diff --git a/README.md b/README.md
index 30ad1ad2a..2ab62793d 100644
--- a/README.md
+++ b/README.md
@@ -1,6 +1,7 @@
 # ![freqtrade](https://raw.githubusercontent.com/freqtrade/freqtrade/develop/docs/assets/freqtrade_poweredby.svg)
 
 [![Freqtrade CI](https://github.com/freqtrade/freqtrade/workflows/Freqtrade%20CI/badge.svg)](https://github.com/freqtrade/freqtrade/actions/)
+[![DOI](https://joss.theoj.org/papers/10.21105/joss.04864/status.svg)](https://doi.org/10.21105/joss.04864)
 [![Coverage Status](https://coveralls.io/repos/github/freqtrade/freqtrade/badge.svg?branch=develop&service=github)](https://coveralls.io/github/freqtrade/freqtrade?branch=develop)
 [![Documentation](https://readthedocs.org/projects/freqtrade/badge/)](https://www.freqtrade.io)
 [![Maintainability](https://api.codeclimate.com/v1/badges/5737e6d668200b7518ff/maintainability)](https://codeclimate.com/github/freqtrade/freqtrade/maintainability)
diff --git a/docs/backtesting.md b/docs/backtesting.md
index bfe0f4d07..0227df3f6 100644
--- a/docs/backtesting.md
+++ b/docs/backtesting.md
@@ -300,7 +300,11 @@ A backtesting result will look like that:
 | Absolute profit             | 0.00762792 BTC      |
 | Total profit %              | 76.2%               |
 | CAGR %                      | 460.87%             |
+| Sortino                     | 1.88                |
+| Sharpe                      | 2.97                |
+| Calmar                      | 6.29                |
 | Profit factor               | 1.11                |
+| Expectancy                  | -0.15               |
 | Avg. stake amount           | 0.001      BTC      |
 | Total trade volume          | 0.429      BTC      |
 |                             |                     |
@@ -400,7 +404,11 @@ It contains some useful key metrics about performance of your strategy on backte
 | Absolute profit             | 0.00762792 BTC      |
 | Total profit %              | 76.2%               |
 | CAGR %                      | 460.87%             |
+| Sortino                     | 1.88                |
+| Sharpe                      | 2.97                |
+| Calmar                      | 6.29                |
 | Profit factor               | 1.11                |
+| Expectancy                  | -0.15               |
 | Avg. stake amount           | 0.001      BTC      |
 | Total trade volume          | 0.429      BTC      |
 |                             |                     |
@@ -447,6 +455,9 @@ It contains some useful key metrics about performance of your strategy on backte
 - `Absolute profit`: Profit made in stake currency.
 - `Total profit %`: Total profit. Aligned to the `TOTAL` row's `Tot Profit %` from the first table. Calculated as `(End capital − Starting capital) / Starting capital`.
 - `CAGR %`: Compound annual growth rate.
+- `Sortino`: Annualized Sortino ratio.
+- `Sharpe`: Annualized Sharpe ratio.
+- `Calmar`: Annualized Calmar ratio.
 - `Profit factor`: profit / loss.
 - `Avg. stake amount`: Average stake amount, either `stake_amount` or the average when using dynamic stake amount.
 - `Total trade volume`: Volume generated on the exchange to reach the above profit.
diff --git a/docs/hyperopt.md b/docs/hyperopt.md
index 6b6c2a772..e72b850ca 100644
--- a/docs/hyperopt.md
+++ b/docs/hyperopt.md
@@ -365,7 +365,7 @@ class MyAwesomeStrategy(IStrategy):
     timeframe = '15m'
     minimal_roi = {
         "0":  0.10
-    },
+    }
     # Define the parameter spaces
     buy_ema_short = IntParameter(3, 50, default=5)
     buy_ema_long = IntParameter(15, 200, default=50)
@@ -400,7 +400,7 @@ class MyAwesomeStrategy(IStrategy):
         return dataframe
 
     def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
-          conditions = []
+        conditions = []
         conditions.append(qtpylib.crossed_above(
                 dataframe[f'ema_long_{self.buy_ema_long.value}'], dataframe[f'ema_short_{self.buy_ema_short.value}']
             ))
diff --git a/docs/index.md b/docs/index.md
index 5459eac1b..40b9e98ad 100644
--- a/docs/index.md
+++ b/docs/index.md
@@ -1,6 +1,7 @@
 ![freqtrade](assets/freqtrade_poweredby.svg)
 
 [![Freqtrade CI](https://github.com/freqtrade/freqtrade/workflows/Freqtrade%20CI/badge.svg)](https://github.com/freqtrade/freqtrade/actions/)
+[![DOI](https://joss.theoj.org/papers/10.21105/joss.04864/status.svg)](https://doi.org/10.21105/joss.04864)
 [![Coverage Status](https://coveralls.io/repos/github/freqtrade/freqtrade/badge.svg?branch=develop&service=github)](https://coveralls.io/github/freqtrade/freqtrade?branch=develop)
 [![Maintainability](https://api.codeclimate.com/v1/badges/5737e6d668200b7518ff/maintainability)](https://codeclimate.com/github/freqtrade/freqtrade/maintainability)
 
diff --git a/docs/leverage.md b/docs/leverage.md
index 429aff86c..0a265277e 100644
--- a/docs/leverage.md
+++ b/docs/leverage.md
@@ -92,6 +92,8 @@ One account is used to share collateral between markets (trading pairs). Margin
 "margin_mode": "cross"
 ```
 
+Please read the [exchange specific notes](exchanges.md) for exchanges that support this mode and how they differ.
