simplify expression
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@ -38,6 +38,4 @@ class MaxDrawDownHyperOptLoss(IHyperOptLoss):
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except ValueError:
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except ValueError:
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# No losing trade, therefore no drawdown.
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# No losing trade, therefore no drawdown.
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return -total_profit
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return -total_profit
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max_drawdown_rev = 1 / max_drawdown[0]
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return -total_profit / max_drawdown[0]
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ret = max_drawdown_rev * total_profit
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return -ret
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