFrameSchema, getMode, getNextCandles, getOrderBook, getPendingSignal, getPositionCountdownMinutes, getPositionDrawdownMinutes, getPositionEffectivePrice, getPositionEntries, getPositionEntryOverlap, getPositionEstimateMinutes, getPositionHighestPnlCost, getPositionHighestPnlPercentage, getPositionHighestProfitBreakeven, getPositionHighestProfitPrice, getPositionHighestProfitTimestamp, getPositionInvestedCost, getPositionInvestedCount, getPositionLevels, getPositionPartialOverlap, getPositionPartials, getPositionPnlCost, getPositionPnlPercent, getRawCandles, getRiskSchema, getScheduledSignal, getSizingSchema, getStrategySchema, getSymbol, getTimestamp, getTotalClosed, getTotalCostClosed, getTotalPercentClosed, getWalkerSchema, hasTradeContext, investedCostToPercent, backtest as lib, listExchangeSchema, listFrameSchema, listRiskSchema, listSizingSchema, listStrategySchema, listWalkerSchema, listenActivePing, listenActivePingOnce, listenBacktestProgress, listenBreakevenAvailable, listenBreakevenAvailableOnce, listenDoneBacktest, listenDoneBacktestOnce, listenDoneLive, listenDoneLiveOnce, listenDoneWalker, listenDoneWalkerOnce, listenError, listenExit, listenHighestProfit, listenHighestProfitOnce, listenPartialLossAvailable, listenPartialLossAvailableOnce, listenPartialProfitAvailable, listenPartialProfitAvailableOnce, listenPerformance, listenRisk, listenRiskOnce, listenSchedulePing, listenSchedulePingOnce, listenSignal, listenSignalBacktest, listenSignalBacktestOnce, listenSignalLive, listenSignalLiveOnce, listenSignalOnce, listenStrategyCommit, listenStrategyCommitOnce, listenSync, listenSyncOnce, listenValidation, listenWalker, listenWalkerComplete, listenWalkerOnce, listenWalkerProgress, overrideActionSchema, overrideExchangeSchema, overrideFrameSchema, overrideRiskSchema, overrideSizingSchema, overrideStrategySchema, overrideWalkerSchema, parseArgs, percentDiff, percentToCloseCost, percentValue, roundTicks, set, setColumns, setConfig, setLogger, shutdown, slPercentShiftToPrice, slPriceToPercentShift, stopStrategy, toProfitLossDto, tpPercentShiftToPrice, tpPriceToPercentShift, validate, waitForCandle, warmCandles };
+export { ActionBase, type ActivateScheduledCommit, type ActivateScheduledCommitNotification, type ActivePingContract, type AverageBuyCommit, type AverageBuyCommitNotification, Backtest, type BacktestStatisticsModel, Breakeven, type BreakevenAvailableNotification, type BreakevenCommit, type BreakevenCommitNotification, type BreakevenContract, type BreakevenData, type BreakevenEvent, type BreakevenStatisticsModel, Broker, type BrokerAverageBuyPayload, BrokerBase, type BrokerBreakevenPayload, type BrokerPartialLossPayload, type BrokerPartialProfitPayload, type BrokerSignalClosePayload, type BrokerSignalOpenPayload, type BrokerTrailingStopPayload, type BrokerTrailingTakePayload, Cache, type CancelScheduledCommit, type CancelScheduledCommitNotification, type CandleData, type CandleInterval, type ClosePendingCommit, type ClosePendingCommitNotification, type ColumnConfig, type ColumnModel, Constant, type CriticalErrorNotification, type DoneContract, type EntityId, Exchange, ExecutionContextService, type FrameInterval, type GlobalConfig, Heat, type HeatmapStatisticsModel, HighestProfit, type HighestProfitContract, type HighestProfitEvent, type HighestProfitStatisticsModel, type IActionSchema, type IActivateScheduledCommitRow, type IAggregatedTradeData, type IBidData, type