From 68f32d76aeb1d0b356a0c228e441495eed5bea8c Mon Sep 17 00:00:00 2001 From: mrpabloyeah Date: Tue, 1 Apr 2025 20:54:03 +0200 Subject: [PATCH] Fix drawdown calculation when there are no winning trades --- freqtrade/data/metrics.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/freqtrade/data/metrics.py b/freqtrade/data/metrics.py index d2ae2d64b..e15288802 100644 --- a/freqtrade/data/metrics.py +++ b/freqtrade/data/metrics.py @@ -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: