CustomPerformanceLoss

CustomPerformanceLoss.py

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+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