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@ -118,7 +118,7 @@ optional arguments:
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ShortTradeDurHyperOptLoss, OnlyProfitHyperOptLoss,
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SharpeHyperOptLoss, SharpeHyperOptLossDaily,
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SortinoHyperOptLoss, SortinoHyperOptLossDaily,
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CalmarHyperOptLoss
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CalmarHyperOptLoss, CalmarHyperOptLossDaily
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--disable-param-export
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Disable automatic hyperopt parameter export.
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@ -523,6 +523,7 @@ Currently, the following loss functions are builtin:
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* `SortinoHyperOptLoss` (optimizes Sortino Ratio calculated on trade returns relative to **downside** standard deviation)
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* `SortinoHyperOptLossDaily` (optimizes Sortino Ratio calculated on **daily** trade returns relative to **downside** standard deviation)
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* `CalmarHyperOptLoss` (optimizes Calmar Ratio calculated on trade returns relative to max drawdown)
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* `CalmarHyperOptLossDaily` (optimizes Calmar Ratio calculated on **daily** trade returns relative to max drawdown)
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Creation of a custom loss function is covered in the [Advanced Hyperopt](advanced-hyperopt.md) part of the documentation.
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