Fix on max drawdown formula to match tests

2022-05-01 12:25:53 -03:00
parent 53a2f55cf0
commit f9244aad92
3 changed files with 3 additions and 3 deletions
--- a/freqtrade/data/metrics.py
+++ b/freqtrade/data/metrics.py
@@ -153,7 +153,7 @@ def calculate_max_drawdown(trades: pd.DataFrame, *, date_col: str = 'close_date'
    max_drawdown_rel = max_drawdown_df.loc[idxmin, 'drawdown_relative']

    return (
-        abs(min(max_drawdown_df['drawdown'])),
+        abs(max_drawdown_df.loc[idxmin, 'drawdown']),
        high_date,
        low_date,
        high_val,