+
 ## Set leverage to use
 
 Different strategies and risk profiles will require different levels of leverage.
diff --git a/docs/overrides/main.html b/docs/overrides/main.html
index dfc5264be..cba627ead 100644
--- a/docs/overrides/main.html
+++ b/docs/overrides/main.html
@@ -11,9 +11,6 @@
   {% endif %}
   <div class="md-sidebar md-sidebar--primary" data-md-component="sidebar" data-md-type="navigation" {{ hidden }}>
     <div class="md-sidebar__scrollwrap">
-      <div id="widget-wrapper">
-
-      </div>
       <div class="md-sidebar__inner">
         {% include "partials/nav.html" %}
       </div>
@@ -44,25 +41,4 @@
     <script src="https://code.jquery.com/jquery-3.4.1.min.js"
       integrity="sha256-CSXorXvZcTkaix6Yvo6HppcZGetbYMGWSFlBw8HfCJo=" crossorigin="anonymous"></script>
 
-    <!-- Load binance SDK -->
-    <script async defer src="https://public.bnbstatic.com/static/js/broker-sdk/broker-sdk@1.0.0.min.js"></script>
-
-    <script>
-      window.onload = function () {
-        var sidebar = document.getElementById('widget-wrapper')
-        var newDiv = document.createElement("div");
-        newDiv.id = "widget";
-        try {
-          sidebar.prepend(newDiv);
-
-          window.binanceBrokerPortalSdk.initBrokerSDK('#widget', {
-            apiHost: 'https://www.binance.com',
-            brokerId: 'R4BD3S82',
-            slideTime: 4e4,
-          });
-        } catch(err) {
-          console.log(err)
-        }
-      }
-    </script>
 {% endblock %}
diff --git a/docs/stylesheets/ft.extra.css b/docs/stylesheets/ft.extra.css
index f9ad980c6..3369fa177 100644
--- a/docs/stylesheets/ft.extra.css
+++ b/docs/stylesheets/ft.extra.css
@@ -11,18 +11,3 @@
 .rst-versions .rst-other-versions {
     color: white;
 }
-
-
-#widget-wrapper {
-    height: calc(220px * 0.5625 + 18px);
-    width: 220px;
-    margin: 0 auto 16px auto;
-    border-style: solid;
-    border-color: var(--md-code-bg-color);
-    border-width: 1px;
-    border-radius: 5px;
-}
-
-@media screen and (max-width: calc(76.25em - 1px)) {
-    #widget-wrapper { display: none; }
-}
diff --git a/freqtrade/__init__.py b/freqtrade/__init__.py
index b44189cb0..5430cd2d0 100644
--- a/freqtrade/__init__.py
+++ b/freqtrade/__init__.py
@@ -1,5 +1,5 @@
 """ Freqtrade bot """
-__version__ = '2022.12.dev'
+__version__ = '2023.1.dev'
 
 if 'dev' in __version__:
     try:
diff --git a/freqtrade/data/entryexitanalysis.py b/freqtrade/data/entryexitanalysis.py
index 565a279b1..baa1cca3a 100755
--- a/freqtrade/data/entryexitanalysis.py
+++ b/freqtrade/data/entryexitanalysis.py
@@ -52,7 +52,7 @@ def _process_candles_and_indicators(pairlist, strategy_name, trades, signal_cand
     return analysed_trades_dict
 
 
-def _analyze_candles_and_indicators(pair, trades, signal_candles):
+def _analyze_candles_and_indicators(pair, trades: pd.DataFrame, signal_candles: pd.DataFrame):
     buyf = signal_candles
 
     if len(buyf) > 0:
@@ -120,7 +120,7 @@ def _do_group_table_output(bigdf, glist):
 
         else:
             agg_mask = {'profit_abs': ['count', 'sum', 'median', 'mean'],
-                        'profit_ratio': ['sum', 'median', 'mean']}
+                        'profit_ratio': ['median', 'mean', 'sum']}
             agg_cols = ['num_buys', 'profit_abs_sum', 'profit_abs_median',
                         'profit_abs_mean', 'median_profit_pct', 'mean_profit_pct',
                         'total_profit_pct']
diff --git a/freqtrade/data/metrics.py b/freqtrade/data/metrics.py
index c11a2df88..1d2757f8f 100644
--- a/freqtrade/data/metrics.py
+++ b/freqtrade/data/metrics.py
@@ -1,4 +1,6 @@
 import logging
+import math
+from datetime import datetime
 from typing import Dict, Tuple
 
 import numpy as np
@@ -190,3 +192,119 @@ def calculate_cagr(days_passed: int, starting_balance: float, final_balance: flo
     :return: CAGR
     """
     return (final_balance / starting_balance) ** (1 / (days_passed / 365)) - 1
+
+
+def calculate_expectancy(trades: pd.DataFrame) -> float:
+    """
+    Calculate expectancy
+    :param trades: DataFrame containing trades (requires columns close_date and profit_ratio)
+    :return: expectancy
+    """
+    if len(trades) == 0:
+        return 0
+
+    expectancy = 1
+
+    profit_sum = trades.loc[trades['profit_abs'] > 0, 'profit_abs'].sum()
+    loss_sum = abs(trades.loc[trades['profit_abs'] < 0, 'profit_abs'].sum())
+    nb_win_trades = len(trades.loc[trades['profit_abs'] > 0])
+    nb_loss_trades = len(trades.loc[trades['profit_abs'] < 0])
+
+    if (nb_win_trades > 0) and (nb_loss_trades > 0):
+        average_win = profit_sum / nb_win_trades
+        average_loss = loss_sum / nb_loss_trades
+        risk_reward_ratio = average_win / average_loss
+        winrate = nb_win_trades / len(trades)
+        expectancy = ((1 + risk_reward_ratio) * winrate) - 1
+    elif nb_win_trades == 0:
+        expectancy = 0
+
+    return expectancy
+
+
+def calculate_sortino(trades: pd.DataFrame, min_date: datetime, max_date: datetime,
+                      starting_balance: float) -> float:
+    """
+    Calculate sortino
+    :param trades: DataFrame containing trades (requires columns profit_abs)
+    :return: sortino
+    """
+    if (len(trades) == 0) or (min_date is None) or (max_date is None) or (min_date == max_date):
+        return 0
+
+    total_profit = trades['profit_abs'] / starting_balance
+    days_period = max(1, (max_date - min_date).days)
+
+    expected_returns_mean = total_profit.sum() / days_period
+
+    down_stdev = np.std(trades.loc[trades['profit_abs'] < 0, 'profit_abs'] / starting_balance)
+
+    if down_stdev != 0 and not np.isnan(down_stdev):
+        sortino_ratio = expected_returns_mean / down_stdev * np.sqrt(365)
+    else:
+        # Define high (negative) sortino ratio to be clear that this is NOT optimal.
