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change profit_ratio by profit_abs

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zx 2022-02-06 16:20:25 +01:00
parent 0b01fcf047
commit 6b5f63d4d6
1 changed files with 3 additions and 3 deletions
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6
freqtrade/optimize/hyperopt_loss_profit_drawdown.py
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@ -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))