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Improve profitdrawdownhyperopt balancing

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Matthias
2024-05-19 10:03:34 +02:00
parent 2a1ff7f9b3
commit 480477d17a
1 changed files with 2 additions and 2 deletions
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freqtrade/optimize/hyperopt_loss/hyperopt_loss_profit_drawdown.py
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@@ -15,7 +15,7 @@ from freqtrade.data.metrics import calculate_max_drawdown
from freqtrade.optimize.hyperopt import IHyperOptLoss from freqtrade.optimize.hyperopt import IHyperOptLoss
# higher numbers penalize drawdowns more severely # smaller numbers penalize drawdowns more severely
DRAWDOWN_MULT = 0.075 DRAWDOWN_MULT = 0.075
@@ -32,4 +32,4 @@ class ProfitDrawDownHyperOptLoss(IHyperOptLoss):
except ValueError: except ValueError:
relative_account_drawdown = 0 relative_account_drawdown = 0
return -1 * (total_profit - (relative_account_drawdown * 1 * total_profit)) return -1 * (total_profit - (relative_account_drawdown * total_profit) / DRAWDOWN_MULT)