From 26aa1ea32b1cfe4f74a67990ef2d123cb54bf462 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?J=C3=A9r=C3=B4me=20Delacotte?= <souti@free.fr>
Date: Thu, 26 Feb 2026 19:47:31 +0100
Subject: [PATCH] CustomPerformanceLoss

---
 CustomPerformanceLoss.py | 30 ++++++++++++++++++++++++++++++
 1 file changed, 30 insertions(+)
 create mode 100644 CustomPerformanceLoss.py

diff --git a/CustomPerformanceLoss.py b/CustomPerformanceLoss.py
new file mode 100644
index 0000000..a595075
--- /dev/null
+++ b/CustomPerformanceLoss.py
@@ -0,0 +1,30 @@
+from freqtrade.optimize.hyperopt import IHyperOptLoss
+from math import sqrt
+
+
+class CustomPerformanceLoss(IHyperOptLoss):
+
+    @staticmethod
+    def hyperopt_loss_function(results, trade_count, *args, **kwargs):
+
+        total_profit = results['profit_total_abs']
+        max_dd = results['max_drawdown']
+        profit_factor = results['profit_factor']
+        sqn = results['sqn']
+
+        # Sécurité minimale
+        if trade_count < 30:
+            return 1000
+
+        # Éviter division par zéro
+        if max_dd == 0:
+            max_dd = 0.0001
+
+        # Score principal
+        performance_score = (
+            (profit_factor * sqn * total_profit)
+            / (max_dd ** 1.5)
+        )
+
+        # On retourne l'inverse car hyperopt minimise
+        return -performance_score
\ No newline at end of file