IBreakevenCommitRow, type IBroker, type ICandleData, type ICommitRow, type IExchangeSchema, type IFrameSchema, type IHeatmapRow, type ILog, type ILogEntry, type ILogger, type IMarkdownDumpOptions, type INotificationUtils, type IOrderBookData, type IPartialLossCommitRow, type IPartialProfitCommitRow, type IPersistBase, type IPositionSizeATRParams, type IPositionSizeFixedPercentageParams, type IPositionSizeKellyParams, type IPublicAction, type IPublicCandleData, type IPublicSignalRow, type IReportDumpOptions, type IRiskActivePosition, type IRiskCheckArgs, type IRiskSchema, type IRiskSignalRow, type IRiskValidation, type IRiskValidationFn, type IRiskValidationPayload, type IScheduledSignalCancelRow, type IScheduledSignalRow, type ISignalDto, type ISignalRow, type ISizingCalculateParams, type ISizingCalculateParamsATR, type ISizingCalculateParamsFixedPercentage, type ISizingCalculateParamsKelly, type ISizingParams, type ISizingParamsATR, type ISizingParamsFixedPercentage, type ISizingParamsKelly, type ISizingSchema, type ISizingSchemaATR, type ISizingSchemaFixedPercentage, type ISizingSchemaKelly, type IStorageSignalRow, type IStorageUtils, type IStrategyPnL, type IStrategyResult, type IStrategySchema, type IStrategyTickResult, type IStrategyTickResultActive, type IStrategyTickResultCancelled, type IStrategyTickResultClosed, type IStrategyTickResultIdle, type IStrategyTickResultOpened, type IStrategyTickResultScheduled, type IStrategyTickResultWaiting, type ITrailingStopCommitRow, type ITrailingTakeCommitRow, type IWalkerResults, type IWalkerSchema, type IWalkerStrategyResult, type InfoErrorNotification, Live, type LiveStatisticsModel, Log, type LogData, Markdown, MarkdownFileBase, MarkdownFolderBase, type MarkdownName, type MeasureData, MethodContextService, type MetricStats, Notification, NotificationBacktest, type NotificationData, NotificationLive, type NotificationModel, Partial$1 as Partial, type PartialData, type PartialEvent, type PartialLossAvailableNotification, type PartialLossCommit, type PartialLossCommitNotification, type PartialLossContract, type PartialProfitAvailableNotification, type PartialProfitCommit, type PartialProfitCommitNotification, type PartialProfitContract, type PartialStatisticsModel, Performance, type PerformanceContract, type PerformanceMetricType, type PerformanceStatisticsModel, PersistBase, PersistBreakevenAdapter, PersistCandleAdapter, PersistLogAdapter, PersistMeasureAdapter, PersistNotificationAdapter, PersistPartialAdapter, PersistRiskAdapter, PersistScheduleAdapter, PersistSignalAdapter, PersistStorageAdapter, PositionSize, type ProgressBacktestContract, type ProgressWalkerContract, Report, ReportBase, type ReportName, Risk, type RiskContract, type RiskData, type RiskEvent, type RiskRejectionNotification, type RiskStatisticsModel, Schedule, type ScheduleData, type SchedulePingContract, type ScheduleStatisticsModel, type ScheduledEvent, type SignalCancelledNotification, type SignalCloseContract, type SignalClosedNotification, type SignalData, type SignalInterval, type SignalOpenContract, type SignalOpenedNotification, type SignalScheduledNotification, type SignalSyncCloseNotification, type SignalSyncContract, type SignalSyncOpenNotification, Storage, StorageBacktest, type StorageData, StorageLive, Strategy, type StrategyActionType, type StrategyCancelReason, type StrategyCloseReason, type StrategyCommitContract, type StrategyEvent, type