change profit_ratio by profit_abs

4 years ago · 6b5f63d4d6
parent 0b01fcf047
commit 6b5f63d4d6
1 changed files with 3 additions and 3 deletions
--- 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))