diff --git a/freqtrade/tests/test_hyperopt.py b/freqtrade/tests/test_hyperopt.py index d41f1a7ef..b501f35cc 100644 --- a/freqtrade/tests/test_hyperopt.py +++ b/freqtrade/tests/test_hyperopt.py @@ -15,7 +15,7 @@ from freqtrade.vendor.qtpylib.indicators import crossed_above logging.disable(logging.DEBUG) # disable debug logs that slow backtesting a lot # set TARGET_TRADES to suit your number concurrent trades so its realistic to 20days of data -TARGET_TRADES = 1200 +TARGET_TRADES = 1300 def buy_strategy_generator(params): @@ -77,8 +77,8 @@ def test_hyperopt(backtest_conf, backdata, mocker): total_profit = results.profit.sum() * 1000 trade_count = len(results.index) - trade_loss = 1 - 0.8 * exp(-(trade_count - TARGET_TRADES) ** 2 / 10 ** 5) - profit_loss = exp(-total_profit**3 / 10**11) + trade_loss = 1 - 0.4 * exp(-(trade_count - TARGET_TRADES) ** 2 / 10 ** 5.2) + profit_loss = max(0, 1 - total_profit / 15000) # max profit 15000 return { 'loss': trade_loss + profit_loss,