diff --git a/freqtrade/optimize/hyperopt_loss_calmar.py b/freqtrade/optimize/hyperopt_loss_calmar.py index 82b83430e..18809178a 100644 --- 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)