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Update hyperopt_loss_calmar.py

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Robert Roman 2021-10-25 00:45:10 -05:00 committed by GitHub
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freqtrade/optimize/hyperopt_loss_calmar.py
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@ -54,7 +54,7 @@ class CalmarHyperOptLoss(IHyperOptLoss):
except ValueError: except ValueError:
max_drawdown = 0 max_drawdown = 0
if max_drawdown != 0 and trade_count > 2000: if max_drawdown != 0:
calmar_ratio = expected_returns_mean / max_drawdown * msqrt(365) calmar_ratio = expected_returns_mean / max_drawdown * msqrt(365)
else: else:
# Define high (negative) calmar ratio to be clear that this is NOT optimal. # Define high (negative) calmar ratio to be clear that this is NOT optimal.