+        sortino_ratio = -100
+
+    # print(expected_returns_mean, down_stdev, sortino_ratio)
+    return sortino_ratio
+
+
+def calculate_sharpe(trades: pd.DataFrame, min_date: datetime, max_date: datetime,
+                     starting_balance: float) -> float:
+    """
+    Calculate sharpe
+    :param trades: DataFrame containing trades (requires column profit_abs)
+    :return: sharpe
+    """
+    if (len(trades) == 0) or (min_date is None) or (max_date is None) or (min_date == max_date):
+        return 0
+
+    total_profit = trades['profit_abs'] / starting_balance
+    days_period = max(1, (max_date - min_date).days)
+
+    expected_returns_mean = total_profit.sum() / days_period
+    up_stdev = np.std(total_profit)
+
+    if up_stdev != 0:
+        sharp_ratio = expected_returns_mean / up_stdev * np.sqrt(365)
+    else:
+        # Define high (negative) sharpe ratio to be clear that this is NOT optimal.
+        sharp_ratio = -100
+
+    # print(expected_returns_mean, up_stdev, sharp_ratio)
+    return sharp_ratio
+
+
+def calculate_calmar(trades: pd.DataFrame, min_date: datetime, max_date: datetime,
+                     starting_balance: float) -> float:
+    """
+    Calculate calmar
+    :param trades: DataFrame containing trades (requires columns close_date and profit_abs)
+    :return: calmar
+    """
+    if (len(trades) == 0) or (min_date is None) or (max_date is None) or (min_date == max_date):
+        return 0
+
+    total_profit = trades['profit_abs'].sum() / starting_balance
+    days_period = max(1, (max_date - min_date).days)
+
+    # adding slippage of 0.1% per trade
+    # total_profit = total_profit - 0.0005
+    expected_returns_mean = total_profit / days_period * 100
+
+    # calculate max drawdown
+    try:
+        _, _, _, _, _, max_drawdown = calculate_max_drawdown(
+            trades, value_col="profit_abs", starting_balance=starting_balance
+        )
+    except ValueError:
+        max_drawdown = 0
+
+    if max_drawdown != 0:
+        calmar_ratio = expected_returns_mean / max_drawdown * math.sqrt(365)
+    else:
+        # Define high (negative) calmar ratio to be clear that this is NOT optimal.
+        calmar_ratio = -100
+
+    # print(expected_returns_mean, max_drawdown, calmar_ratio)
+    return calmar_ratio
diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index 32d4f3435..d691738fe 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -2035,8 +2035,8 @@ class Exchange:
             # Fetch OHLCV asynchronously
             s = '(' + arrow.get(since_ms // 1000).isoformat() + ') ' if since_ms is not None else ''
             logger.debug(
-                "Fetching pair %s, interval %s, since %s %s...",
-                pair, timeframe, since_ms, s
+                "Fetching pair %s, %s, interval %s, since %s %s...",
+                pair, candle_type, timeframe, since_ms, s
             )
             params = deepcopy(self._ft_has.get('ohlcv_params', {}))
             candle_limit = self.ohlcv_candle_limit(
@@ -2050,11 +2050,12 @@ class Exchange:
                     limit=candle_limit, params=params)
             else:
                 # Funding rate
-                data = await self._api_async.fetch_funding_rate_history(
-                    pair, since=since_ms,
-                    limit=candle_limit)
-                # Convert funding rate to candle pattern
-                data = [[x['timestamp'], x['fundingRate'], 0, 0, 0, 0] for x in data]
+                data = await self._fetch_funding_rate_history(
+                    pair=pair,
+                    timeframe=timeframe,
+                    limit=candle_limit,
+                    since_ms=since_ms,
+                )
             # Some exchanges sort OHLCV in ASC order and others in DESC.
             # Ex: Bittrex returns the list of OHLCV in ASC order (oldest first, newest last)
             # while GDAX returns the list of OHLCV in DESC order (newest first, oldest last)
@@ -2082,6 +2083,24 @@ class Exchange:
             raise OperationalException(f'Could not fetch historical candle (OHLCV) data '
                                        f'for pair {pair}. Message: {e}') from e
 
+    async def _fetch_funding_rate_history(
+        self,
+        pair: str,
+        timeframe: str,
+        limit: int,
+        since_ms: Optional[int] = None,
+    ) -> List[List]:
+        """
+        Fetch funding rate history - used to selectively override this by subclasses.
+        """
+        # Funding rate
+        data = await self._api_async.fetch_funding_rate_history(
+            pair, since=since_ms,
+            limit=limit)
+        # Convert funding rate to candle pattern
+        data = [[x['timestamp'], x['fundingRate'], 0, 0, 0, 0] for x in data]
+        return data
+
     # Fetch historic trades
 
     @retrier_async
@@ -2745,11 +2764,16 @@ class Exchange:
         """
         Important: Must be fetching data from cached values as this is used by backtesting!
         PERPETUAL:
-         gateio: https://www.gate.io/help/futures/perpetual/22160/calculation-of-liquidation-price
+         gateio: https://www.gate.io/help/futures/futures/27724/liquidation-price-bankruptcy-price
+         > Liquidation Price = (Entry Price ± Margin / Contract Multiplier / Size) /
+                                [ 1 ± (Maintenance Margin Ratio + Taker Rate)]
+            Wherein, "+" or "-" depends on whether the contract goes long or short:
+            "-" for long, and "+" for short.
+
          okex: https://www.okex.com/support/hc/en-us/articles/
             360053909592-VI-Introduction-to-the-isolated-mode-of-Single-Multi-currency-Portfolio-margin
 
-        :param exchange_name:
+        :param pair: Pair to calculate liquidation price for
         :param open_rate: Entry price of position
         :param is_short: True if the trade is a short, false otherwise
         :param amount: Absolute value of position size incl. leverage (in base currency)
@@ -2789,7 +2813,7 @@ class Exchange:
     def get_maintenance_ratio_and_amt(
         self,
         pair: str,
-        nominal_value: float = 0.0,
+        nominal_value: float,
     ) -> Tuple[float, Optional[float]]:
         """
         Important: Must be fetching data from cached values as this is used by backtesting!
diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 2b8b96cba..81e05ade0 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -1177,6 +1177,7 @@ class Backtesting:
                         open_trade_count_start = self.backtest_loop(
                             row, pair, current_time, end_date, max_open_trades,
                             open_trade_count_start)
+                        continue
                     detail_data.loc[:, 'enter_long'] = row[LONG_IDX]
                     detail_data.loc[:, 'exit_long'] = row[ELONG_IDX]
                     detail_data.loc[:, 'enter_short'] = row[SHORT_IDX]
diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py
index 8ad37e7d8..7de8f1a47 100644
--- a/freqtrade/optimize/optimize_reports.py
+++ b/freqtrade/optimize/optimize_reports.py
@@ -9,8 +9,9 @@ from tabulate import tabulate
 
 from freqtrade.constants import (DATETIME_PRINT_FORMAT, LAST_BT_RESULT_FN, UNLIMITED_STAKE_AMOUNT,
                                  Config)
-from freqtrade.data.metrics import (calculate_cagr, calculate_csum, calculate_market_change,
-                                    calculate_max_drawdown)
+from freqtrade.data.metrics import (calculate_cagr, calculate_calmar, calculate_csum,
+                                    calculate_expectancy, calculate_market_change,
+                                    calculate_max_drawdown, calculate_sharpe, calculate_sortino)
 from freqtrade.misc import decimals_per_coin, file_dump_joblib, file_dump_json, round_coin_value
 from freqtrade.optimize.backtest_caching import get_backtest_metadata_filename
 
@@ -448,6 +449,10 @@ def generate_strategy_stats(pairlist: List[str],
         'profit_total_long_abs': results.loc[~results['is_short'], 'profit_abs'].sum(),
         'profit_total_short_abs': results.loc[results['is_short'], 'profit_abs'].sum(),
         'cagr': calculate_cagr(backtest_days, start_balance, content['final_balance']),
+        'expectancy': calculate_expectancy(results),
+        'sortino': calculate_sortino(results, min_date, max_date, start_balance),
+        'sharpe': calculate_sharpe(results, min_date, max_date, start_balance),
+        'calmar': calculate_calmar(results, min_date, max_date, start_balance),
         'profit_factor': profit_factor,
         'backtest_start': min_date.strftime(DATETIME_PRINT_FORMAT),
         'backtest_start_ts': int(min_date.timestamp() * 1000),
@@ -785,8 +790,13 @@ def text_table_add_metrics(strat_results: Dict) -> str:
                                                   strat_results['stake_currency'])),
             ('Total profit %', f"{strat_results['profit_total']:.2%}"),
             ('CAGR %', f"{strat_results['cagr']:.2%}" if 'cagr' in strat_results else 'N/A'),
+            ('Sortino', f"{strat_results['sortino']:.2f}" if 'sortino' in strat_results else 'N/A'),
+            ('Sharpe', f"{strat_results['sharpe']:.2f}" if 'sharpe' in strat_results else 'N/A'),
+            ('Calmar', f"{strat_results['calmar']:.2f}" if 'calmar' in strat_results else 'N/A'),
             ('Profit factor', f'{strat_results["profit_factor"]:.2f}' if 'profit_factor'
                               in strat_results else 'N/A'),
+            ('Expectancy', f"{strat_results['expectancy']:.2f}" if 'expectancy'
+                           in strat_results else 'N/A'),
             ('Trades per day', strat_results['trades_per_day']),
             ('Avg. daily profit %',
              f"{(strat_results['profit_total'] / strat_results['backtest_days']):.2%}"),
diff --git a/freqtrade/plugins/pairlist/VolumePairList.py b/freqtrade/plugins/pairlist/VolumePairList.py
index be58ec1a1..2649a8425 100644
--- a/freqtrade/plugins/pairlist/VolumePairList.py
+++ b/freqtrade/plugins/pairlist/VolumePairList.py
@@ -135,7 +135,7 @@ class VolumePairList(IPairList):
                 filtered_tickers = [
                     v for k, v in tickers.items()
                     if (self._exchange.get_pair_quote_currency(k) == self._stake_currency
-                        and (self._use_range or v[self._sort_key] is not None)
+                        and (self._use_range or v.get(self._sort_key) is not None)
                         and v['symbol'] in _pairlist)]
                 pairlist = [s['symbol'] for s in filtered_tickers]
             else:
diff --git a/freqtrade/templates/FreqaiExampleStrategy.py b/freqtrade/templates/FreqaiExampleStrategy.py
index fc39b0ab4..4690a6ccb 100644
--- a/freqtrade/templates/FreqaiExampleStrategy.py
+++ b/freqtrade/templates/FreqaiExampleStrategy.py
@@ -28,7 +28,7 @@ class FreqaiExampleStrategy(IStrategy):
     plot_config = {
         "main_plot": {},
         "subplots": {
-            "prediction": {"prediction": {"color": "blue"}},
+            "&-s_close": {"prediction": {"color": "blue"}},
             "do_predict": {
                 "do_predict": {"color": "brown"},
             },
@@ -140,7 +140,8 @@ class FreqaiExampleStrategy(IStrategy):
             # If user wishes to use multiple targets, they can add more by
             # appending more columns with '&'. User should keep in mind that multi targets
             # requires a multioutput prediction model such as
-            # templates/CatboostPredictionMultiModel.py,
+            # freqai/prediction_models/CatboostRegressorMultiTarget.py,
+            # freqtrade trade --freqaimodel CatboostRegressorMultiTarget
 
             # df["&-s_range"] = (
             #     df["close"]
diff --git a/requirements-dev.txt b/requirements-dev.txt
index c1fd160ee..cf7a75d98 100644
--- a/requirements-dev.txt
+++ b/requirements-dev.txt
@@ -18,7 +18,7 @@ pytest-mock==3.10.0
 pytest-random-order==1.1.0
 isort==5.11.4
 # For datetime mocking
-time-machine==2.8.2
+time-machine==2.9.0
 # fastapi testing
 httpx==0.23.1
 
diff --git a/requirements-hyperopt.txt b/requirements-hyperopt.txt
index fcae2cbdd..0cfd6cfa1 100644
--- a/requirements-hyperopt.txt
+++ b/requirements-hyperopt.txt
@@ -5,5 +5,5 @@
 scipy==1.9.3
 scikit-learn==1.1.3
 scikit-optimize==0.9.0
-filelock==3.8.2
+filelock==3.9.0
 progressbar2==4.2.0
diff --git a/requirements.txt b/requirements.txt
index da1db316b..7aeb63128 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -19,7 +19,7 @@ technical==1.3.0
 tabulate==0.9.0
 pycoingecko==3.1.0
 jinja2==3.1.2
-tables==3.7.0
+tables==3.8.0
 blosc==1.11.1
 joblib==1.2.0
 pyarrow==10.0.1; platform_machine != 'armv7l'
@@ -37,7 +37,7 @@ sdnotify==0.3.2
 
 # API Server
 fastapi==0.88.0
-pydantic==1.10.2
+pydantic==1.10.4
 uvicorn==0.20.0
 pyjwt==2.6.0
 aiofiles==22.1.0
diff --git a/setup.py b/setup.py
index 304567bcc..894388554 100644
--- a/setup.py
+++ b/setup.py
@@ -25,6 +25,11 @@ freqai_rl = [
     'sb3-contrib'
 ]
 
+hdf5 = [
+    'tables',
+    'blosc',
+]
+
 develop = [
     'coveralls',
     'flake8',
@@ -44,7 +49,7 @@ jupyter = [
     'nbconvert',
 ]
 
-all_extra = plot + develop + jupyter + hyperopt + freqai + freqai_rl
+all_extra = plot + develop + jupyter + hyperopt + hdf5 + freqai + freqai_rl
 
 setup(
     tests_require=[
@@ -78,8 +83,6 @@ setup(
         'prompt-toolkit',
         'numpy',
         'pandas',
-        'tables',
-        'blosc',
         'joblib>=1.2.0',
         'pyarrow; platform_machine != "armv7l"',
         'fastapi',
@@ -97,6 +100,7 @@ setup(
         'plot': plot,
         'jupyter': jupyter,
         'hyperopt': hyperopt,
+        'hdf5': hdf5,
         'freqai': freqai,
         'freqai_rl': freqai_rl,
         'all': all_extra,
diff --git a/tests/data/test_btanalysis.py b/tests/data/test_btanalysis.py
index 1cc1aa0c9..345e3c299 100644
--- a/tests/data/test_btanalysis.py
+++ b/tests/data/test_btanalysis.py
@@ -12,9 +12,11 @@ from freqtrade.data.btanalysis import (BT_DATA_COLUMNS, analyze_trade_parallelis
                                        get_latest_hyperopt_file, load_backtest_data,
                                        load_backtest_metadata, load_trades, load_trades_from_db)
 from freqtrade.data.history import load_data, load_pair_history
-from freqtrade.data.metrics import (calculate_cagr, calculate_csum, calculate_market_change,
-                                    calculate_max_drawdown, calculate_underwater,
-                                    combine_dataframes_with_mean, create_cum_profit)
+from freqtrade.data.metrics import (calculate_cagr, calculate_calmar, calculate_csum,
+                                    calculate_expectancy, calculate_market_change,
+                                    calculate_max_drawdown, calculate_sharpe, calculate_sortino,
+                                    calculate_underwater, combine_dataframes_with_mean,
+                                    create_cum_profit)
 from freqtrade.exceptions import OperationalException
 from tests.conftest import CURRENT_TEST_STRATEGY, create_mock_trades
 from tests.conftest_trades import MOCK_TRADE_COUNT
@@ -336,6 +338,69 @@ def test_calculate_csum(testdatadir):
         csum_min, csum_max = calculate_csum(DataFrame())
 
 
+def test_calculate_expectancy(testdatadir):
+    filename = testdatadir / "backtest_results/backtest-result.json"
+    bt_data = load_backtest_data(filename)
+
+    expectancy = calculate_expectancy(DataFrame())
+    assert expectancy == 0.0
+
+    expectancy = calculate_expectancy(bt_data)
+    assert isinstance(expectancy, float)
+    assert pytest.approx(expectancy) == 0.07151374226574791
+
+
+def test_calculate_sortino(testdatadir):
+    filename = testdatadir / "backtest_results/backtest-result.json"
+    bt_data = load_backtest_data(filename)
+
+    sortino = calculate_sortino(DataFrame(), None, None, 0)
+    assert sortino == 0.0
+
+    sortino = calculate_sortino(
+        bt_data,
+        bt_data['open_date'].min(),
+        bt_data['close_date'].max(),
+        0.01,
+        )
+    assert isinstance(sortino, float)
+    assert pytest.approx(sortino) == 35.17722
+
+
+def test_calculate_sharpe(testdatadir):
+    filename = testdatadir / "backtest_results/backtest-result.json"
