diff --git a/freqtrade/optimize/hyperopt_loss_calmar.py b/freqtrade/optimize/hyperopt_loss_calmar.py index 393701a72..27f3a63d3 100644 --- a/freqtrade/optimize/hyperopt_loss_calmar.py +++ b/freqtrade/optimize/hyperopt_loss_calmar.py @@ -46,7 +46,7 @@ class CalmarHyperOptLoss(IHyperOptLoss): backtest_duration_years = ((max_date-min_date).days/365) trade_count_average_per_year = trade_count/backtest_duration_years - # add slipage to be closed to live + # add extra slipage to be closed to live? results['profit_percent'] -= SLIPPAGE_PERCENT sample_size = round(trade_count_average_per_year * SIMULATION_YEAR_DURATION)