From 480477d17af19bf0fcbaa1c9f1a87f5134fd3a0c Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 19 May 2024 10:03:34 +0200 Subject: [PATCH] Improve profitdrawdownhyperopt balancing --- .../optimize/hyperopt_loss/hyperopt_loss_profit_drawdown.py | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/freqtrade/optimize/hyperopt_loss/hyperopt_loss_profit_drawdown.py b/freqtrade/optimize/hyperopt_loss/hyperopt_loss_profit_drawdown.py index 6d573414e..e5ec6075e 100644 --- a/freqtrade/optimize/hyperopt_loss/hyperopt_loss_profit_drawdown.py +++ b/freqtrade/optimize/hyperopt_loss/hyperopt_loss_profit_drawdown.py @@ -15,7 +15,7 @@ from freqtrade.data.metrics import calculate_max_drawdown from freqtrade.optimize.hyperopt import IHyperOptLoss -# higher numbers penalize drawdowns more severely +# smaller numbers penalize drawdowns more severely DRAWDOWN_MULT = 0.075 @@ -32,4 +32,4 @@ class ProfitDrawDownHyperOptLoss(IHyperOptLoss): except ValueError: relative_account_drawdown = 0 - return -1 * (total_profit - (relative_account_drawdown * 1 * total_profit)) + return -1 * (total_profit - (relative_account_drawdown * total_profit) / DRAWDOWN_MULT)