Fix some assumptions on the data
available_capital is not guaranteed to be available, while dry-run-wallet is.
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@@ -36,7 +36,7 @@ class MaxDrawDownRelativeHyperOptLoss(IHyperOptLoss):
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drawdown_df = calculate_underwater(
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results,
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value_col='profit_abs',
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starting_balance=config['available_capital']
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starting_balance=config['dry_run_wallet']
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)
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max_drawdown = abs(min(drawdown_df['drawdown']))
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relative_drawdown = max(drawdown_df['drawdown_relative'])
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