From b2328cdf4fdf45c1e2f3842ec08f855fa04f1552 Mon Sep 17 00:00:00 2001
From: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
Date: Thu, 13 Feb 2020 07:07:35 +0300
Subject: [PATCH] Do not subtract risk_free_ratio twice

---
 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 c02f88434..d869a4e4e 100644
--- a/freqtrade/optimize/hyperopt_loss_sortino_daily.py
+++ b/freqtrade/optimize/hyperopt_loss_sortino_daily.py
@@ -53,7 +53,7 @@ class SortinoHyperOptLossDaily(IHyperOptLoss):
         sum_daily['downside_returns'] = 0
         sum_daily.loc[total_profit < 0,
                       'downside_returns'] = sum_daily['profit_percent_after_slippage']
-        total_downside = sum_daily['downside_returns'] - risk_free_rate
+        total_downside = sum_daily['downside_returns']
         down_stdev = total_downside.std()
 
         if (down_stdev != 0.):