From 7bf20d9060e999358510afeeacfafe5abfd818dd Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 4 Sep 2023 18:25:00 +0200
Subject: [PATCH 1/2] Show drawdown from/to on /profit calls

---
 freqtrade/rpc/rpc.py      | 16 ++++++++++++++--
 freqtrade/rpc/telegram.py |  6 +++++-
 2 files changed, 19 insertions(+), 3 deletions(-)

diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index 1206cc2f1..57d1b6c36 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -526,6 +526,7 @@ class RPC:
         winrate = (winning_trades / closed_trade_count) if closed_trade_count > 0 else 0
 
         trades_df = DataFrame([{'close_date': format_date(trade.close_date),
+                                'close_date_dt': trade.close_date,
                                 'profit_abs': trade.close_profit_abs}
                                for trade in trades if not trade.is_open and trade.close_date])
 
@@ -533,10 +534,15 @@ class RPC:
 
         max_drawdown_abs = 0.0
         max_drawdown = 0.0
+        drawdown_start: Optional[datetime] = None
+        drawdown_end: Optional[datetime] = None
+        dd_high_val = dd_low_val = 0.0
         if len(trades_df) > 0:
             try:
-                (max_drawdown_abs, _, _, _, _, max_drawdown) = calculate_max_drawdown(
-                    trades_df, value_col='profit_abs', starting_balance=starting_balance)
+                (max_drawdown_abs, drawdown_start, drawdown_end, dd_high_val, dd_low_val,
+                 max_drawdown) = calculate_max_drawdown(
+                    trades_df, value_col='profit_abs', date_col='close_date_dt',
+                    starting_balance=starting_balance)
             except ValueError:
                 # ValueError if no losing trade.
                 pass
@@ -588,6 +594,12 @@ class RPC:
             'expectancy_ratio': expectancy_ratio,
             'max_drawdown': max_drawdown,
             'max_drawdown_abs': max_drawdown_abs,
+            'max_drawdown_start': format_date(drawdown_start),
+            'max_drawdown_start_timestamp': dt_ts_def(drawdown_start),
+            'max_drawdown_end': format_date(drawdown_end),
+            'max_drawdown_end_timestamp': dt_ts_def(drawdown_end),
+            'drawdown_high': dd_high_val,
+            'drawdown_low': dd_low_val,
             'trading_volume': trading_volume,
             'bot_start_timestamp': dt_ts_def(bot_start, 0),
             'bot_start_date': format_date(bot_start),
diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index 8972f4a16..92b91ece3 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -889,7 +889,11 @@ class Telegram(RPCHandler):
                     f"*Trading volume:* `{round_coin_value(stats['trading_volume'], stake_cur)}`\n"
                     f"*Profit factor:* `{stats['profit_factor']:.2f}`\n"
                     f"*Max Drawdown:* `{stats['max_drawdown']:.2%} "
-                    f"({round_coin_value(stats['max_drawdown_abs'], stake_cur)})`"
+                    f"({round_coin_value(stats['max_drawdown_abs'], stake_cur)})`\n"
+                    f"    from `{stats['max_drawdown_start']} "
+                    f"({round_coin_value(stats['drawdown_high'], stake_cur)})`\n"
+                    f"    to `{stats['max_drawdown_end']} "
+                    f"({round_coin_value(stats['drawdown_low'], stake_cur)})`\n"
                 )
         await self._send_msg(markdown_msg, reload_able=True, callback_path="update_profit",
                              query=update.callback_query)

From e854667eb83ed59b62ad3f2431e38f0cb9e3e436 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 4 Sep 2023 18:27:45 +0200
Subject: [PATCH 2/2] Add max_drawdown_start and end to /profit API endpoints

---
 freqtrade/rpc/api_server/api_schemas.py | 4 ++++
 tests/rpc/test_rpc_apiserver.py         | 4 ++++
 2 files changed, 8 insertions(+)

diff --git a/freqtrade/rpc/api_server/api_schemas.py b/freqtrade/rpc/api_server/api_schemas.py
index 422e5ac3a..aad06644a 100644
--- a/freqtrade/rpc/api_server/api_schemas.py
+++ b/freqtrade/rpc/api_server/api_schemas.py
@@ -141,6 +141,10 @@ class Profit(BaseModel):
     expectancy_ratio: float
     max_drawdown: float
     max_drawdown_abs: float
+    max_drawdown_start: str
+    max_drawdown_start_timestamp: int
+    max_drawdown_end: str
+    max_drawdown_end_timestamp: int
     trading_volume: Optional[float] = None
     bot_start_timestamp: int
     bot_start_date: str
diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index 856d10dc5..2b6e1d530 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -977,6 +977,10 @@ def test_api_profit(botclient, mocker, ticker, fee, markets, is_short, expected)
         'expectancy_ratio': expected['expectancy_ratio'],
         'max_drawdown': ANY,
         'max_drawdown_abs': ANY,
+        'max_drawdown_start': ANY,
+        'max_drawdown_start_timestamp': ANY,
+        'max_drawdown_end': ANY,
+        'max_drawdown_end_timestamp': ANY,
         'trading_volume': expected['trading_volume'],
         'bot_start_timestamp': 0,
         'bot_start_date': '',