backtest-kit 5.6.1 → 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.
@@ -18519,7 +18604,7 @@ const highest_profit_columns = [
     },
     {
         key: "currentPrice",
-        label: "Record Price",
+        label: "Peak Price",
         format: (data) => `${data.currentPrice.toFixed(8)} USD`,
         isVisible: () => true,
     },
@@ -19335,8 +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.
@@ -19357,8 +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();
         }
     }
@@ -19793,8 +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).
@@ -19831,7 +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();
             }
         }
@@ -19860,8 +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();
         }
     }
@@ -19904,8 +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();
         }
     }
@@ -19941,8 +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();
         }
     }
@@ -19969,8 +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();
         }
     }
@@ -20012,8 +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();
         }
     }
@@ -20041,8 +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();
         }
     }
@@ -20496,8 +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.
@@ -20537,8 +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();
         }
     }
@@ -20573,8 +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();
         }
     }
@@ -20611,8 +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();
         }
     }
@@ -21019,8 +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.
@@ -21041,8 +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();
         }
     }
@@ -21510,7 +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.";
         }
@@ -21612,7 +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)",
             "",
@@ -21910,8 +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.
@@ -21936,8 +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();
         }
     }
@@ -23709,8 +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.
@@ -23757,8 +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();
         }
     }
@@ -23795,8 +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();
         }
     }
@@ -24852,8 +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.
@@ -24898,8 +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();
         }
     }
@@ -25528,8 +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.
@@ -25550,8 +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();
         }
     }
@@ -28644,16 +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
@@ -28682,13 +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();
         }
     }
@@ -29559,8 +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.
@@ -29575,7 +29636,7 @@ let ReportStorage$1 = class ReportStorage {
     }
     addEvent(event) {
         this._eventList.unshift(event);
-        if (this._eventList.length > MAX_EVENTS$1) {
+        if (this._eventList.length > GLOBAL_CONFIG.CC_MAX_SYNC_MARKDOWN_ROWS) {
             this._eventList.pop();
         }
     }
@@ -29778,8 +29839,6 @@ const CREATE_FILE_NAME_FN = (symbol, strategyName, exchangeName, frameName, time
         parts.push("live");
     return `${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.
  */
@@ -29808,7 +29867,7 @@ class ReportStorage {
             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.
@@ -18499,7 +18584,7 @@ const highest_profit_columns = [
     },
     {
         key: "currentPrice",
-        label: "Record Price",
+        label: "Peak Price",
         format: (data) => `${data.currentPrice.toFixed(8)} USD`,
         isVisible: () => true,
     },
@@ -19315,8 +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.
@@ -19337,8 +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();
         }
     }
@@ -19773,8 +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).
@@ -19811,7 +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();
             }
         }
@@ -19840,8 +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();
         }
     }
@@ -19884,8 +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();
         }
     }
@@ -19921,8 +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();
         }
     }
@@ -19949,8 +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();
         }
     }
@@ -19992,8 +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();
         }
     }
@@ -20021,8 +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();
         }
     }
@@ -20476,8 +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.
@@ -20517,8 +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();
         }
     }
@@ -20553,8 +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();
         }
     }
@@ -20591,8 +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();
         }
     }
@@ -20999,8 +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.
@@ -21021,8 +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();
         }
     }
@@ -21490,7 +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.";
         }
@@ -21592,7 +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)",
             "",
@@ -21890,8 +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.
@@ -21916,8 +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();
         }
     }
@@ -23689,8 +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.
@@ -23737,8 +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();
         }
     }
@@ -23775,8 +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();
         }
     }
@@ -24832,8 +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.
@@ -24878,8 +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();
         }
     }
@@ -25508,8 +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.
@@ -25530,8 +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();
         }
     }
@@ -28624,16 +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
@@ -28662,13 +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();
         }
     }
@@ -29539,8 +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.
@@ -29555,7 +29616,7 @@ let ReportStorage$1 = class ReportStorage {
     }
     addEvent(event) {
         this._eventList.unshift(event);
-        if (this._eventList.length > MAX_EVENTS$1) {
+        if (this._eventList.length > GLOBAL_CONFIG.CC_MAX_SYNC_MARKDOWN_ROWS) {
             this._eventList.pop();
         }
     }
@@ -29758,8 +29819,6 @@ const CREATE_FILE_NAME_FN = (symbol, strategyName, exchangeName, frameName, time
         parts.push("live");
     return `${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.
  */
@@ -29788,7 +29847,7 @@ class ReportStorage {
             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": "5.6.1",
+  "version": "5.6.2",
   "description": "A TypeScript library for trading system backtest",
   "author": {
     "name": "Petr Tripolsky",

package/types.d.ts

@@ -5565,6 +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.
@@ -5727,6 +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;
@@ -5769,6 +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;