diff --git a/freqtrade/optimize/hyperopt_loss_calmar.py b/freqtrade/optimize/hyperopt_loss_calmar.py index ccab69583..759db2573 100644 --- a/freqtrade/optimize/hyperopt_loss_calmar.py +++ b/freqtrade/optimize/hyperopt_loss_calmar.py @@ -77,8 +77,8 @@ class CalmarHyperOptLoss(IHyperOptLoss): """ expected_trade_loss_penalty = 1 - norm.cdf(trade_count-NB_EXPECTED_TRADES,-NB_EXPECTED_TRADES,(NB_EXPECTED_TRADES*(2/3))*EXPECTED_TRADES_WEIGHT) - # feel free to add other criterias (e.g avg expected time duration) - loss = (calmar_loss * CALMAR_LOSS_WEIGHT) + # want to see the loss -> shorturl.at/DHX34 + loss = calmar_loss + expected_trade_loss_penalty # print('calmar_ratio {}'.format(calmar_ratio))