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This commit is contained in:
Nicolas Papp 2022-04-24 17:42:52 -03:00
parent 086cc6be93
commit e8aec967dd
1 changed files with 2 additions and 1 deletions
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3
freqtrade/data/btanalysis.py
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@ -446,7 +446,8 @@ def _calc_drawdown_series(profit_results: pd.DataFrame, *, date_col: str, value_
max_balance = starting_balance + max_drawdown_df['high_value'] max_balance = starting_balance + max_drawdown_df['high_value']
max_drawdown_df['drawdown_relative'] = ((max_balance - cumulative_balance) / max_balance) max_drawdown_df['drawdown_relative'] = ((max_balance - cumulative_balance) / max_balance)
else: else:
# This is not completely accurate # NOTE: This is not completely accurate,
# but might good enough if starting_balance is not available
max_drawdown_df['drawdown_relative'] = ( max_drawdown_df['drawdown_relative'] = (
(max_drawdown_df['high_value'] - max_drawdown_df['cumulative']) (max_drawdown_df['high_value'] - max_drawdown_df['cumulative'])
/ max_drawdown_df['high_value']) / max_drawdown_df['high_value'])