better explanation in comment of loss value of calmar ratio

2019-09-12 15:03:52 +02:00 · 2019-09-12 15:03:52 +02:00 · e1f7a31b63
commit e1f7a31b63
parent c5ee01fe4b
1 changed files with 1 additions and 1 deletions
--- a/freqtrade/optimize/hyperopt_loss_calmar.py
+++ b/freqtrade/optimize/hyperopt_loss_calmar.py
@ -55,7 +55,7 @@ class CalmarHyperOptLoss(IHyperOptLoss):
        abs_mediam_simulated_drawdowns = Series(simulated_drawdowns).median()
        calmar_ratio = return_avg_simulation_duration/abs_mediam_simulated_drawdowns

-        # float between ]0,1[
+        # Normalize loss value to be float between (0, 1)
        calmar_loss = 1 - (norm.cdf(calmar_ratio, 0, 100))

        # feel free to add other criterias (e.g avg expected time duration)