backtest-kit 7.8.0 → 8.1.0

package/README.md

@@ -1742,6 +1742,49 @@ Install the skill once and get AI-assisted backtest-kit development inside Claud
 npx skills add https://github.com/backtest-kit/backtest-kit-skills
 ```
 
+## 🧩 Strategy Examples
+
+#### 🧠 Neural Network Strategy (Oct 2021)
+
+> Link to [the source code](https://github.com/tripolskypetr/backtest-kit/tree/master/example/content/oct_2021.strategy)
+
+Trains a feed-forward `TensorFlow` neural network (8→6→4→1 architecture) every 8 hours to predict where the next candle will close within its high-low range. When current price is below predicted price, opens a LONG with 1% trailing take-profit.
+
+#### 🌲 Pine Script Range Breakout (Dec 2025)
+
+> Link to [the source code](https://github.com/tripolskypetr/backtest-kit/tree/master/example/content/dec_2025.strategy)
+
+Runs `btc_dec2025_range.pine` on 1h candles via `@backtest-kit/pinets`, extracting Bollinger Bands, range boundaries, and volume spikes. Signals fire only on confirmed breakouts when price hasn't already moved past the signal close.
+
+#### 🔪 Signal Inversion Strategy (Jan 2026)
+
+> Link to [the source code](https://github.com/tripolskypetr/backtest-kit/tree/master/example/content/jan_2026.strategy)
+
+The strategy takes published signals from a real Telegram crypto channel (Crypto Yoda), enters at the same price zone and timestamp, but **inverts the direction** and uses the liquidity of the crowd that blindly follows the recommendation regardless of the contents of the order book.
+
+#### 📰 AI News Sentiment (Feb 2026)
+
+> Link to [the source code](https://github.com/tripolskypetr/backtest-kit/tree/master/example/content/feb_2026.strategy)
+
+Every 4-8 hours, fetches live crypto/macro news via Tavily, passes headlines to Ollama (local LLM), and opens positions based on `bullish`/`bearish`/`wait` forecasts. Conflicting signals flip positions mid-trade. Achieved +16.99% during a -16.4% month.
+
+#### 🪂 SHORT DCA Ladder (Mar 2026)
+
+> Link to [the source code](https://github.com/tripolskypetr/backtest-kit/tree/master/example/content/mar_2026.strategy)
+
+Opens a SHORT on every pending signal, then adds rungs (up to 10) whenever price spikes upward outside a ±1-5% band around last entry. Closes at 0.5% blended profit. 
+
+#### 🧗 LONG DCA Ladder (Apr 2026)
+
+> Link to [the source code](https://github.com/tripolskypetr/backtest-kit/tree/master/example/content/apr_2026.strategy)
+
+Same mechanics as SHORT version but LONG-biased with 3% profit target. Deployed 2.4 entries per trade on average, achieved +67.85% PNL on deployed capital with improved percentage drawdown (-2.59% vs -3.99% without DCA).
+
+#### 🐍 Python EMA Crossover (Feb 2021)
+
+> Link to [the source code](https://github.com/tripolskypetr/backtest-kit/tree/master/example/content/feb_2021.strategy)
+
+Python-based (WASI) strategy that uses EMA(9) and EMA(21) crossover signals executed via WebAssembly. Trades trigger when fast EMA crosses slow EMA, confirmed by 4h range midpoint.
 
 ## 🤖 Are you a robot?
 

package/build/index.cjs

@@ -590,6 +590,20 @@ const GLOBAL_CONFIG = {
      * Default: false (PPPL logic is only applied when it does not break the direction of exits, ensuring clearer profit/loss outcomes)
      */
     CC_ENABLE_PPPL_EVERYWHERE: false,
+    /**
+     * Enables long signals in strategies that are primarily designed for short signals.
+     * This allows the strategy to generate and manage long signals in addition to short signals, even if the original design was focused on short trading.
+     * This can help expand the strategy's applicability and take advantage of bullish market conditions, but may require additional logic to manage long signal behavior effectively.
+     *
+     * Default: false (long signals are only enabled in strategies that are designed for them, ensuring strategy logic is aligned with signal types)
+     */
+    CC_ENABLE_LONG_SIGNAL: true,
+    /**
+     * Enables short signals in strategies that are primarily designed for long signals.
+     * This allows the strategy to generate and manage short signals in addition to long signals, even if the original design was focused on long trading.
+     * This can help expand the strategy's applicability and take advantage of bearish market conditions, but may require additional logic to manage short signal behavior effectively.
+     */
+    CC_ENABLE_SHORT_SIGNAL: true,
     /**
      * Enables trailing logic (Trailing Take / Trailing Stop) without requiring absorption conditions.
      * Allows trailing mechanisms to be activated regardless of whether absorption has been detected.
@@ -4710,6 +4724,12 @@ const validateCommonSignal = (signal) => {
         if (signal.position !== "long" && signal.position !== "short") {
             errors.push(`position must be "long" or "short", got "${signal.position}"`);
         }
+        if (signal.position === "long" && !GLOBAL_CONFIG.CC_ENABLE_LONG_SIGNAL) {
+            errors.push(`Long signals are disabled (CC_ENABLE_LONG_SIGNAL=false)`);
+        }
+        if (signal.position === "short" && !GLOBAL_CONFIG.CC_ENABLE_SHORT_SIGNAL) {
+            errors.push(`Short signals are disabled (CC_ENABLE_SHORT_SIGNAL=false)`);
+        }
     }
     // ЗАЩИТА ОТ NaN/Infinity: все цены должны быть конечными числами
     {
@@ -5545,6 +5565,10 @@ const GET_SIGNAL_FN = functoolsKit.trycatch(async (self) => {
                 _peak: { price: signal.priceOpen, timestamp: currentTime, pnlPercentage: 0, pnlCost: 0, priceClose: 0, priceOpen: 0, pnlEntries: 0 },
                 _fall: { price: signal.priceOpen, timestamp: currentTime, pnlPercentage: 0, pnlCost: 0, priceClose: 0, priceOpen: 0, pnlEntries: 0 },
             };
+            {
+                const { pnlPercentage, pnlCost, pnlEntries, priceClose, priceOpen } = toProfitLossDto(signalRow, signal.priceOpen);
+                signalRow._fall = { price: signal.priceOpen, timestamp: currentTime, pnlPercentage, pnlCost, priceClose, priceOpen, pnlEntries };
+            }
             // Валидируем сигнал перед возвратом
             validatePendingSignal(signalRow, currentPrice);
             return signalRow;
@@ -5594,6 +5618,10 @@ const GET_SIGNAL_FN = functoolsKit.trycatch(async (self) => {
         _peak: { price: currentPrice, timestamp: currentTime, pnlPercentage: 0, pnlCost: 0, priceClose: 0, priceOpen: 0, pnlEntries: 0 },
         _fall: { price: currentPrice, timestamp: currentTime, pnlPercentage: 0, pnlCost: 0, priceClose: 0, priceOpen: 0, pnlEntries: 0 },
     };
+    {
+        const { pnlPercentage, pnlCost, pnlEntries, priceClose, priceOpen } = toProfitLossDto(signalRow, currentPrice);
+        signalRow._fall = { price: currentPrice, timestamp: currentTime, pnlPercentage, pnlCost, priceClose, priceOpen, pnlEntries };
+    }
     // Валидируем сигнал перед возвратом
     validatePendingSignal(signalRow, currentPrice);
     return signalRow;
@@ -6306,6 +6334,10 @@ const ACTIVATE_SCHEDULED_SIGNAL_FN = async (self, scheduled, activationTimestamp
         _peak: { price: scheduled.priceOpen, timestamp: activationTime, pnlPercentage: 0, pnlCost: 0, pnlEntries: 0, priceClose: 0, priceOpen: 0 },
         _fall: { price: scheduled.priceOpen, timestamp: activationTime, pnlPercentage: 0, pnlCost: 0, pnlEntries: 0, priceClose: 0, priceOpen: 0 },
     };
+    {
+        const { pnlPercentage, pnlCost, pnlEntries, priceClose, priceOpen } = toProfitLossDto(activatedSignal, activatedSignal.priceOpen);
+        activatedSignal._fall = { price: activatedSignal.priceOpen, timestamp: activationTime, pnlPercentage, pnlCost, pnlEntries, priceClose, priceOpen };
+    }
     // Sync open: if external system rejects — cancel scheduled signal instead of opening
     const syncOpenAllowed = await CALL_SIGNAL_SYNC_OPEN_FN(activationTime, activatedSignal.priceOpen, activatedSignal, self);
     if (!syncOpenAllowed) {
@@ -7189,6 +7221,10 @@ const ACTIVATE_SCHEDULED_SIGNAL_IN_BACKTEST_FN = async (self, scheduled, activat
         _peak: { price: scheduled.priceOpen, timestamp: activationTime, pnlPercentage: 0, pnlCost: 0, pnlEntries: 0, priceClose: 0, priceOpen: 0 },
         _fall: { price: scheduled.priceOpen, timestamp: activationTime, pnlPercentage: 0, pnlCost: 0, pnlEntries: 0, priceClose: 0, priceOpen: 0 },
     };
+    {
+        const { pnlPercentage, pnlCost, pnlEntries, priceClose, priceOpen } = toProfitLossDto(activatedSignal, activatedSignal.priceOpen);
+        activatedSignal._fall = { price: activatedSignal.priceOpen, timestamp: activationTime, pnlPercentage, pnlCost, pnlEntries, priceClose, priceOpen };
+    }
     // Sync open: if external system rejects — cancel scheduled signal instead of opening
     const syncOpenAllowed = await CALL_SIGNAL_SYNC_OPEN_FN(activationTime, activatedSignal.priceOpen, activatedSignal, self);
     if (!syncOpenAllowed) {
@@ -7386,6 +7422,10 @@ const PROCESS_SCHEDULED_SIGNAL_CANDLES_FN = async (self, scheduled, candles, fra
                 _peak: { price: activatedSignal.priceOpen, timestamp: candle.timestamp, pnlPercentage: 0, pnlCost: 0, priceClose: 0, priceOpen: 0, pnlEntries: 0 },
                 _fall: { price: activatedSignal.priceOpen, timestamp: candle.timestamp, pnlPercentage: 0, pnlCost: 0, priceClose: 0, priceOpen: 0, pnlEntries: 0 },
             };
+            {
+                const { pnlPercentage, pnlCost, pnlEntries, priceClose, priceOpen } = toProfitLossDto(pendingSignal, pendingSignal.priceOpen);
+                pendingSignal._fall = { price: pendingSignal.priceOpen, timestamp: candle.timestamp, pnlPercentage, pnlCost, priceClose, priceOpen, pnlEntries };
+            }
             // Sync open: if external system rejects — cancel scheduled signal instead of opening
             const syncOpenAllowed = await CALL_SIGNAL_SYNC_OPEN_FN(candle.timestamp, pendingSignal.priceOpen, pendingSignal, self);
             if (!syncOpenAllowed) {
@@ -8830,6 +8870,10 @@ class ClientStrategy {
                 _peak: { price: activatedSignal.priceOpen, timestamp: currentTime, pnlPercentage: 0, pnlCost: 0, priceClose: 0, pnlEntries: 0, priceOpen: 0 },
                 _fall: { price: activatedSignal.priceOpen, timestamp: currentTime, pnlPercentage: 0, pnlCost: 0, priceClose: 0, pnlEntries: 0, priceOpen: 0 },
             };
+            {
+                const { pnlPercentage, pnlCost, pnlEntries, priceClose, priceOpen } = toProfitLossDto(pendingSignal, pendingSignal.priceOpen);
+                pendingSignal._fall = { price: pendingSignal.priceOpen, timestamp: currentTime, pnlPercentage, pnlCost, priceClose, pnlEntries, priceOpen };
+            }
             const syncOpenAllowed = await CALL_SIGNAL_SYNC_OPEN_FN(currentTime, currentPrice, pendingSignal, this);
             if (!syncOpenAllowed) {
                 this.params.logger.info("ClientStrategy tick: user-activated signal rejected by sync", {
@@ -19393,6 +19437,24 @@ const heat_columns = [
         format: (data) => data.avgFallPnl !== null ? functoolsKit.str(data.avgFallPnl, "%") : "N/A",
         isVisible: () => true,
     },
+    {
+        key: "sortinoRatio",
+        label: "Sortino",
+        format: (data) => data.sortinoRatio !== null ? functoolsKit.str(data.sortinoRatio) : "N/A",
+        isVisible: () => true,
+    },
+    {
+        key: "calmarRatio",
+        label: "Calmar",
+        format: (data) => data.calmarRatio !== null ? functoolsKit.str(data.calmarRatio) : "N/A",
+        isVisible: () => true,
+    },
+    {
+        key: "recoveryFactor",
+        label: "Recovery",
+        format: (data) => data.recoveryFactor !== null ? functoolsKit.str(data.recoveryFactor) : "N/A",
+        isVisible: () => true,
+    },
 ];
 
 /**
@@ -20955,6 +21017,30 @@ const walker_strategy_columns = [
             : "N/A",
         isVisible: () => true,
     },
+    {
+        key: "sortinoRatio",
+        label: "Sortino",
+        format: (data) => data.stats.sortinoRatio !== null
+            ? `${data.stats.sortinoRatio.toFixed(3)}`
+            : "N/A",
+        isVisible: () => true,
+    },
+    {
+        key: "calmarRatio",
+        label: "Calmar",
+        format: (data) => data.stats.calmarRatio !== null
+            ? `${data.stats.calmarRatio.toFixed(3)}`
+            : "N/A",
+        isVisible: () => true,
+    },
+    {
+        key: "recoveryFactor",
+        label: "Recovery",
+        format: (data) => data.stats.recoveryFactor !== null
+            ? `${data.stats.recoveryFactor.toFixed(3)}`
+            : "N/A",
+        isVisible: () => true,
+    },
     {
         key: "firstEventTime",
         label: "First Event",
@@ -21504,13 +21590,13 @@ class ReportBase {
          * Waits for drain event if write buffer is full.
          * Times out after 15 seconds and returns TIMEOUT_SYMBOL.
