simplify expression

pull/5678/head
sid 5 years ago
parent 45b7a0c837
commit 30bc96cf3f

@ -38,6 +38,4 @@ class MaxDrawDownHyperOptLoss(IHyperOptLoss):
except ValueError:
# No losing trade, therefore no drawdown.
return -total_profit
max_drawdown_rev = 1 / max_drawdown[0]
ret = max_drawdown_rev * total_profit
return -ret
return -total_profit / max_drawdown[0]

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