use profit_abs

2021-10-07 08:07:07 +05:30 · 2021-10-07 08:07:07 +05:30 · 46c320513a
commit 46c320513a
parent 93e4cf4006
1 changed files with 2 additions and 2 deletions
--- a/freqtrade/optimize/hyperopt_loss_max_drawdown.py
+++ b/freqtrade/optimize/hyperopt_loss_max_drawdown.py
@ -32,9 +32,9 @@ class MaxDrawDownHyperOptLoss(IHyperOptLoss):
        Uses profit ratio weighted max_drawdown when drawdown is available.
        Otherwise directly optimizes profit ratio.
        """
-        total_profit = results['profit_ratio'].sum()
+        total_profit = results['profit_abs'].sum()
        try:
-            max_drawdown = calculate_max_drawdown(results)
+            max_drawdown = calculate_max_drawdown(results, value_col='profit_abs')
        except ValueError:
            # No losing trade, therefore no drawdown.
            return -total_profit