          */
-        this[_d] = functoolsKit.timeout(async (line) => {
+        this[_d] = functoolsKit.queued(functoolsKit.timeout(async (line) => {
             if (!this._stream.write(line)) {
                 await new Promise((resolve) => {
                     this._stream.once("drain", resolve);
                 });
             }
-        }, 15000);
+        }, 15000));
         LOGGER_SERVICE$3.debug(REPORT_BASE_METHOD_NAME_CTOR, {
             reportName: this.reportName,
             baseDir,
@@ -21798,6 +21884,9 @@ let ReportStorage$a = class ReportStorage {
                 expectedYearlyReturns: null,
                 avgPeakPnl: null,
                 avgFallPnl: null,
+                sortinoRatio: null,
+                calmarRatio: null,
+                recoveryFactor: null,
             };
         }
         const totalSignals = this._signalList.length;
@@ -21831,6 +21920,16 @@ let ReportStorage$a = class ReportStorage {
         // Calculate average peak and fall PNL across all signals
         const avgPeakPnl = this._signalList.reduce((sum, s) => sum + (s.signal.peakProfit?.pnlPercentage ?? 0), 0) / totalSignals;
         const avgFallPnl = this._signalList.reduce((sum, s) => sum + (s.signal.maxDrawdown?.pnlPercentage ?? 0), 0) / totalSignals;
+        // Downside per signal: maxDrawdown.pnlPercentage captures the worst intra-trade dip
+        const fallReturns = this._signalList.map((s) => s.signal.maxDrawdown?.pnlPercentage ?? 0);
+        // Calculate Sortino Ratio: avgPnl / stdDev(maxDrawdown per signal)
+        const fallVariance = fallReturns.reduce((sum, r) => sum + Math.pow(r, 2), 0) / totalSignals;
+        const fallDeviation = Math.sqrt(fallVariance);
+        const sortinoRatio = fallDeviation > 0 ? avgPnl / fallDeviation : 0;
+        // Avg absolute peak drawdown per signal — used as denominator for Calmar and Recovery
+        const avgAbsFall = fallReturns.reduce((sum, r) => sum + Math.abs(r), 0) / totalSignals;
+        const calmarRatio = avgAbsFall > 0 ? expectedYearlyReturns / avgAbsFall : 0;
+        const recoveryFactor = avgAbsFall > 0 ? totalPnl / avgAbsFall : 0;
         return {
             signalList: this._signalList,
             totalSignals,
@@ -21846,6 +21945,9 @@ let ReportStorage$a = class ReportStorage {
             expectedYearlyReturns: isUnsafe$3(expectedYearlyReturns) ? null : expectedYearlyReturns,
             avgPeakPnl: isUnsafe$3(avgPeakPnl) ? null : avgPeakPnl,
             avgFallPnl: isUnsafe$3(avgFallPnl) ? null : avgFallPnl,
+            sortinoRatio: isUnsafe$3(sortinoRatio) ? null : sortinoRatio,
+            calmarRatio: isUnsafe$3(calmarRatio) ? null : calmarRatio,
+            recoveryFactor: isUnsafe$3(recoveryFactor) ? null : recoveryFactor,
         };
     }
     /**
@@ -21892,6 +21994,9 @@ let ReportStorage$a = class ReportStorage {
             `**Expected Yearly Returns:** ${stats.expectedYearlyReturns === null ? "N/A" : `${stats.expectedYearlyReturns > 0 ? "+" : ""}${stats.expectedYearlyReturns.toFixed(2)}% (higher is better)`}`,
             `**Avg Peak PNL:** ${stats.avgPeakPnl === null ? "N/A" : `${stats.avgPeakPnl > 0 ? "+" : ""}${stats.avgPeakPnl.toFixed(2)}% (higher is better)`}`,
             `**Avg Max Drawdown PNL:** ${stats.avgFallPnl === null ? "N/A" : `${stats.avgFallPnl.toFixed(2)}% (closer to 0 is better)`}`,
+            `**Sortino Ratio:** ${stats.sortinoRatio === null ? "N/A" : `${stats.sortinoRatio.toFixed(3)} (higher is better)`}`,
+            `**Calmar Ratio:** ${stats.calmarRatio === null ? "N/A" : `${stats.calmarRatio.toFixed(3)} (higher is better)`}`,
+            `**Recovery Factor:** ${stats.recoveryFactor === null ? "N/A" : `${stats.recoveryFactor.toFixed(3)} (higher is better)`}`,
         ].join("\n");
     }
     /**
@@ -22492,6 +22597,9 @@ let ReportStorage$9 = class ReportStorage {
                 expectedYearlyReturns: null,
                 avgPeakPnl: null,
                 avgFallPnl: null,
+                sortinoRatio: null,
+                calmarRatio: null,
+                recoveryFactor: null,
             };
         }
         const closedEvents = this._eventList.filter((e) => e.action === "closed");
@@ -22541,6 +22649,21 @@ let ReportStorage$9 = class ReportStorage {
         const avgFallPnl = totalClosed > 0
             ? closedEvents.reduce((sum, e) => sum + (e.fallPnl || 0), 0) / totalClosed
             : 0;
+        // Downside per signal: fallPnl captures the worst intra-trade dip (maxDrawdown.pnlPercentage)
+        const fallReturns = closedEvents.map((e) => e.fallPnl || 0);
+        // Calculate Sortino Ratio: avgPnl / stdDev(maxDrawdown per signal)
+        let sortinoRatio = 0;
+        if (totalClosed > 0) {
+            const fallVariance = fallReturns.reduce((sum, r) => sum + Math.pow(r, 2), 0) / totalClosed;
+            const fallDeviation = Math.sqrt(fallVariance);
+            sortinoRatio = fallDeviation > 0 ? avgPnl / fallDeviation : 0;
+        }
+        // Avg absolute peak drawdown per signal — denominator for Calmar and Recovery
+        const avgAbsFall = totalClosed > 0
+            ? fallReturns.reduce((sum, r) => sum + Math.abs(r), 0) / totalClosed
+            : 0;
+        const calmarRatio = avgAbsFall > 0 ? expectedYearlyReturns / avgAbsFall : 0;
+        const recoveryFactor = avgAbsFall > 0 ? totalPnl / avgAbsFall : 0;
         return {
             eventList: this._eventList,
             totalEvents: this._eventList.length,
@@ -22557,6 +22680,9 @@ let ReportStorage$9 = class ReportStorage {
             expectedYearlyReturns: isUnsafe$2(expectedYearlyReturns) ? null : expectedYearlyReturns,
             avgPeakPnl: isUnsafe$2(avgPeakPnl) ? null : avgPeakPnl,
             avgFallPnl: isUnsafe$2(avgFallPnl) ? null : avgFallPnl,
+            sortinoRatio: isUnsafe$2(sortinoRatio) ? null : sortinoRatio,
+            calmarRatio: isUnsafe$2(calmarRatio) ? null : calmarRatio,
+            recoveryFactor: isUnsafe$2(recoveryFactor) ? null : recoveryFactor,
         };
     }
     /**
@@ -22603,6 +22729,9 @@ let ReportStorage$9 = class ReportStorage {
             `**Expected Yearly Returns:** ${stats.expectedYearlyReturns === null ? "N/A" : `${stats.expectedYearlyReturns > 0 ? "+" : ""}${stats.expectedYearlyReturns.toFixed(2)}% (higher is better)`}`,
             `**Avg Peak PNL:** ${stats.avgPeakPnl === null ? "N/A" : `${stats.avgPeakPnl > 0 ? "+" : ""}${stats.avgPeakPnl.toFixed(2)}% (higher is better)`}`,
             `**Avg Max Drawdown PNL:** ${stats.avgFallPnl === null ? "N/A" : `${stats.avgFallPnl.toFixed(2)}% (closer to 0 is better)`}`,
+            `**Sortino Ratio:** ${stats.sortinoRatio === null ? "N/A" : `${stats.sortinoRatio.toFixed(3)} (higher is better)`}`,
+            `**Calmar Ratio:** ${stats.calmarRatio === null ? "N/A" : `${stats.calmarRatio.toFixed(3)} (higher is better)`}`,
+            `**Recovery Factor:** ${stats.recoveryFactor === null ? "N/A" : `${stats.recoveryFactor.toFixed(3)} (higher is better)`}`,
         ].join("\n");
     }
     /**
@@ -24048,6 +24177,9 @@ let ReportStorage$7 = class ReportStorage {
             "",
             `**Best ${results.metric}:** ${formatMetric(results.bestMetric)}`,
             `**Total Signals:** ${bestStrategySignals}`,
+            `**Sortino Ratio:** ${results.bestStats?.sortinoRatio != null ? `${results.bestStats.sortinoRatio.toFixed(3)} (higher is better)` : "N/A"}`,
+            `**Calmar Ratio:** ${results.bestStats?.calmarRatio != null ? `${results.bestStats.calmarRatio.toFixed(3)} (higher is better)` : "N/A"}`,
+            `**Recovery Factor:** ${results.bestStats?.recoveryFactor != null ? `${results.bestStats.recoveryFactor.toFixed(3)} (higher is better)` : "N/A"}`,
             "",
             "## Top Strategies Comparison",
             "",
@@ -24514,6 +24646,27 @@ class HeatmapStorage {
             avgPeakPnl = signals.reduce((acc, s) => acc + (s.signal.peakProfit?.pnlPercentage ?? 0), 0) / signals.length;