+    bt_data = load_backtest_data(filename)
+
+    sharpe = calculate_sharpe(DataFrame(), None, None, 0)
+    assert sharpe == 0.0
+
+    sharpe = calculate_sharpe(
+        bt_data,
+        bt_data['open_date'].min(),
+        bt_data['close_date'].max(),
+        0.01,
+        )
+    assert isinstance(sharpe, float)
+    assert pytest.approx(sharpe) == 44.5078669
+
+
+def test_calculate_calmar(testdatadir):
+    filename = testdatadir / "backtest_results/backtest-result.json"
+    bt_data = load_backtest_data(filename)
+
+    calmar = calculate_calmar(DataFrame(), None, None, 0)
+    assert calmar == 0.0
+
+    calmar = calculate_calmar(
+        bt_data,
+        bt_data['open_date'].min(),
+        bt_data['close_date'].max(),
+        0.01,
+        )
+    assert isinstance(calmar, float)
+    assert pytest.approx(calmar) == 559.040508
+
+
 @pytest.mark.parametrize('start,end,days, expected', [
     (64900, 176000, 3 * 365, 0.3945),
     (64900, 176000, 365, 1.7119),
diff --git a/tests/exchange/test_ccxt_compat.py b/tests/exchange/test_ccxt_compat.py
index 7f23c2031..e721ee2c9 100644
--- a/tests/exchange/test_ccxt_compat.py
+++ b/tests/exchange/test_ccxt_compat.py
@@ -8,16 +8,19 @@ suitable to run with freqtrade.
 from copy import deepcopy
 from datetime import datetime, timedelta, timezone
 from pathlib import Path
+from typing import Tuple
 
 import pytest
 
 from freqtrade.enums import CandleType
 from freqtrade.exchange import timeframe_to_minutes, timeframe_to_prev_date
-from freqtrade.exchange.exchange import timeframe_to_msecs
+from freqtrade.exchange.exchange import Exchange, timeframe_to_msecs
 from freqtrade.resolvers.exchange_resolver import ExchangeResolver
 from tests.conftest import get_default_conf_usdt
 
 
+EXCHANGE_FIXTURE_TYPE = Tuple[Exchange, str]
+
 # Exchanges that should be tested
 EXCHANGES = {
     'bittrex': {
@@ -141,19 +144,19 @@ def exchange_futures(request, exchange_conf, class_mocker):
 @pytest.mark.longrun
 class TestCCXTExchange():
 
-    def test_load_markets(self, exchange):
-        exchange, exchangename = exchange
+    def test_load_markets(self, exchange: EXCHANGE_FIXTURE_TYPE):
+        exch, exchangename = exchange
         pair = EXCHANGES[exchangename]['pair']
-        markets = exchange.markets
+        markets = exch.markets
         assert pair in markets
         assert isinstance(markets[pair], dict)
-        assert exchange.market_is_spot(markets[pair])
+        assert exch.market_is_spot(markets[pair])
 
-    def test_has_validations(self, exchange):
+    def test_has_validations(self, exchange: EXCHANGE_FIXTURE_TYPE):
 
-        exchange, exchangename = exchange
+        exch, exchangename = exchange
 
-        exchange.validate_ordertypes({
+        exch.validate_ordertypes({
             'entry': 'limit',
             'exit': 'limit',
             'stoploss': 'limit',
@@ -162,13 +165,13 @@ class TestCCXTExchange():
         if exchangename == 'gateio':
             # gateio doesn't have market orders on spot
             return
-        exchange.validate_ordertypes({
+        exch.validate_ordertypes({
             'entry': 'market',
             'exit': 'market',
             'stoploss': 'market',
             })
 
-    def test_load_markets_futures(self, exchange_futures):
+    def test_load_markets_futures(self, exchange_futures: EXCHANGE_FIXTURE_TYPE):
         exchange, exchangename = exchange_futures
         if not exchange:
             # exchange_futures only returns values for supported exchanges
@@ -181,11 +184,11 @@ class TestCCXTExchange():
 
         assert exchange.market_is_future(markets[pair])
 
-    def test_ccxt_fetch_tickers(self, exchange):
-        exchange, exchangename = exchange
+    def test_ccxt_fetch_tickers(self, exchange: EXCHANGE_FIXTURE_TYPE):
+        exch, exchangename = exchange
         pair = EXCHANGES[exchangename]['pair']
 
-        tickers = exchange.get_tickers()
+        tickers = exch.get_tickers()
         assert pair in tickers
         assert 'ask' in tickers[pair]
         assert tickers[pair]['ask'] is not None
@@ -195,11 +198,11 @@ class TestCCXTExchange():
         if EXCHANGES[exchangename].get('hasQuoteVolume'):
             assert tickers[pair]['quoteVolume'] is not None
 
-    def test_ccxt_fetch_ticker(self, exchange):
-        exchange, exchangename = exchange
+    def test_ccxt_fetch_ticker(self, exchange: EXCHANGE_FIXTURE_TYPE):
+        exch, exchangename = exchange
         pair = EXCHANGES[exchangename]['pair']
 
-        ticker = exchange.fetch_ticker(pair)
+        ticker = exch.fetch_ticker(pair)
         assert 'ask' in ticker
         assert ticker['ask'] is not None
         assert 'bid' in ticker
@@ -208,21 +211,21 @@ class TestCCXTExchange():
         if EXCHANGES[exchangename].get('hasQuoteVolume'):
             assert ticker['quoteVolume'] is not None
 
-    def test_ccxt_fetch_l2_orderbook(self, exchange):
-        exchange, exchangename = exchange
+    def test_ccxt_fetch_l2_orderbook(self, exchange: EXCHANGE_FIXTURE_TYPE):
+        exch, exchangename = exchange
         pair = EXCHANGES[exchangename]['pair']
-        l2 = exchange.fetch_l2_order_book(pair)
+        l2 = exch.fetch_l2_order_book(pair)
         assert 'asks' in l2
         assert 'bids' in l2
         assert len(l2['asks']) >= 1
         assert len(l2['bids']) >= 1
-        l2_limit_range = exchange._ft_has['l2_limit_range']
-        l2_limit_range_required = exchange._ft_has['l2_limit_range_required']
+        l2_limit_range = exch._ft_has['l2_limit_range']
+        l2_limit_range_required = exch._ft_has['l2_limit_range_required']
         if exchangename == 'gateio':
