diff --git a/freqtrade/optimize/hyperopt_loss/hyperopt_loss_multi_metric.py b/freqtrade/optimize/hyperopt_loss/hyperopt_loss_multi_metric.py index adffdfb0b..0918c2c92 100644 --- a/freqtrade/optimize/hyperopt_loss/hyperopt_loss_multi_metric.py +++ b/freqtrade/optimize/hyperopt_loss/hyperopt_loss_multi_metric.py @@ -68,11 +68,8 @@ class MultiMetricHyperOptLoss(IHyperOptLoss): log_profit_factor = np.log(profit_factor + PF_CONST) # Calculate expectancy - expectancy, expectancy_ratio = calculate_expectancy(results) - if expectancy_ratio > 10: - log_expectancy_ratio = np.log(1.01) - else: - log_expectancy_ratio = np.log(expectancy_ratio + EXPECTANCY_CONST) + _, expectancy_ratio = calculate_expectancy(results) + log_expectancy_ratio = np.log(min(10, expectancy_ratio) + EXPECTANCY_CONST) # Calculate winrate winning_trades = results.loc[results["profit_abs"] > 0]