             avgFallPnl = signals.reduce((acc, s) => acc + (s.signal.maxDrawdown?.pnlPercentage ?? 0), 0) / signals.length;
         }
+        // Downside per signal: maxDrawdown.pnlPercentage captures the worst intra-trade dip
+        const fallReturns = signals.map((s) => s.signal.maxDrawdown?.pnlPercentage ?? 0);
+        // Calculate Sortino Ratio: avgPnl / stdDev(maxDrawdown per signal)
+        let sortinoRatio = null;
+        if (signals.length > 0 && avgPnl !== null) {
+            const fallVariance = fallReturns.reduce((acc, r) => acc + Math.pow(r, 2), 0) / signals.length;
+            const fallDeviation = Math.sqrt(fallVariance);
+            if (fallDeviation > 0) {
+                sortinoRatio = avgPnl / fallDeviation;
+            }
+        }
+        // Avg absolute peak drawdown per signal — denominator for Calmar and Recovery
+        const avgAbsFall = signals.length > 0
+            ? fallReturns.reduce((acc, r) => acc + Math.abs(r), 0) / signals.length
+            : 0;
+        let calmarRatio = null;
+        let recoveryFactor = null;
+        if (avgAbsFall > 0 && totalPnl !== null) {
+            calmarRatio = totalPnl / avgAbsFall;
+            recoveryFactor = totalPnl / avgAbsFall;
+        }
         // Apply safe math checks
         if (isUnsafe(winRate))
             winRate = null;
@@ -24539,6 +24692,12 @@ class HeatmapStorage {
             avgPeakPnl = null;
         if (isUnsafe(avgFallPnl))
             avgFallPnl = null;
+        if (isUnsafe(sortinoRatio))
+            sortinoRatio = null;
+        if (isUnsafe(calmarRatio))
+            calmarRatio = null;
+        if (isUnsafe(recoveryFactor))
+            recoveryFactor = null;
         return {
             symbol,
             totalPnl,
@@ -24558,6 +24717,9 @@ class HeatmapStorage {
             expectancy,
             avgPeakPnl,
             avgFallPnl,
+            sortinoRatio,
+            calmarRatio,
+            recoveryFactor,
         };
     }
     /**
@@ -29424,6 +29586,9 @@ class WalkerReportService {
                 annualizedSharpeRatio: data.stats.annualizedSharpeRatio,
                 certaintyRatio: data.stats.certaintyRatio,
                 expectedYearlyReturns: data.stats.expectedYearlyReturns,
+                sortinoRatio: data.stats.sortinoRatio,
+                calmarRatio: data.stats.calmarRatio,
+                recoveryFactor: data.stats.recoveryFactor,
                 firstEventTime,
                 lastEventTime,
             }, {
@@ -50738,7 +50903,8 @@ class DumpAdapter {
             const unClose = signalEmitter
                 .filter(({ action }) => action === "closed")
                 .connect(({ signal }) => handleDispose(signal.id));
-            return functoolsKit.compose(() => unCancel(), () => unClose());
+            const unEnable = () => this.enable.clear();
+            return functoolsKit.compose(() => unCancel(), () => unClose(), () => unEnable());
         });
         /**
          * Deactivates the adapter by unsubscribing from signal lifecycle events.
@@ -51425,7 +51591,7 @@ class ReportUtils {
          *
          * @returns Cleanup function that unsubscribes from all enabled services
          */
-        this.enable = ({ backtest: bt = false, breakeven = false, heat = false, live = false, partial = false, performance = false, risk = false, schedule = false, walker = false, strategy = false, sync = false, highest_profit = false, max_drawdown = false, } = WILDCARD_TARGET$2) => {
+        this.enable = functoolsKit.singleshot(({ backtest: bt = false, breakeven = false, heat = false, live = false, partial = false, performance = false, risk = false, schedule = false, walker = false, strategy = false, sync = false, highest_profit = false, max_drawdown = false, } = WILDCARD_TARGET$2) => {
             LOGGER_SERVICE$2.debug(REPORT_UTILS_METHOD_NAME_ENABLE, {
                 backtest: bt,
                 breakeven,
@@ -51479,8 +51645,11 @@ class ReportUtils {
             if (max_drawdown) {
                 unList.push(backtest.maxDrawdownReportService.subscribe());
             }
+            {
+                unList.push(() => this.enable.clear());
+            }
             return functoolsKit.compose(...unList.map((un) => () => void un()));
-        };
+        });
         /**
          * Disables report services selectively.
          *
@@ -51531,6 +51700,11 @@ class ReportUtils {
                 strategy,
                 sync,
             });
+            if (this.enable.hasValue()) {
+                const lastSubscription = this.enable();
+                lastSubscription();
+                return;
+            }
             if (bt) {
                 backtest.backtestReportService.unsubscribe();
             }
@@ -51692,7 +51866,7 @@ class MarkdownUtils {
          *
          * @returns Cleanup function that unsubscribes from all enabled services
          */
-        this.enable = ({ backtest: bt = false, breakeven = false, heat = false, live = false, partial = false, performance = false, strategy = false, risk = false, schedule = false, walker = false, sync = false, highest_profit = false, max_drawdown = false, } = WILDCARD_TARGET$1) => {
+        this.enable = functoolsKit.singleshot(({ backtest: bt = false, breakeven = false, heat = false, live = false, partial = false, performance = false, strategy = false, risk = false, schedule = false, walker = false, sync = false, highest_profit = false, max_drawdown = false, } = WILDCARD_TARGET$1) => {
             LOGGER_SERVICE$1.debug(MARKDOWN_METHOD_NAME_ENABLE, {
                 backtest: bt,
                 breakeven,
@@ -51747,8 +51921,11 @@ class MarkdownUtils {
             if (max_drawdown) {
                 unList.push(backtest.maxDrawdownMarkdownService.subscribe());
             }
+            {
+                unList.push(() => this.enable.clear());
+            }
             return functoolsKit.compose(...unList.map((un) => () => void un()));
-        };
+        });
         /**
          * Disables markdown report services selectively.
          *
@@ -51801,6 +51978,11 @@ class MarkdownUtils {
                 sync,
                 highest_profit,
             });
+            if (this.enable.hasValue()) {
+                const lastSubscription = this.enable();
+                lastSubscription();
+                return;
+            }
             if (bt) {
                 backtest.backtestMarkdownService.unsubscribe();
             }

package/build/index.mjs

@@ -570,6 +570,20 @@ const GLOBAL_CONFIG = {
      * Default: false (PPPL logic is only applied when it does not break the direction of exits, ensuring clearer profit/loss outcomes)
      */
     CC_ENABLE_PPPL_EVERYWHERE: false,
+    /**
+     * Enables long signals in strategies that are primarily designed for short signals.
+     * This allows the strategy to generate and manage long signals in addition to short signals, even if the original design was focused on short trading.
+     * This can help expand the strategy's applicability and take advantage of bullish market conditions, but may require additional logic to manage long signal behavior effectively.
+     *
+     * Default: false (long signals are only enabled in strategies that are designed for them, ensuring strategy logic is aligned with signal types)
+     */
+    CC_ENABLE_LONG_SIGNAL: true,
+    /**
+     * Enables short signals in strategies that are primarily designed for long signals.
+     * This allows the strategy to generate and manage short signals in addition to long signals, even if the original design was focused on long trading.
+     * This can help expand the strategy's applicability and take advantage of bearish market conditions, but may require additional logic to manage short signal behavior effectively.
+     */
+    CC_ENABLE_SHORT_SIGNAL: true,
     /**
      * Enables trailing logic (Trailing Take / Trailing Stop) without requiring absorption conditions.
      * Allows trailing mechanisms to be activated regardless of whether absorption has been detected.
