diff --git a/freqtrade/data/btanalysis.py b/freqtrade/data/btanalysis.py index 4505ea52a..a96e43dff 100644 --- a/freqtrade/data/btanalysis.py +++ b/freqtrade/data/btanalysis.py @@ -213,7 +213,7 @@ def calculate_max_drawdown(trades: pd.DataFrame, *, date_col: str = 'close_time' """ if len(trades) == 0: raise ValueError("Trade dataframe empty.") - profit_results = trades.sort_values(date_col) + profit_results = trades.sort_values(date_col).reset_index() max_drawdown_df = pd.DataFrame() max_drawdown_df['cumulative'] = profit_results[value_col].cumsum() max_drawdown_df['high_value'] = max_drawdown_df['cumulative'].cummax()