diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py index e65fd6498..42db366a1 100644 --- a/freqtrade/optimize/optimize_reports.py +++ b/freqtrade/optimize/optimize_reports.py @@ -733,6 +733,26 @@ def text_table_add_metrics(strat_results: Dict) -> str: strat_results['stake_currency'])), ] if strat_results.get('trade_count_short', 0) > 0 else [] + drawdown_metrics = [] + if 'max_relative_drawdown' in strat_results: + # Compatibility to show old hyperopt results + drawdown_metrics.append( + ('Max % of account underwater', f"{strat_results['max_relative_drawdown']:.2%}") + ) + drawdown_metrics.extend([ + ('Absolute Drawdown (Account)', f"{strat_results['max_drawdown_account']:.2%}") + if 'max_drawdown_account' in strat_results else ( + 'Drawdown', f"{strat_results['max_drawdown']:.2%}"), + ('Absolute Drawdown', round_coin_value(strat_results['max_drawdown_abs'], + strat_results['stake_currency'])), + ('Drawdown high', round_coin_value(strat_results['max_drawdown_high'], + strat_results['stake_currency'])), + ('Drawdown low', round_coin_value(strat_results['max_drawdown_low'], + strat_results['stake_currency'])), + ('Drawdown Start', strat_results['drawdown_start']), + ('Drawdown End', strat_results['drawdown_end']), + ]) + # Newly added fields should be ignored if they are missing in strat_results. hyperopt-show # command stores these results and newer version of freqtrade must be able to handle old # results with missing new fields. @@ -788,19 +808,7 @@ def text_table_add_metrics(strat_results: Dict) -> str: ('Max balance', round_coin_value(strat_results['csum_max'], strat_results['stake_currency'])), - # Compatibility to show old hyperopt results - ('Max % of account underwater', f"{strat_results['max_relative_drawdown']:.2%}"), - ('Absolute Drawdown (Account)', f"{strat_results['max_drawdown_account']:.2%}") - if 'max_drawdown_account' in strat_results else ( - 'Drawdown', f"{strat_results['max_drawdown']:.2%}"), - ('Absolute Drawdown', round_coin_value(strat_results['max_drawdown_abs'], - strat_results['stake_currency'])), - ('Drawdown high', round_coin_value(strat_results['max_drawdown_high'], - strat_results['stake_currency'])), - ('Drawdown low', round_coin_value(strat_results['max_drawdown_low'], - strat_results['stake_currency'])), - ('Drawdown Start', strat_results['drawdown_start']), - ('Drawdown End', strat_results['drawdown_end']), + *drawdown_metrics, ('Market change', f"{strat_results['market_change']:.2%}"), ]