@@ -4690,6 +4704,12 @@ const validateCommonSignal = (signal) => {
         if (signal.position !== "long" && signal.position !== "short") {
             errors.push(`position must be "long" or "short", got "${signal.position}"`);
         }
+        if (signal.position === "long" && !GLOBAL_CONFIG.CC_ENABLE_LONG_SIGNAL) {
+            errors.push(`Long signals are disabled (CC_ENABLE_LONG_SIGNAL=false)`);
+        }
+        if (signal.position === "short" && !GLOBAL_CONFIG.CC_ENABLE_SHORT_SIGNAL) {
+            errors.push(`Short signals are disabled (CC_ENABLE_SHORT_SIGNAL=false)`);
+        }
     }
     // ЗАЩИТА ОТ NaN/Infinity: все цены должны быть конечными числами
     {
@@ -5525,6 +5545,10 @@ const GET_SIGNAL_FN = trycatch(async (self) => {
                 _peak: { price: signal.priceOpen, timestamp: currentTime, pnlPercentage: 0, pnlCost: 0, priceClose: 0, priceOpen: 0, pnlEntries: 0 },
                 _fall: { price: signal.priceOpen, timestamp: currentTime, pnlPercentage: 0, pnlCost: 0, priceClose: 0, priceOpen: 0, pnlEntries: 0 },
             };
+            {
+                const { pnlPercentage, pnlCost, pnlEntries, priceClose, priceOpen } = toProfitLossDto(signalRow, signal.priceOpen);
+                signalRow._fall = { price: signal.priceOpen, timestamp: currentTime, pnlPercentage, pnlCost, priceClose, priceOpen, pnlEntries };
+            }
             // Валидируем сигнал перед возвратом
             validatePendingSignal(signalRow, currentPrice);
             return signalRow;
@@ -5574,6 +5598,10 @@ const GET_SIGNAL_FN = trycatch(async (self) => {
         _peak: { price: currentPrice, timestamp: currentTime, pnlPercentage: 0, pnlCost: 0, priceClose: 0, priceOpen: 0, pnlEntries: 0 },
         _fall: { price: currentPrice, timestamp: currentTime, pnlPercentage: 0, pnlCost: 0, priceClose: 0, priceOpen: 0, pnlEntries: 0 },
     };
+    {
+        const { pnlPercentage, pnlCost, pnlEntries, priceClose, priceOpen } = toProfitLossDto(signalRow, currentPrice);
+        signalRow._fall = { price: currentPrice, timestamp: currentTime, pnlPercentage, pnlCost, priceClose, priceOpen, pnlEntries };
+    }
     // Валидируем сигнал перед возвратом
     validatePendingSignal(signalRow, currentPrice);
     return signalRow;
@@ -6286,6 +6314,10 @@ const ACTIVATE_SCHEDULED_SIGNAL_FN = async (self, scheduled, activationTimestamp
         _peak: { price: scheduled.priceOpen, timestamp: activationTime, pnlPercentage: 0, pnlCost: 0, pnlEntries: 0, priceClose: 0, priceOpen: 0 },
         _fall: { price: scheduled.priceOpen, timestamp: activationTime, pnlPercentage: 0, pnlCost: 0, pnlEntries: 0, priceClose: 0, priceOpen: 0 },
     };
+    {
+        const { pnlPercentage, pnlCost, pnlEntries, priceClose, priceOpen } = toProfitLossDto(activatedSignal, activatedSignal.priceOpen);
+        activatedSignal._fall = { price: activatedSignal.priceOpen, timestamp: activationTime, pnlPercentage, pnlCost, pnlEntries, priceClose, priceOpen };
+    }
     // Sync open: if external system rejects — cancel scheduled signal instead of opening
     const syncOpenAllowed = await CALL_SIGNAL_SYNC_OPEN_FN(activationTime, activatedSignal.priceOpen, activatedSignal, self);
     if (!syncOpenAllowed) {
@@ -7169,6 +7201,10 @@ const ACTIVATE_SCHEDULED_SIGNAL_IN_BACKTEST_FN = async (self, scheduled, activat
         _peak: { price: scheduled.priceOpen, timestamp: activationTime, pnlPercentage: 0, pnlCost: 0, pnlEntries: 0, priceClose: 0, priceOpen: 0 },
         _fall: { price: scheduled.priceOpen, timestamp: activationTime, pnlPercentage: 0, pnlCost: 0, pnlEntries: 0, priceClose: 0, priceOpen: 0 },
     };
+    {
+        const { pnlPercentage, pnlCost, pnlEntries, priceClose, priceOpen } = toProfitLossDto(activatedSignal, activatedSignal.priceOpen);
+        activatedSignal._fall = { price: activatedSignal.priceOpen, timestamp: activationTime, pnlPercentage, pnlCost, pnlEntries, priceClose, priceOpen };
+    }
     // Sync open: if external system rejects — cancel scheduled signal instead of opening
     const syncOpenAllowed = await CALL_SIGNAL_SYNC_OPEN_FN(activationTime, activatedSignal.priceOpen, activatedSignal, self);
     if (!syncOpenAllowed) {
@@ -7366,6 +7402,10 @@ const PROCESS_SCHEDULED_SIGNAL_CANDLES_FN = async (self, scheduled, candles, fra
                 _peak: { price: activatedSignal.priceOpen, timestamp: candle.timestamp, pnlPercentage: 0, pnlCost: 0, priceClose: 0, priceOpen: 0, pnlEntries: 0 },
                 _fall: { price: activatedSignal.priceOpen, timestamp: candle.timestamp, pnlPercentage: 0, pnlCost: 0, priceClose: 0, priceOpen: 0, pnlEntries: 0 },
             };
+            {
+                const { pnlPercentage, pnlCost, pnlEntries, priceClose, priceOpen } = toProfitLossDto(pendingSignal, pendingSignal.priceOpen);
+                pendingSignal._fall = { price: pendingSignal.priceOpen, timestamp: candle.timestamp, pnlPercentage, pnlCost, priceClose, priceOpen, pnlEntries };
+            }
             // Sync open: if external system rejects — cancel scheduled signal instead of opening
             const syncOpenAllowed = await CALL_SIGNAL_SYNC_OPEN_FN(candle.timestamp, pendingSignal.priceOpen, pendingSignal, self);
             if (!syncOpenAllowed) {
@@ -8810,6 +8850,10 @@ class ClientStrategy {
                 _peak: { price: activatedSignal.priceOpen, timestamp: currentTime, pnlPercentage: 0, pnlCost: 0, priceClose: 0, pnlEntries: 0, priceOpen: 0 },
                 _fall: { price: activatedSignal.priceOpen, timestamp: currentTime, pnlPercentage: 0, pnlCost: 0, priceClose: 0, pnlEntries: 0, priceOpen: 0 },
             };
+            {
+                const { pnlPercentage, pnlCost, pnlEntries, priceClose, priceOpen } = toProfitLossDto(pendingSignal, pendingSignal.priceOpen);
+                pendingSignal._fall = { price: pendingSignal.priceOpen, timestamp: currentTime, pnlPercentage, pnlCost, priceClose, pnlEntries, priceOpen };
+            }
             const syncOpenAllowed = await CALL_SIGNAL_SYNC_OPEN_FN(currentTime, currentPrice, pendingSignal, this);
             if (!syncOpenAllowed) {
                 this.params.logger.info("ClientStrategy tick: user-activated signal rejected by sync", {
@@ -19373,6 +19417,24 @@ const heat_columns = [
         format: (data) => data.avgFallPnl !== null ? str(data.avgFallPnl, "%") : "N/A",
         isVisible: () => true,
     },
+    {
+        key: "sortinoRatio",
+        label: "Sortino",
+        format: (data) => data.sortinoRatio !== null ? str(data.sortinoRatio) : "N/A",
+        isVisible: () => true,
+    },
+    {
+        key: "calmarRatio",
+        label: "Calmar",
+        format: (data) => data.calmarRatio !== null ? str(data.calmarRatio) : "N/A",
+        isVisible: () => true,
+    },
+    {
+        key: "recoveryFactor",
+        label: "Recovery",
+        format: (data) => data.recoveryFactor !== null ? str(data.recoveryFactor) : "N/A",
+        isVisible: () => true,
+    },
 ];
 
 /**
@@ -20935,6 +20997,30 @@ const walker_strategy_columns = [
             : "N/A",
         isVisible: () => true,
     },
+    {
+        key: "sortinoRatio",
+        label: "Sortino",
+        format: (data) => data.stats.sortinoRatio !== null
+            ? `${data.stats.sortinoRatio.toFixed(3)}`
+            : "N/A",
+        isVisible: () => true,
+    },
+    {
+        key: "calmarRatio",
+        label: "Calmar",
+        format: (data) => data.stats.calmarRatio !== null
+            ? `${data.stats.calmarRatio.toFixed(3)}`
+            : "N/A",
+        isVisible: () => true,
+    },
+    {
+        key: "recoveryFactor",
+        label: "Recovery",
+        format: (data) => data.stats.recoveryFactor !== null
+            ? `${data.stats.recoveryFactor.toFixed(3)}`
+            : "N/A",
+        isVisible: () => true,
+    },
     {
         key: "firstEventTime",
         label: "First Event",
@@ -21484,13 +21570,13 @@ class ReportBase {
          * Waits for drain event if write buffer is full.
