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Fix drawdown calculation when there are no winning trades

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mrpabloyeah
2025-04-01 20:54:03 +02:00
parent bb596d6f8d
commit 68f32d76ae
1 changed files with 1 additions and 1 deletions
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freqtrade/data/metrics.py
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@@ -118,7 +118,7 @@ def _calc_drawdown_series(
) -> pd.DataFrame:
max_drawdown_df = pd.DataFrame()
max_drawdown_df["cumulative"] = profit_results[value_col].cumsum()
max_drawdown_df["high_value"] = max_drawdown_df["cumulative"].cummax()
max_drawdown_df["high_value"] = np.maximum(0, max_drawdown_df["cumulative"].cummax())
max_drawdown_df["drawdown"] = max_drawdown_df["cumulative"] - max_drawdown_df["high_value"]
max_drawdown_df["date"] = profit_results.loc[:, date_col]
if starting_balance: