anaucoin commited on
Commit
1efed1b
·
1 Parent(s): 20d8adc

0 drawdown fix

Browse files
Files changed (1) hide show
  1. app.py +3 -2
app.py CHANGED
@@ -298,7 +298,8 @@ def get_sd_df(sd_df, sd, bot_selections, dca1, dca2, dca3, dca4, dca5, dca6, fee
298
  sd_df['Net P/L Per Trade (-)'] = (sd_df['Return Per Trade (-)']-1)*sd_df['Balance used in Trade (-)']
299
  sd_df['Cumulative P/L (-)'] = sd_df['Net P/L Per Trade (-)'].cumsum()
300
  return sd_df
301
-
 
302
  def get_account_drawdown(trades, principal_balance):
303
  max_draw = 0.0
304
  beg = 0
@@ -311,7 +312,7 @@ def get_account_drawdown(trades, principal_balance):
311
  max_draw = min(max_draw, delta.min())
312
  beg = ind
313
  fin = delta.argmin()
314
- max_draw_perc = 100*max_draw/(trades[beg])
315
  else:
316
  max_draw = min(max_draw, trades)
317
  max_draw_perc = 100*max_draw/(principal_balance)
 
298
  sd_df['Net P/L Per Trade (-)'] = (sd_df['Return Per Trade (-)']-1)*sd_df['Balance used in Trade (-)']
299
  sd_df['Cumulative P/L (-)'] = sd_df['Net P/L Per Trade (-)'].cumsum()
300
  return sd_df
301
+
302
+ @st.cache_data
303
  def get_account_drawdown(trades, principal_balance):
304
  max_draw = 0.0
305
  beg = 0
 
312
  max_draw = min(max_draw, delta.min())
313
  beg = ind
314
  fin = delta.argmin()
315
+ max_draw_perc = 100*max_draw/(trades[beg])
316
  else:
317
  max_draw = min(max_draw, trades)
318
  max_draw_perc = 100*max_draw/(principal_balance)