          * Times out after 15 seconds and returns TIMEOUT_SYMBOL.
          */
-        this[_d] = timeout(async (line) => {
+        this[_d] = queued(timeout(async (line) => {
             if (!this._stream.write(line)) {
                 await new Promise((resolve) => {
                     this._stream.once("drain", resolve);
                 });
             }
-        }, 15000);
+        }, 15000));
         LOGGER_SERVICE$3.debug(REPORT_BASE_METHOD_NAME_CTOR, {
             reportName: this.reportName,
             baseDir,
@@ -21778,6 +21864,9 @@ let ReportStorage$a = class ReportStorage {
                 expectedYearlyReturns: null,
                 avgPeakPnl: null,
                 avgFallPnl: null,
+                sortinoRatio: null,
+                calmarRatio: null,
+                recoveryFactor: null,
             };
         }
         const totalSignals = this._signalList.length;
@@ -21811,6 +21900,16 @@ let ReportStorage$a = class ReportStorage {
         // Calculate average peak and fall PNL across all signals
         const avgPeakPnl = this._signalList.reduce((sum, s) => sum + (s.signal.peakProfit?.pnlPercentage ?? 0), 0) / totalSignals;
         const avgFallPnl = this._signalList.reduce((sum, s) => sum + (s.signal.maxDrawdown?.pnlPercentage ?? 0), 0) / totalSignals;
+        // Downside per signal: maxDrawdown.pnlPercentage captures the worst intra-trade dip
+        const fallReturns = this._signalList.map((s) => s.signal.maxDrawdown?.pnlPercentage ?? 0);
+        // Calculate Sortino Ratio: avgPnl / stdDev(maxDrawdown per signal)
+        const fallVariance = fallReturns.reduce((sum, r) => sum + Math.pow(r, 2), 0) / totalSignals;
+        const fallDeviation = Math.sqrt(fallVariance);
+        const sortinoRatio = fallDeviation > 0 ? avgPnl / fallDeviation : 0;
+        // Avg absolute peak drawdown per signal — used as denominator for Calmar and Recovery
+        const avgAbsFall = fallReturns.reduce((sum, r) => sum + Math.abs(r), 0) / totalSignals;
+        const calmarRatio = avgAbsFall > 0 ? expectedYearlyReturns / avgAbsFall : 0;
+        const recoveryFactor = avgAbsFall > 0 ? totalPnl / avgAbsFall : 0;
         return {
             signalList: this._signalList,
             totalSignals,
@@ -21826,6 +21925,9 @@ let ReportStorage$a = class ReportStorage {
             expectedYearlyReturns: isUnsafe$3(expectedYearlyReturns) ? null : expectedYearlyReturns,
             avgPeakPnl: isUnsafe$3(avgPeakPnl) ? null : avgPeakPnl,
             avgFallPnl: isUnsafe$3(avgFallPnl) ? null : avgFallPnl,
+            sortinoRatio: isUnsafe$3(sortinoRatio) ? null : sortinoRatio,
+            calmarRatio: isUnsafe$3(calmarRatio) ? null : calmarRatio,
+            recoveryFactor: isUnsafe$3(recoveryFactor) ? null : recoveryFactor,
         };
     }
     /**
@@ -21872,6 +21974,9 @@ let ReportStorage$a = class ReportStorage {
             `**Expected Yearly Returns:** ${stats.expectedYearlyReturns === null ? "N/A" : `${stats.expectedYearlyReturns > 0 ? "+" : ""}${stats.expectedYearlyReturns.toFixed(2)}% (higher is better)`}`,
             `**Avg Peak PNL:** ${stats.avgPeakPnl === null ? "N/A" : `${stats.avgPeakPnl > 0 ? "+" : ""}${stats.avgPeakPnl.toFixed(2)}% (higher is better)`}`,
             `**Avg Max Drawdown PNL:** ${stats.avgFallPnl === null ? "N/A" : `${stats.avgFallPnl.toFixed(2)}% (closer to 0 is better)`}`,
+            `**Sortino Ratio:** ${stats.sortinoRatio === null ? "N/A" : `${stats.sortinoRatio.toFixed(3)} (higher is better)`}`,
+            `**Calmar Ratio:** ${stats.calmarRatio === null ? "N/A" : `${stats.calmarRatio.toFixed(3)} (higher is better)`}`,
+            `**Recovery Factor:** ${stats.recoveryFactor === null ? "N/A" : `${stats.recoveryFactor.toFixed(3)} (higher is better)`}`,
         ].join("\n");
     }
     /**
@@ -22472,6 +22577,9 @@ let ReportStorage$9 = class ReportStorage {
                 expectedYearlyReturns: null,
                 avgPeakPnl: null,
                 avgFallPnl: null,
+                sortinoRatio: null,
+                calmarRatio: null,
+                recoveryFactor: null,
             };
         }
         const closedEvents = this._eventList.filter((e) => e.action === "closed");
@@ -22521,6 +22629,21 @@ let ReportStorage$9 = class ReportStorage {
         const avgFallPnl = totalClosed > 0
             ? closedEvents.reduce((sum, e) => sum + (e.fallPnl || 0), 0) / totalClosed
             : 0;
+        // Downside per signal: fallPnl captures the worst intra-trade dip (maxDrawdown.pnlPercentage)
+        const fallReturns = closedEvents.map((e) => e.fallPnl || 0);
+        // Calculate Sortino Ratio: avgPnl / stdDev(maxDrawdown per signal)
+        let sortinoRatio = 0;
+        if (totalClosed > 0) {
+            const fallVariance = fallReturns.reduce((sum, r) => sum + Math.pow(r, 2), 0) / totalClosed;
+            const fallDeviation = Math.sqrt(fallVariance);
+            sortinoRatio = fallDeviation > 0 ? avgPnl / fallDeviation : 0;
+        }
+        // Avg absolute peak drawdown per signal — denominator for Calmar and Recovery
+        const avgAbsFall = totalClosed > 0
+            ? fallReturns.reduce((sum, r) => sum + Math.abs(r), 0) / totalClosed
+            : 0;
+        const calmarRatio = avgAbsFall > 0 ? expectedYearlyReturns / avgAbsFall : 0;
+        const recoveryFactor = avgAbsFall > 0 ? totalPnl / avgAbsFall : 0;
         return {
             eventList: this._eventList,
             totalEvents: this._eventList.length,
@@ -22537,6 +22660,9 @@ let ReportStorage$9 = class ReportStorage {
             expectedYearlyReturns: isUnsafe$2(expectedYearlyReturns) ? null : expectedYearlyReturns,
             avgPeakPnl: isUnsafe$2(avgPeakPnl) ? null : avgPeakPnl,
             avgFallPnl: isUnsafe$2(avgFallPnl) ? null : avgFallPnl,
+            sortinoRatio: isUnsafe$2(sortinoRatio) ? null : sortinoRatio,
+            calmarRatio: isUnsafe$2(calmarRatio) ? null : calmarRatio,
+            recoveryFactor: isUnsafe$2(recoveryFactor) ? null : recoveryFactor,
         };
     }
     /**
@@ -22583,6 +22709,9 @@ let ReportStorage$9 = class ReportStorage {
             `**Expected Yearly Returns:** ${stats.expectedYearlyReturns === null ? "N/A" : `${stats.expectedYearlyReturns > 0 ? "+" : ""}${stats.expectedYearlyReturns.toFixed(2)}% (higher is better)`}`,
             `**Avg Peak PNL:** ${stats.avgPeakPnl === null ? "N/A" : `${stats.avgPeakPnl > 0 ? "+" : ""}${stats.avgPeakPnl.toFixed(2)}% (higher is better)`}`,
             `**Avg Max Drawdown PNL:** ${stats.avgFallPnl === null ? "N/A" : `${stats.avgFallPnl.toFixed(2)}% (closer to 0 is better)`}`,
+            `**Sortino Ratio:** ${stats.sortinoRatio === null ? "N/A" : `${stats.sortinoRatio.toFixed(3)} (higher is better)`}`,
+            `**Calmar Ratio:** ${stats.calmarRatio === null ? "N/A" : `${stats.calmarRatio.toFixed(3)} (higher is better)`}`,
+            `**Recovery Factor:** ${stats.recoveryFactor === null ? "N/A" : `${stats.recoveryFactor.toFixed(3)} (higher is better)`}`,
