Merge branch 'develop' into feat/short
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@@ -55,7 +55,8 @@ class MaxDrawdown(IProtection):
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# Drawdown is always positive
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try:
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drawdown, _, _, _, _ = calculate_max_drawdown(trades_df, value_col='close_profit')
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# TODO: This should use absolute profit calculation, considering account balance.
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drawdown, _, _, _, _, _ = calculate_max_drawdown(trades_df, value_col='close_profit')
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except ValueError:
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return False, None, None
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