Add current drawdown in telegram profit command

freqtrade/data/metrics.py

@@ -231,6 +231,49 @@ def calculate_max_drawdown(
     )
 
 
+def calculate_current_drawdown(trades: pd.DataFrame, starting_balance: float):
+    """
+    Calculates the current drawdown (loss from historical maximum) based on closed trades.
+
+    :param trades: DataFrame containing trades (requires columns close_date_dt and profit_abs)
+    :param starting_balance: Initial account balance
+    :return: DrawDownResult object including:
+        - drawdown_abs: Drawdown in absolute terms
+        - relative_account_drawdown: Drawdown relative to max balance
+        - high_value: Maximum profit reached
+        - high_date: Date when the max profit was reached
+    """
+
+    if len(trades) == 0:
+        raise ValueError("Trade dataframe empty.")
+
+    # Sort trades by close date
+    sorted_df = trades.sort_values("close_date_dt").reset_index(drop=True)
+
+    # Calculate cumulative profit
+    cum_profit = sorted_df["profit_abs"].cumsum()
+
+    # Find historical maximum profit and its date
+    max_profit_idx = cum_profit.idxmax()
+    max_profit = cum_profit.iloc[max_profit_idx]
+    max_date = sorted_df.iloc[max_profit_idx]["close_date_dt"]
+
+    # Calculate current and max balance
+    current_balance = starting_balance + cum_profit.iloc[-1]
+    max_balance = starting_balance + max_profit
+
+    # Calculate drawdown
+    drawdown_abs = max_balance - current_balance
+    drawdown_relative = drawdown_abs / max_balance
+
+    return DrawDownResult(
+        drawdown_abs=drawdown_abs,
+        relative_account_drawdown=drawdown_relative,
+        high_value=max_profit,
+        high_date=max_date,
+    )
+
+
 def calculate_csum(trades: pd.DataFrame, starting_balance: float = 0) -> tuple[float, float]:
     """
     Calculate min/max cumsum of trades, to show if the wallet/stake amount ratio is sane

freqtrade/rpc/rpc.py

@@ -19,7 +19,12 @@ from freqtrade import __version__
 from freqtrade.configuration.timerange import TimeRange
 from freqtrade.constants import CANCEL_REASON, DEFAULT_DATAFRAME_COLUMNS, Config
 from freqtrade.data.history import load_data
-from freqtrade.data.metrics import DrawDownResult, calculate_expectancy, calculate_max_drawdown
+from freqtrade.data.metrics import (
+    DrawDownResult,
+    calculate_current_drawdown,
+    calculate_expectancy,
+    calculate_max_drawdown,
+)
 from freqtrade.enums import (
     CandleType,
     ExitCheckTuple,
@@ -612,17 +617,23 @@ class RPC:
 
         expectancy, expectancy_ratio = calculate_expectancy(trades_df)
 
-        drawdown = DrawDownResult()
+        max_drawdown = DrawDownResult()
+        current_drawdown = DrawDownResult()
+
         if len(trades_df) > 0:
             try:
-                drawdown = calculate_max_drawdown(
+                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
+
+            try:
+                current_drawdown = calculate_current_drawdown(trades_df, starting_balance)
+            except ValueError:
                 pass
 
         profit_all_fiat = (
@@ -673,14 +684,19 @@ class RPC:
             "winrate": winrate,
             "expectancy": expectancy,
             "expectancy_ratio": expectancy_ratio,
-            "max_drawdown": drawdown.relative_account_drawdown,
+            "max_drawdown": max_drawdown.relative_account_drawdown,
-            "max_drawdown_abs": drawdown.drawdown_abs,
+            "max_drawdown_abs": max_drawdown.drawdown_abs,
-            "max_drawdown_start": format_date(drawdown.high_date),
+            "max_drawdown_start": format_date(max_drawdown.high_date),
-            "max_drawdown_start_timestamp": dt_ts_def(drawdown.high_date),
+            "max_drawdown_start_timestamp": dt_ts_def(max_drawdown.high_date),
-            "max_drawdown_end": format_date(drawdown.low_date),
+            "max_drawdown_end": format_date(max_drawdown.low_date),
-            "max_drawdown_end_timestamp": dt_ts_def(drawdown.low_date),
+            "max_drawdown_end_timestamp": dt_ts_def(max_drawdown.low_date),
-            "drawdown_high": drawdown.high_value,
+            "drawdown_high": max_drawdown.high_value,
-            "drawdown_low": drawdown.low_value,
+            "drawdown_low": max_drawdown.low_value,
+            "current_drawdown": current_drawdown.relative_account_drawdown,
+            "current_drawdown_abs": current_drawdown.drawdown_abs,
+            "current_drawdown_high": current_drawdown.high_value,
+            "current_drawdown_start": format_date(current_drawdown.high_date),
+            "current_drawdown_start_timestamp": dt_ts_def(current_drawdown.high_date),
             "trading_volume": trading_volume,
             "bot_start_timestamp": dt_ts_def(bot_start, 0),
             "bot_start_date": format_date(bot_start),

freqtrade/rpc/telegram.py

@@ -1085,6 +1085,10 @@ class Telegram(RPCHandler):
                     f"({fmt_coin(stats['drawdown_high'], stake_cur)})`\n"
                     f"    to `{stats['max_drawdown_end']} "
                     f"({fmt_coin(stats['drawdown_low'], stake_cur)})`\n"
+                    f"*Current Drawdown:* `{stats['current_drawdown']:.2%} "
+                    f"({fmt_coin(stats['current_drawdown_abs'], stake_cur)})`\n"
+                    f"    from `{stats['current_drawdown_start']} "
+                    f"({fmt_coin(stats['current_drawdown_high'], stake_cur)})`\n"
                 )
         await self._send_msg(
             markdown_msg,