Update hyperopt_loss_calmar.py

2021-10-25 00:45:10 -05:00 · 2021-10-25 00:45:10 -05:00 · 88b96d5d1b
commit 88b96d5d1b
parent 5f309627ea
1 changed files with 1 additions and 1 deletions
--- a/freqtrade/optimize/hyperopt_loss_calmar.py
+++ b/freqtrade/optimize/hyperopt_loss_calmar.py
@ -54,7 +54,7 @@ class CalmarHyperOptLoss(IHyperOptLoss):
        except ValueError:
            max_drawdown = 0

-        if max_drawdown != 0 and trade_count > 2000:
+        if max_drawdown != 0:
            calmar_ratio = expected_returns_mean / max_drawdown * msqrt(365)
        else:
            # Define high (negative) calmar ratio to be clear that this is NOT optimal.