From 3834bb86ff73794086ed188d6910bf7527c04cbf Mon Sep 17 00:00:00 2001 From: Robert Roman Date: Tue, 21 Sep 2021 20:25:17 -0500 Subject: [PATCH] updated line 42 I removed the minus sign on max drawdown. --- freqtrade/optimize/hyperopt_loss_calmar.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/freqtrade/optimize/hyperopt_loss_calmar.py b/freqtrade/optimize/hyperopt_loss_calmar.py index c6211cb2b..8ee1a5c27 100644 --- a/freqtrade/optimize/hyperopt_loss_calmar.py +++ b/freqtrade/optimize/hyperopt_loss_calmar.py @@ -39,7 +39,7 @@ class CalmarHyperOptLoss(IHyperOptLoss): # calculate max drawdown try: _, _, _, high_val, low_val = calculate_max_drawdown(results) - max_drawdown = -(high_val - low_val) / high_val + max_drawdown = (high_val - low_val) / high_val except ValueError: max_drawdown = 0