From 9bcc5d2eedb07417a0a468b3b6fa6514bc3fe2fd Mon Sep 17 00:00:00 2001 From: Yazeed Al Oyoun Date: Fri, 7 Feb 2020 01:24:03 +0100 Subject: [PATCH] fixed downside_returns to read from profit_percent_after_slippage --- freqtrade/optimize/hyperopt_loss_sortino_daily.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/freqtrade/optimize/hyperopt_loss_sortino_daily.py b/freqtrade/optimize/hyperopt_loss_sortino_daily.py index b59baabcb..0739379f6 100644 --- a/freqtrade/optimize/hyperopt_loss_sortino_daily.py +++ b/freqtrade/optimize/hyperopt_loss_sortino_daily.py @@ -50,7 +50,7 @@ class SortinoHyperOptLossDaily(IHyperOptLoss): expected_returns_mean = total_profit.mean() results['downside_returns'] = 0 - results.loc[total_profit < 0, 'downside_returns'] = results['profit_percent'] + results.loc[total_profit < 0, 'downside_returns'] = results['profit_percent_after_slippage'] down_stdev = results['downside_returns'].std() if (down_stdev != 0.):