diff --git a/freqtrade/optimize/hyperopt_loss_sharpe_daily.py b/freqtrade/optimize/hyperopt_loss_sharpe_daily.py index 2c73b8e61..d8ea3c5fe 100644 --- a/freqtrade/optimize/hyperopt_loss_sharpe_daily.py +++ b/freqtrade/optimize/hyperopt_loss_sharpe_daily.py @@ -31,7 +31,7 @@ class SharpeHyperOptLossDaily(IHyperOptLoss): resample_freq = '1D' slippage_per_trade_ratio = 0.0005 days_in_year = 365 - annual_risk_free_rate = 0.03 + annual_risk_free_rate = 0.0 risk_free_rate = annual_risk_free_rate / days_in_year # apply slippage per trade to profit_percent