From 6b5f63d4d61e40764fa3e6d92ec482fa570229ef Mon Sep 17 00:00:00 2001 From: zx <54022220+ediziks@users.noreply.github.com> Date: Sun, 6 Feb 2022 16:20:25 +0100 Subject: [PATCH] change profit_ratio by profit_abs --- freqtrade/optimize/hyperopt_loss_profit_drawdown.py | 6 +++--- 1 file changed, 3 insertions(+), 3 deletions(-) diff --git a/freqtrade/optimize/hyperopt_loss_profit_drawdown.py b/freqtrade/optimize/hyperopt_loss_profit_drawdown.py index 8bb8cd9d4..104bacd2a 100644 --- a/freqtrade/optimize/hyperopt_loss_profit_drawdown.py +++ b/freqtrade/optimize/hyperopt_loss_profit_drawdown.py @@ -22,8 +22,8 @@ class ProfitDrawDownHyperOptLoss(IHyperOptLoss): # from freqtrade.optimize.optimize_reports.generate_strategy_stats() try: - _, _, _, _, max_drawdown_per = calculate_max_drawdown(results, value_col="profit_ratio") + profit_abs, _, _, _, _ = calculate_max_drawdown(results, value_col="profit_ratio") except ValueError: - max_drawdown_per = 0 + profit_abs = 0 - return -1 * (total_profit * (1 - max_drawdown_per * DRAWDOWN_MULT)) + return -1 * (total_profit * (1 - profit_abs * DRAWDOWN_MULT))