Fitness method for "Main data backtest" works fine with all 5 options ("Net Profit", "Ret/DD", "Stability", "Annual Ret%/Max DD%" and Weighted FitnessĀ combination).
If you have one or more additional market and use for example [Return/DD for Portfolio Fitness] it works properly, but if you select Ret/DD in Weighted Fitness, Fitness method returns always 0,
So I think weighted fitness doesn't work for portfolio, I've checked any combination of ranking criteriums but it returns 0.