Adding drawdown information for hyperopt-list --export-csv command

Author: Andras Kovacs

freqtrade/optimize/hyperopt_tools.py

@@ -388,6 +388,8 @@ def export_csv_file(config: Config, results: list, csv_file: str) -> None:
             "results_metrics.holding_avg",
             "results_metrics.trade_count_long",
             "results_metrics.trade_count_short",
+            "results_metrics.max_drawdown_abs",
+            "results_metrics.max_drawdown_account",
             "loss",
             "is_initial_point",
             "is_best",
@@ -409,6 +411,8 @@ def export_csv_file(config: Config, results: list, csv_file: str) -> None:
             "Avg duration",
             "Trade count long",
             "Trade count short",
+            "Max drawdown",
+            "Max drawdown percent",
             "Objective",
             "is_initial_point",
             "is_best",
@@ -432,6 +436,9 @@ def export_csv_file(config: Config, results: list, csv_file: str) -> None:
         trials["Avg profit"] = trials["Avg profit"].apply(
             lambda x: f"{x * perc_multi:,.2f}%" if not isna(x) else ""
         )
+        trials["Max drawdown percent"] = trials["Max drawdown percent"].apply(
+            lambda x: f"{x * perc_multi:,.2f}%" if not isna(x) else ""
+        )
         trials["Objective"] = trials["Objective"].apply(
             lambda x: f"{x:,.5f}" if x != 100000 else ""
         )

tests/commands/test_commands.py

@@ -1532,8 +1532,10 @@ def fake_iterator(*args, **kwargs):
     assert csv_file.is_file()
     line = csv_file.read_text()
     assert (
-        'Best,1,2,-1.25%,-1.2222,-0.00125625,,-2.51,"3,930.0 m",0.43662' in line
-        or "Best,1,2,-1.25%,-1.2222,-0.00125625,,-2.51,2 days 17:30:00,2,0,0.43662" in line
+        'Best,1,2,-1.25%,-1.2222,-0.00125625,,-2.51,"3,930.0 m",-0.00125625,23.00%,0.43662' in line
+        or "Best,1,2,-1.25%,-1.2222,-0.00125625,,-2.51,2 days 17:30:00,2,0,-0.00125625,23.00%,"
+        "0.43662"
+        in line
     )
     csv_file.unlink()