delete CustomPerformanceLoss
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from freqtrade.optimize.hyperopt import IHyperOptLoss
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from math import sqrt
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class CustomPerformanceLoss(IHyperOptLoss):
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@staticmethod
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def hyperopt_loss_function(results, trade_count, *args, **kwargs):
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total_profit = results['profit_total_abs']
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max_dd = results['max_drawdown']
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profit_factor = results['profit_factor']
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sqn = results['sqn']
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# Sécurité minimale
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if trade_count < 30:
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return 1000
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# Éviter division par zéro
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if max_dd == 0:
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max_dd = 0.0001
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# Score principal
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performance_score = (
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(profit_factor * sqn * total_profit)
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/ (max_dd ** 1.5)
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)
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# On retourne l'inverse car hyperopt minimise
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return -performance_score
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