The ranking page displays median values derived from backtests conducted on the selected Exchange/Stake.
It exclusively includes strategies that meet the following criteria:
The default sorting is determined by a universal score known as the "Ninja score," which is calculated using the following weightings:
stat_weights = {
"buys": 9,
"avgprof": 26,
"totprofp": 26,
"winp": 24,
"ddp": -25,
"stoploss": 7,
"sharpe": 7,
"sortino": 7,
"calmar": 7,
"expectancy": 8,
"profit_factor": 9,
"cagr": 10,
"rejected_signals": -25,
"backtest_win_percentage": 10
}
Freqtrade´s Recursive Analysis is used on the strategies to detect recursive issues.
Quantstats will be generated once on start of backtesting for the last year, if it is possible to generate them.
A pre-requirement is the strategy needs to be in the ranking section of the page. Could be subject to change to limit it further,
if this takes to much time.
You can add your own dryruns to track to the page, instructions how this works are on Github.