Improve wording, fix bug

docs/includes/protections.md

@@ -7,7 +7,7 @@ Protections will protect your strategy from unexpected events and market conditi
 All protection end times are rounded up to the next candle to avoid sudden, unexpected intra-candle buys.
 
 !!! Note
-    Not all Protections will work for all strategies, and parameters will need to be tuned for your strategy.
+    Not all Protections will work for all strategies, and parameters will need to be tuned for your strategy to improve performance.
 
 !!! Tip
     Each Protection can be configured multiple times with different parameters, to allow different levels of protection (short-term / long-term).

freqtrade/mixins/logging_mixin.py

@@ -1,4 +1,5 @@
 from typing import Callable
+
 from cachetools import TTLCache, cached
 
 

freqtrade/optimize/backtesting.py

@@ -18,6 +18,7 @@ from freqtrade.data.converter import trim_dataframe
 from freqtrade.data.dataprovider import DataProvider
 from freqtrade.exceptions import OperationalException
 from freqtrade.exchange import timeframe_to_minutes, timeframe_to_seconds
+from freqtrade.mixins import LoggingMixin
 from freqtrade.optimize.optimize_reports import (generate_backtest_stats, show_backtest_results,
                                                  store_backtest_stats)
 from freqtrade.pairlist.pairlistmanager import PairListManager
@@ -25,7 +26,6 @@ from freqtrade.persistence import PairLocks, Trade
 from freqtrade.plugins.protectionmanager import ProtectionManager
 from freqtrade.resolvers import ExchangeResolver, StrategyResolver
 from freqtrade.strategy.interface import IStrategy, SellCheckTuple, SellType
-from freqtrade.mixins import LoggingMixin
 
 
 logger = logging.getLogger(__name__)

freqtrade/plugins/protections/max_drawdown_protection.py

@@ -54,7 +54,10 @@ class MaxDrawdown(IProtection):
             return False, None, None
 
         # Drawdown is always positive
-        drawdown, _, _ = calculate_max_drawdown(trades_df, value_col='close_profit')
+        try:
+            drawdown, _, _ = calculate_max_drawdown(trades_df, value_col='close_profit')
+        except ValueError:
+            return False, None, None
 
         if drawdown > self._max_allowed_drawdown:
             self.log_once(

tests/plugins/test_protections.py

@@ -304,6 +304,18 @@ def test_MaxDrawdown(mocker, default_conf, fee, caplog):
         'XRP/BTC', fee.return_value, False, sell_reason=SellType.STOP_LOSS.value,
         min_ago_open=1000, min_ago_close=900, profit_rate=1.1,
     ))
+    Trade.session.add(generate_mock_trade(
+        'ETH/BTC', fee.return_value, False, sell_reason=SellType.STOP_LOSS.value,
+        min_ago_open=1000, min_ago_close=900, profit_rate=1.1,
+    ))
+    Trade.session.add(generate_mock_trade(
+        'NEO/BTC', fee.return_value, False, sell_reason=SellType.STOP_LOSS.value,
+        min_ago_open=1000, min_ago_close=900, profit_rate=1.1,
+    ))
+    # No losing trade yet ... so max_drawdown will raise exception
+    assert not freqtrade.protections.global_stop()
+    assert not freqtrade.protections.stop_per_pair('XRP/BTC')
+
     Trade.session.add(generate_mock_trade(
         'XRP/BTC', fee.return_value, False, sell_reason=SellType.STOP_LOSS.value,
         min_ago_open=500, min_ago_close=400, profit_rate=0.9,