From bc3b4729af1afc06207d7114047a113ed2eeb3a0 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?Javier=20Rodr=C3=ADguez=20Chatruc?= <jrchatruc@gmail.com>
Date: Thu, 23 Jan 2020 17:50:14 -0300
Subject: [PATCH] Summary's largest loss can no longer be negative

---
 backtester/backtester.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/backtester/backtester.py b/backtester/backtester.py
index 8be3967..0d90e07 100644
--- a/backtester/backtester.py
+++ b/backtester/backtester.py
@@ -182,7 +182,7 @@ class Backtest:
         win_number = np.sum(wins)
         loss_number = total_trades - win_number
         win_pct = (win_number / total_trades) * 100
-        largest_loss = np.max(costs)
+        largest_loss = max(0, np.max(costs))
         avg_profit = np.mean(-costs)
         avg_pl = np.mean(daily_returns)
         total_pl = (df['totals']['capital'].iloc[-1] / self._strategy.initial_capital) * 100