             # TODO: Gateio is unstable here at the moment, ignoring the limit partially.
             return
         for val in [1, 2, 5, 25, 100]:
-            l2 = exchange.fetch_l2_order_book(pair, val)
+            l2 = exch.fetch_l2_order_book(pair, val)
             if not l2_limit_range or val in l2_limit_range:
                 if val > 50:
                     # Orderbooks are not always this deep.
@@ -232,7 +235,7 @@ class TestCCXTExchange():
                     assert len(l2['asks']) == val
                     assert len(l2['bids']) == val
             else:
-                next_limit = exchange.get_next_limit_in_list(
+                next_limit = exch.get_next_limit_in_list(
                     val, l2_limit_range, l2_limit_range_required)
                 if next_limit is None:
                     assert len(l2['asks']) > 100
@@ -245,23 +248,23 @@ class TestCCXTExchange():
                     assert len(l2['asks']) == next_limit
                     assert len(l2['asks']) == next_limit
 
-    def test_ccxt_fetch_ohlcv(self, exchange):
-        exchange, exchangename = exchange
+    def test_ccxt_fetch_ohlcv(self, exchange: EXCHANGE_FIXTURE_TYPE):
+        exch, exchangename = exchange
         pair = EXCHANGES[exchangename]['pair']
         timeframe = EXCHANGES[exchangename]['timeframe']
 
         pair_tf = (pair, timeframe, CandleType.SPOT)
 
-        ohlcv = exchange.refresh_latest_ohlcv([pair_tf])
+        ohlcv = exch.refresh_latest_ohlcv([pair_tf])
         assert isinstance(ohlcv, dict)
-        assert len(ohlcv[pair_tf]) == len(exchange.klines(pair_tf))
-        # assert len(exchange.klines(pair_tf)) > 200
+        assert len(ohlcv[pair_tf]) == len(exch.klines(pair_tf))
+        # assert len(exch.klines(pair_tf)) > 200
         # Assume 90% uptime ...
-        assert len(exchange.klines(pair_tf)) > exchange.ohlcv_candle_limit(
+        assert len(exch.klines(pair_tf)) > exch.ohlcv_candle_limit(
             timeframe, CandleType.SPOT) * 0.90
         # Check if last-timeframe is within the last 2 intervals
         now = datetime.now(timezone.utc) - timedelta(minutes=(timeframe_to_minutes(timeframe) * 2))
-        assert exchange.klines(pair_tf).iloc[-1]['date'] >= timeframe_to_prev_date(timeframe, now)
+        assert exch.klines(pair_tf).iloc[-1]['date'] >= timeframe_to_prev_date(timeframe, now)
 
     def ccxt__async_get_candle_history(self, exchange, exchangename, pair, timeframe, candle_type):
 
@@ -289,17 +292,17 @@ class TestCCXTExchange():
             assert len(candles) >= min(candle_count, candle_count1)
             assert candles[0][0] == since_ms or (since_ms + timeframe_ms)
 
-    def test_ccxt__async_get_candle_history(self, exchange):
-        exchange, exchangename = exchange
+    def test_ccxt__async_get_candle_history(self, exchange: EXCHANGE_FIXTURE_TYPE):
+        exc, exchangename = exchange
         # For some weired reason, this test returns random lengths for bittrex.
-        if not exchange._ft_has['ohlcv_has_history'] or exchangename in ('bittrex'):
+        if not exc._ft_has['ohlcv_has_history'] or exchangename in ('bittrex'):
             return
         pair = EXCHANGES[exchangename]['pair']
         timeframe = EXCHANGES[exchangename]['timeframe']
         self.ccxt__async_get_candle_history(
-            exchange, exchangename, pair, timeframe, CandleType.SPOT)
+            exc, exchangename, pair, timeframe, CandleType.SPOT)
 
-    def test_ccxt__async_get_candle_history_futures(self, exchange_futures):
+    def test_ccxt__async_get_candle_history_futures(self, exchange_futures: EXCHANGE_FIXTURE_TYPE):
         exchange, exchangename = exchange_futures
         if not exchange:
             # exchange_futures only returns values for supported exchanges
@@ -309,7 +312,7 @@ class TestCCXTExchange():
         self.ccxt__async_get_candle_history(
             exchange, exchangename, pair, timeframe, CandleType.FUTURES)
 
-    def test_ccxt_fetch_funding_rate_history(self, exchange_futures):
+    def test_ccxt_fetch_funding_rate_history(self, exchange_futures: EXCHANGE_FIXTURE_TYPE):
         exchange, exchangename = exchange_futures
         if not exchange:
             # exchange_futures only returns values for supported exchanges
@@ -347,7 +350,7 @@ class TestCCXTExchange():
             (rate['open'].min() != rate['open'].max())
         )
 
-    def test_ccxt_fetch_mark_price_history(self, exchange_futures):
+    def test_ccxt_fetch_mark_price_history(self, exchange_futures: EXCHANGE_FIXTURE_TYPE):
         exchange, exchangename = exchange_futures
         if not exchange:
             # exchange_futures only returns values for supported exchanges
@@ -371,7 +374,7 @@ class TestCCXTExchange():
         assert mark_candles[mark_candles['date'] == prev_hour].iloc[0]['open'] != 0.0
         assert mark_candles[mark_candles['date'] == this_hour].iloc[0]['open'] != 0.0
 
-    def test_ccxt__calculate_funding_fees(self, exchange_futures):
+    def test_ccxt__calculate_funding_fees(self, exchange_futures: EXCHANGE_FIXTURE_TYPE):
         exchange, exchangename = exchange_futures
         if not exchange:
             # exchange_futures only returns values for supported exchanges
@@ -387,16 +390,16 @@ class TestCCXTExchange():
 
