From 0672d8f094ebd56a5852bfa942e4a5253a080669 Mon Sep 17 00:00:00 2001
From: ABS <53243996+ABSllk@users.noreply.github.com>
Date: Thu, 19 Feb 2026 04:14:41 +0800
Subject: [PATCH] refactor: limit pre-window balance aggregation to equity mode

---
 .../protections/max_drawdown_protection.py       | 16 ++++++++--------
 1 file changed, 8 insertions(+), 8 deletions(-)

diff --git a/freqtrade/plugins/protections/max_drawdown_protection.py b/freqtrade/plugins/protections/max_drawdown_protection.py
index 6f80acf22..396791d10 100644
--- a/freqtrade/plugins/protections/max_drawdown_protection.py
+++ b/freqtrade/plugins/protections/max_drawdown_protection.py
@@ -54,17 +54,17 @@ class MaxDrawdown(IProtection):
         if len(trades_in_window) < self._trade_limit:
             return None
 
-        # Get all trades to calculate cumulative profit before the window
-        all_closed_trades = Trade.get_trades_proxy(is_open=False)
-        profit_before_window = sum(
-            trade.close_profit_abs or 0.0
-            for trade in all_closed_trades
-            if trade.close_date_utc <= look_back_until
-        )
-
         try:
             if self._calculation_mode == "equity":
                 # Standard equity-based drawdown
+                # Get all trades to calculate cumulative profit before the window
+                all_closed_trades = Trade.get_trades_proxy(is_open=False)
+                profit_before_window = sum(
+                    trade.close_profit_abs or 0.0
+                    for trade in all_closed_trades
+                    if trade.close_date_utc <= look_back_until
+                )
+
                 trades_df = pd.DataFrame(
                     [
                         {"close_date": t.close_date_utc, "profit_abs": t.close_profit_abs}