StrategyStatisticsModel, Sync, type SyncEvent, type SyncStatisticsModel, type TBrokerCtor, type TLogCtor, type TMarkdownBase, type TNotificationUtilsCtor, type TPersistBase, type TPersistBaseCtor, type TReportBase, type TStorageUtilsCtor, type TickEvent, type TrailingStopCommit, type TrailingStopCommitNotification, type TrailingTakeCommit, type TrailingTakeCommitNotification, type ValidationErrorNotification, Walker, type WalkerCompleteContract, type WalkerContract, type WalkerMetric, type SignalData$1 as WalkerSignalData, type WalkerStatisticsModel, addActionSchema, addExchangeSchema, addFrameSchema, addRiskSchema, addSizingSchema, addStrategySchema, addWalkerSchema, alignToInterval, checkCandles, commitActivateScheduled, commitAverageBuy, commitBreakeven, commitCancelScheduled, commitClosePending, commitPartialLoss, commitPartialLossCost, commitPartialProfit, commitPartialProfitCost, commitTrailingStop, commitTrailingStopCost, commitTrailingTake, commitTrailingTakeCost, dumpMessages, emitters, formatPrice, formatQuantity, get, getActionSchema, getAggregatedTrades, getAveragePrice, getBacktestTimeframe, getBreakeven, getCandles, getColumns, getConfig, getContext, getDate, getDefaultColumns, getDefaultConfig, getEffectivePriceOpen, getExchangeSchema, getFrameSchema, getMode, getNextCandles, getOrderBook, getPendingSignal, getPositionCountdownMinutes, getPositionDrawdownMinutes, getPositionEffectivePrice, getPositionEntries, getPositionEntryOverlap, getPositionEstimateMinutes, getPositionHighestPnlCost, getPositionHighestPnlPercentage, getPositionHighestProfitBreakeven, getPositionHighestProfitPrice, getPositionHighestProfitTimestamp, getPositionInvestedCost, getPositionInvestedCount, getPositionLevels, getPositionPartialOverlap, getPositionPartials, getPositionPnlCost, getPositionPnlPercent, getRawCandles, getRiskSchema, getScheduledSignal, getSizingSchema, getStrategySchema, getSymbol, getTimestamp, getTotalClosed, getTotalCostClosed, getTotalPercentClosed, getWalkerSchema, hasTradeContext, investedCostToPercent, backtest as lib, listExchangeSchema, listFrameSchema, listRiskSchema, listSizingSchema, listStrategySchema, listWalkerSchema, listenActivePing, listenActivePingOnce, listenBacktestProgress, listenBreakevenAvailable, listenBreakevenAvailableOnce, listenDoneBacktest, listenDoneBacktestOnce, listenDoneLive, listenDoneLiveOnce, listenDoneWalker, listenDoneWalkerOnce, listenError, listenExit, listenHighestProfit, listenHighestProfitOnce, listenPartialLossAvailable, listenPartialLossAvailableOnce, listenPartialProfitAvailable, listenPartialProfitAvailableOnce, listenPerformance, listenRisk, listenRiskOnce, listenSchedulePing, listenSchedulePingOnce, listenSignal, listenSignalBacktest, listenSignalBacktestOnce, listenSignalLive, listenSignalLiveOnce, listenSignalOnce, listenStrategyCommit, listenStrategyCommitOnce, listenSync, listenSyncOnce, listenValidation, listenWalker, listenWalkerComplete, listenWalkerOnce, listenWalkerProgress, overrideActionSchema, overrideExchangeSchema, overrideFrameSchema, overrideRiskSchema, overrideSizingSchema, overrideStrategySchema, overrideWalkerSchema, parseArgs, percentDiff, percentToCloseCost, percentValue, roundTicks, set, setColumns, setConfig, setLogger, shutdown, slPercentShiftToPrice, slPriceToPercentShift, stopStrategy, toProfitLossDto, tpPercentShiftToPrice, tpPriceToPercentShift, validate, waitForCandle, warmCandles };