     # TODO: tests fetch_trades (?)
 
-    def test_ccxt_get_fee(self, exchange):
-        exchange, exchangename = exchange
+    def test_ccxt_get_fee(self, exchange: EXCHANGE_FIXTURE_TYPE):
+        exch, exchangename = exchange
         pair = EXCHANGES[exchangename]['pair']
         threshold = 0.01
-        assert 0 < exchange.get_fee(pair, 'limit', 'buy') < threshold
-        assert 0 < exchange.get_fee(pair, 'limit', 'sell') < threshold
-        assert 0 < exchange.get_fee(pair, 'market', 'buy') < threshold
-        assert 0 < exchange.get_fee(pair, 'market', 'sell') < threshold
+        assert 0 < exch.get_fee(pair, 'limit', 'buy') < threshold
+        assert 0 < exch.get_fee(pair, 'limit', 'sell') < threshold
+        assert 0 < exch.get_fee(pair, 'market', 'buy') < threshold
+        assert 0 < exch.get_fee(pair, 'market', 'sell') < threshold
 
-    def test_ccxt_get_max_leverage_spot(self, exchange):
+    def test_ccxt_get_max_leverage_spot(self, exchange: EXCHANGE_FIXTURE_TYPE):
         spot, spot_name = exchange
         if spot:
             leverage_in_market_spot = EXCHANGES[spot_name].get('leverage_in_spot_market')
@@ -406,7 +409,7 @@ class TestCCXTExchange():
                 assert (isinstance(spot_leverage, float) or isinstance(spot_leverage, int))
                 assert spot_leverage >= 1.0
 
-    def test_ccxt_get_max_leverage_futures(self, exchange_futures):
+    def test_ccxt_get_max_leverage_futures(self, exchange_futures: EXCHANGE_FIXTURE_TYPE):
         futures, futures_name = exchange_futures
         if futures:
             leverage_tiers_public = EXCHANGES[futures_name].get('leverage_tiers_public')
@@ -419,7 +422,7 @@ class TestCCXTExchange():
                 assert (isinstance(futures_leverage, float) or isinstance(futures_leverage, int))
                 assert futures_leverage >= 1.0
 
-    def test_ccxt_get_contract_size(self, exchange_futures):
+    def test_ccxt_get_contract_size(self, exchange_futures: EXCHANGE_FIXTURE_TYPE):
         futures, futures_name = exchange_futures
         if futures:
             futures_pair = EXCHANGES[futures_name].get(
@@ -430,7 +433,7 @@ class TestCCXTExchange():
             assert (isinstance(contract_size, float) or isinstance(contract_size, int))
             assert contract_size >= 0.0
 
-    def test_ccxt_load_leverage_tiers(self, exchange_futures):
+    def test_ccxt_load_leverage_tiers(self, exchange_futures: EXCHANGE_FIXTURE_TYPE):
         futures, futures_name = exchange_futures
         if futures and EXCHANGES[futures_name].get('leverage_tiers_public'):
             leverage_tiers = futures.load_leverage_tiers()
@@ -463,7 +466,7 @@ class TestCCXTExchange():
                 oldminNotional = tier['minNotional']
                 oldmaxNotional = tier['maxNotional']
 
-    def test_ccxt_dry_run_liquidation_price(self, exchange_futures):
+    def test_ccxt_dry_run_liquidation_price(self, exchange_futures: EXCHANGE_FIXTURE_TYPE):
         futures, futures_name = exchange_futures
         if futures and EXCHANGES[futures_name].get('leverage_tiers_public'):
 
@@ -494,7 +497,7 @@ class TestCCXTExchange():
             assert (isinstance(liquidation_price, float))
             assert liquidation_price >= 0.0
 
-    def test_ccxt_get_max_pair_stake_amount(self, exchange_futures):
+    def test_ccxt_get_max_pair_stake_amount(self, exchange_futures: EXCHANGE_FIXTURE_TYPE):
         futures, futures_name = exchange_futures
         if futures:
             futures_pair = EXCHANGES[futures_name].get(
diff --git a/tests/leverage/test_interest.py b/tests/leverage/test_interest.py
index 6afa73e6a..dd4983c71 100644
--- a/tests/leverage/test_interest.py
+++ b/tests/leverage/test_interest.py
@@ -1,5 +1,6 @@
 import pytest
 
+from freqtrade.exceptions import OperationalException
 from freqtrade.leverage import interest
 from freqtrade.util import FtPrecise
 
@@ -29,3 +30,13 @@ def test_interest(exchange, interest_rate, hours, expected):
         rate=FtPrecise(interest_rate),
         hours=hours
     ))) == expected
+
+
+def test_interest_exception():
+    with pytest.raises(OperationalException, match=r"Leverage not available on .* with freqtrade"):
+        interest(
+            exchange_name='bitmex',
+            borrowed=FtPrecise(60.0),
+            rate=FtPrecise(0.0005),
+            hours=ten_mins
+        )