         ].join("\n");
     }
     /**
@@ -24028,6 +24157,9 @@ let ReportStorage$7 = class ReportStorage {
             "",
             `**Best ${results.metric}:** ${formatMetric(results.bestMetric)}`,
             `**Total Signals:** ${bestStrategySignals}`,
+            `**Sortino Ratio:** ${results.bestStats?.sortinoRatio != null ? `${results.bestStats.sortinoRatio.toFixed(3)} (higher is better)` : "N/A"}`,
+            `**Calmar Ratio:** ${results.bestStats?.calmarRatio != null ? `${results.bestStats.calmarRatio.toFixed(3)} (higher is better)` : "N/A"}`,
+            `**Recovery Factor:** ${results.bestStats?.recoveryFactor != null ? `${results.bestStats.recoveryFactor.toFixed(3)} (higher is better)` : "N/A"}`,
             "",
             "## Top Strategies Comparison",
             "",
@@ -24494,6 +24626,27 @@ class HeatmapStorage {
             avgPeakPnl = signals.reduce((acc, s) => acc + (s.signal.peakProfit?.pnlPercentage ?? 0), 0) / signals.length;
             avgFallPnl = signals.reduce((acc, s) => acc + (s.signal.maxDrawdown?.pnlPercentage ?? 0), 0) / signals.length;
         }
+        // Downside per signal: maxDrawdown.pnlPercentage captures the worst intra-trade dip
+        const fallReturns = signals.map((s) => s.signal.maxDrawdown?.pnlPercentage ?? 0);
+        // Calculate Sortino Ratio: avgPnl / stdDev(maxDrawdown per signal)
+        let sortinoRatio = null;
+        if (signals.length > 0 && avgPnl !== null) {
+            const fallVariance = fallReturns.reduce((acc, r) => acc + Math.pow(r, 2), 0) / signals.length;
+            const fallDeviation = Math.sqrt(fallVariance);
+            if (fallDeviation > 0) {
+                sortinoRatio = avgPnl / fallDeviation;
+            }
+        }
+        // Avg absolute peak drawdown per signal — denominator for Calmar and Recovery
+        const avgAbsFall = signals.length > 0
+            ? fallReturns.reduce((acc, r) => acc + Math.abs(r), 0) / signals.length
+            : 0;
+        let calmarRatio = null;
+        let recoveryFactor = null;
+        if (avgAbsFall > 0 && totalPnl !== null) {
+            calmarRatio = totalPnl / avgAbsFall;
+            recoveryFactor = totalPnl / avgAbsFall;
+        }
         // Apply safe math checks
         if (isUnsafe(winRate))
             winRate = null;
@@ -24519,6 +24672,12 @@ class HeatmapStorage {
             avgPeakPnl = null;
         if (isUnsafe(avgFallPnl))
             avgFallPnl = null;
+        if (isUnsafe(sortinoRatio))
+            sortinoRatio = null;
+        if (isUnsafe(calmarRatio))
+            calmarRatio = null;
+        if (isUnsafe(recoveryFactor))
+            recoveryFactor = null;
         return {
             symbol,
             totalPnl,
@@ -24538,6 +24697,9 @@ class HeatmapStorage {
             expectancy,
             avgPeakPnl,
             avgFallPnl,
+            sortinoRatio,
+            calmarRatio,
+            recoveryFactor,
         };
     }
     /**
@@ -29404,6 +29566,9 @@ class WalkerReportService {
                 annualizedSharpeRatio: data.stats.annualizedSharpeRatio,
                 certaintyRatio: data.stats.certaintyRatio,
                 expectedYearlyReturns: data.stats.expectedYearlyReturns,
+                sortinoRatio: data.stats.sortinoRatio,
+                calmarRatio: data.stats.calmarRatio,
+                recoveryFactor: data.stats.recoveryFactor,
                 firstEventTime,
                 lastEventTime,
             }, {
@@ -50718,7 +50883,8 @@ class DumpAdapter {
             const unClose = signalEmitter
                 .filter(({ action }) => action === "closed")
                 .connect(({ signal }) => handleDispose(signal.id));
-            return compose(() => unCancel(), () => unClose());
+            const unEnable = () => this.enable.clear();
+            return compose(() => unCancel(), () => unClose(), () => unEnable());
         });
         /**
          * Deactivates the adapter by unsubscribing from signal lifecycle events.
@@ -51405,7 +51571,7 @@ class ReportUtils {
          *
          * @returns Cleanup function that unsubscribes from all enabled services
          */
-        this.enable = ({ backtest: bt = false, breakeven = false, heat = false, live = false, partial = false, performance = false, risk = false, schedule = false, walker = false, strategy = false, sync = false, highest_profit = false, max_drawdown = false, } = WILDCARD_TARGET$2) => {
+        this.enable = singleshot(({ backtest: bt = false, breakeven = false, heat = false, live = false, partial = false, performance = false, risk = false, schedule = false, walker = false, strategy = false, sync = false, highest_profit = false, max_drawdown = false, } = WILDCARD_TARGET$2) => {
             LOGGER_SERVICE$2.debug(REPORT_UTILS_METHOD_NAME_ENABLE, {
                 backtest: bt,
                 breakeven,
@@ -51459,8 +51625,11 @@ class ReportUtils {
             if (max_drawdown) {
                 unList.push(backtest.maxDrawdownReportService.subscribe());
             }
+            {
+                unList.push(() => this.enable.clear());
+            }
             return compose(...unList.map((un) => () => void un()));
-        };
+        });
         /**
          * Disables report services selectively.
          *
@@ -51511,6 +51680,11 @@ class ReportUtils {
                 strategy,
                 sync,
             });
+            if (this.enable.hasValue()) {
+                const lastSubscription = this.enable();
+                lastSubscription();
+                return;
+            }
             if (bt) {
                 backtest.backtestReportService.unsubscribe();
             }
@@ -51672,7 +51846,7 @@ class MarkdownUtils {
          *
          * @returns Cleanup function that unsubscribes from all enabled services
          */
-        this.enable = ({ backtest: bt = false, breakeven = false, heat = false, live = false, partial = false, performance = false, strategy = false, risk = false, schedule = false, walker = false, sync = false, highest_profit = false, max_drawdown = false, } = WILDCARD_TARGET$1) => {
+        this.enable = singleshot(({ backtest: bt = false, breakeven = false, heat = false, live = false, partial = false, performance = false, strategy = false, risk = false, schedule = false, walker = false, sync = false, highest_profit = false, max_drawdown = false, } = WILDCARD_TARGET$1) => {
             LOGGER_SERVICE$1.debug(MARKDOWN_METHOD_NAME_ENABLE, {
                 backtest: bt,
                 breakeven,
@@ -51727,8 +51901,11 @@ class MarkdownUtils {
             if (max_drawdown) {
                 unList.push(backtest.maxDrawdownMarkdownService.subscribe());
             }
+            {
+                unList.push(() => this.enable.clear());
+            }
             return compose(...unList.map((un) => () => void un()));
-        };
+        });
         /**
          * Disables markdown report services selectively.
