Add Drawdown and profit_factor to /profit

#6816
2022-06-18 11:14:28 +02:00
parent d77ce468ea
commit 6a15d36d14
6 changed files with 51 additions and 8 deletions
--- a/freqtrade/optimize/optimize_reports.py
+++ b/freqtrade/optimize/optimize_reports.py
@@ -497,8 +497,10 @@ def generate_strategy_stats(pairlist: List[str],
        (drawdown_abs, drawdown_start, drawdown_end, high_val, low_val,
         max_drawdown) = calculate_max_drawdown(
             results, value_col='profit_abs', starting_balance=start_balance)
+        # max_relative_drawdown = Underwater
        (_, _, _, _, _, max_relative_drawdown) = calculate_max_drawdown(
             results, value_col='profit_abs', starting_balance=start_balance, relative=True)
+
        strat_stats.update({
            'max_drawdown': max_drawdown_legacy,  # Deprecated - do not use
            'max_drawdown_account': max_drawdown,