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@ -32,4 +32,6 @@ class ProfitDrawDownHyperOptLoss(IHyperOptLoss):
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except ValueError:
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relative_account_drawdown = 0
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return -1 * (total_profit - (relative_account_drawdown * total_profit) / DRAWDOWN_MULT)
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return -1 * (
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total_profit - (relative_account_drawdown * total_profit) * (1 - DRAWDOWN_MULT)
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)
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