          *
@@ -51781,6 +51958,11 @@ class MarkdownUtils {
                 sync,
                 highest_profit,
             });
+            if (this.enable.hasValue()) {
+                const lastSubscription = this.enable();
+                lastSubscription();
+                return;
+            }
             if (bt) {
                 backtest.backtestMarkdownService.unsubscribe();
             }

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "backtest-kit",
-  "version": "7.8.0",
+  "version": "8.1.0",
   "description": "A TypeScript library for trading system backtest",
   "author": {
     "name": "Petr Tripolsky",

package/types.d.ts

@@ -4466,6 +4466,12 @@ interface BacktestStatisticsModel {
     avgPeakPnl: number | null;
     /** Average fall PNL percentage across all signals (_fall.pnlPercentage), null if unsafe. Lower (more negative) means deeper drawdowns. */
     avgFallPnl: number | null;
+    /** Sortino Ratio (avgPnl / downside deviation — stdDev of losses only), null if unsafe. Higher is better. */
+    sortinoRatio: number | null;
+    /** Calmar Ratio (annualized expected return / max drawdown), null if unsafe. Higher is better. */
+    calmarRatio: number | null;
+    /** Recovery Factor (totalPnl / max drawdown), null if unsafe. Higher is better. */
+    recoveryFactor: number | null;
 }
 
 /**
@@ -6478,6 +6484,20 @@ declare const GLOBAL_CONFIG: {
      * Default: false (PPPL logic is only applied when it does not break the direction of exits, ensuring clearer profit/loss outcomes)
      */
     CC_ENABLE_PPPL_EVERYWHERE: boolean;
+    /**
+     * Enables long signals in strategies that are primarily designed for short signals.
+     * This allows the strategy to generate and manage long signals in addition to short signals, even if the original design was focused on short trading.
+     * This can help expand the strategy's applicability and take advantage of bullish market conditions, but may require additional logic to manage long signal behavior effectively.
+     *
+     * Default: false (long signals are only enabled in strategies that are designed for them, ensuring strategy logic is aligned with signal types)
+     */
+    CC_ENABLE_LONG_SIGNAL: boolean;
+    /**
+     * Enables short signals in strategies that are primarily designed for long signals.
+     * This allows the strategy to generate and manage short signals in addition to long signals, even if the original design was focused on long trading.
+     * This can help expand the strategy's applicability and take advantage of bearish market conditions, but may require additional logic to manage short signal behavior effectively.
+     */
+    CC_ENABLE_SHORT_SIGNAL: boolean;
     /**
      * Enables trailing logic (Trailing Take / Trailing Stop) without requiring absorption conditions.
      * Allows trailing mechanisms to be activated regardless of whether absorption has been detected.
@@ -6626,6 +6646,8 @@ declare function getConfig(): {
     CC_ENABLE_CANDLE_FETCH_MUTEX: boolean;
     CC_ENABLE_DCA_EVERYWHERE: boolean;
     CC_ENABLE_PPPL_EVERYWHERE: boolean;
+    CC_ENABLE_LONG_SIGNAL: boolean;
+    CC_ENABLE_SHORT_SIGNAL: boolean;
     CC_ENABLE_TRAILING_EVERYWHERE: boolean;
     CC_POSITION_ENTRY_COST: number;
 };
@@ -6682,6 +6704,8 @@ declare function getDefaultConfig(): Readonly<{
     CC_ENABLE_CANDLE_FETCH_MUTEX: boolean;
     CC_ENABLE_DCA_EVERYWHERE: boolean;
     CC_ENABLE_PPPL_EVERYWHERE: boolean;
+    CC_ENABLE_LONG_SIGNAL: boolean;
+    CC_ENABLE_SHORT_SIGNAL: boolean;
     CC_ENABLE_TRAILING_EVERYWHERE: boolean;
     CC_POSITION_ENTRY_COST: number;
 }>;
@@ -10259,6 +10283,12 @@ interface IHeatmapRow {
     avgPeakPnl: number | null;
     /** Average fall PNL percentage across all trades (_fall.pnlPercentage). Closer to 0 is better. */
     avgFallPnl: number | null;
+    /** Sortino Ratio (avgPnl / downside deviation — stdDev of losses only). Higher is better. */
+    sortinoRatio: number | null;
+    /** Calmar Ratio (totalPnl / maxDrawdown). Higher is better. */
+    calmarRatio: number | null;
+    /** Recovery Factor (totalPnl / maxDrawdown). Higher is better. */
+    recoveryFactor: number | null;
 }
 
 /**
@@ -12131,6 +12161,12 @@ interface LiveStatisticsModel {
     avgPeakPnl: number | null;
     /** Average fall PNL percentage across all closed signals (_fall.pnlPercentage), null if unsafe. Closer to 0 is better. */
     avgFallPnl: number | null;
+    /** Sortino Ratio (avgPnl / downside deviation — stdDev of losses only), null if unsafe. Higher is better. */
+    sortinoRatio: number | null;
+    /** Calmar Ratio (annualized expected return / max drawdown), null if unsafe. Higher is better. */
+    calmarRatio: number | null;
+    /** Recovery Factor (totalPnl / max drawdown), null if unsafe. Higher is better. */
+    recoveryFactor: number | null;
 }
 
 /**
@@ -14593,7 +14629,7 @@ declare class ReportBase implements TReportBase {
      * Waits for drain event if write buffer is full.
      * Times out after 15 seconds and returns TIMEOUT_SYMBOL.
      */
-    [WRITE_SAFE_SYMBOL]: (line: string) => Promise<symbol | void>;
+    [WRITE_SAFE_SYMBOL]: functools_kit.IWrappedQueuedFn<symbol | void, [line: string]>;
     /**
      * Initializes the JSONL file and write stream.
      * Safe to call multiple times - singleshot ensures one-time execution.
@@ -14717,7 +14753,7 @@ declare class ReportUtils {
      *
      * @returns Cleanup function that unsubscribes from all enabled services
      */
-    enable: ({ backtest: bt, breakeven, heat, live, partial, performance, risk, schedule, walker, strategy, sync, highest_profit, max_drawdown, }?: Partial<IReportTarget>) => (...args: any[]) => any;
+    enable: (({ backtest: bt, breakeven, heat, live, partial, performance, risk, schedule, walker, strategy, sync, highest_profit, max_drawdown, }?: Partial<IReportTarget>) => (...args: any[]) => any) & functools_kit.ISingleshotClearable<({ backtest: bt, breakeven, heat, live, partial, performance, risk, schedule, walker, strategy, sync, highest_profit, max_drawdown, }?: Partial<IReportTarget>) => (...args: any[]) => any>;
     /**
      * Disables report services selectively.
      *
@@ -14834,7 +14870,7 @@ declare class MarkdownUtils {
      *
      * @returns Cleanup function that unsubscribes from all enabled services
      */
-    enable: ({ backtest: bt, breakeven, heat, live, partial, performance, strategy, risk, schedule, walker, sync, highest_profit, max_drawdown, }?: Partial<IMarkdownTarget>) => (...args: any[]) => any;
+    enable: (({ backtest: bt, breakeven, heat, live, partial, performance, strategy, risk, schedule, walker, sync, highest_profit, max_drawdown, }?: Partial<IMarkdownTarget>) => (...args: any[]) => any) & functools_kit.ISingleshotClearable<({ backtest: bt, breakeven, heat, live, partial, performance, strategy, risk, schedule, walker, sync, highest_profit, max_drawdown, }?: Partial<IMarkdownTarget>) => (...args: any[]) => any>;
     /**
      * Disables markdown report services selectively.
      *