From c6b684603caffb106b9dc7f550d5caf5b980d638 Mon Sep 17 00:00:00 2001 From: Robert Roman Date: Wed, 22 Sep 2021 09:21:43 -0500 Subject: [PATCH] removed trade_count inside if statement i removed trade_count inside if statement. Even though it helps overfitting, It is not useful when running hyperopt on small datasets. --- freqtrade/optimize/hyperopt_loss_calmar.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/freqtrade/optimize/hyperopt_loss_calmar.py b/freqtrade/optimize/hyperopt_loss_calmar.py index 866c0aa5f..b2a819444 100644 --- a/freqtrade/optimize/hyperopt_loss_calmar.py +++ b/freqtrade/optimize/hyperopt_loss_calmar.py @@ -42,7 +42,7 @@ class CalmarHyperOptLoss(IHyperOptLoss): except ValueError: max_drawdown = 0 - if max_drawdown != 0 and trade_count > 1000: + if max_drawdown != 0: calmar_ratio = expected_returns_mean / max_drawdown * np.sqrt(365) else: calmar_ratio = -20.