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I removed the minus sign on max drawdown.
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Robert Roman 2021-09-21 20:25:17 -05:00 committed by GitHub
parent 3845d55186
commit 3834bb86ff
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freqtrade/optimize/hyperopt_loss_calmar.py
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@ -39,7 +39,7 @@ class CalmarHyperOptLoss(IHyperOptLoss):
# calculate max drawdown # calculate max drawdown
try: try:
_, _, _, high_val, low_val = calculate_max_drawdown(results) _, _, _, high_val, low_val = calculate_max_drawdown(results)
max_drawdown = -(high_val - low_val) / high_val max_drawdown = (high_val - low_val) / high_val
except ValueError: except ValueError:
max_drawdown = 0 max_drawdown = 0