diff --git a/freqtrade/tests/test_backtesting.py b/freqtrade/tests/test_backtesting.py
index 3af459ee4..fa2af3511 100644
--- a/freqtrade/tests/test_backtesting.py
+++ b/freqtrade/tests/test_backtesting.py
@@ -13,17 +13,17 @@ from freqtrade.persistence import Trade
 
 logging.disable(logging.DEBUG) # disable debug logs that slow backtesting a lot
 
-def print_results(results):
-    print('Made {} buys. Average profit {:.2f}%. Total profit was {:.3f}. Average duration {:.1f} mins.'.format(
+def format_results(results):
+    return 'Made {} buys. Average profit {:.2f}%. Total profit was {:.3f}. Average duration {:.1f} mins.'.format(
         len(results.index),
         results.profit.mean() * 100.0,
         results.profit.sum(),
         results.duration.mean() * 5
-    ))
+    )
 
 def print_pair_results(pair, results):
     print('For currency {}:'.format(pair))
-    print_results(results[results.currency == pair])
+    print(format_results(results[results.currency == pair]))
 
 @pytest.fixture
 def pairs():
@@ -77,4 +77,4 @@ def test_backtest(conf, pairs, mocker, report=True):
     print('====================== BACKTESTING REPORT ================================')
     [print_pair_results(pair, results) for pair in pairs]
     print('TOTAL OVER ALL TRADES:')
-    print_results(results)
+    print(format_results(results))
diff --git a/freqtrade/tests/test_hyperopt.py b/freqtrade/tests/test_hyperopt.py
index ceefb06ac..ca952003d 100644
--- a/freqtrade/tests/test_hyperopt.py
+++ b/freqtrade/tests/test_hyperopt.py
@@ -15,7 +15,7 @@ from freqtrade.analyze import analyze_ticker
 from freqtrade.main import should_sell
 from freqtrade.persistence import Trade
 
-from freqtrade.tests.test_backtesting import backtest, print_results
+from freqtrade.tests.test_backtesting import backtest, format_results
 
 logging.disable(logging.DEBUG) # disable debug logs that slow backtesting a lot
 
@@ -83,9 +83,10 @@ def test_hyperopt(conf, pairs, mocker):
         mocker.patch('freqtrade.analyze.populate_buy_trend', side_effect=buy_strategy)
         results = backtest(conf, pairs, mocker)
 
-        print_results(results)
-
-        # set the value below to suit your number concurrent trades so its realistic to 20days of data
+        result = format_results(results)
+        print(result)
+        
+        # set TARGET_TRADES to suit your number concurrent trades so its realistic to 20days of data
         TARGET_TRADES = 1200
         if results.profit.sum() == 0 or results.profit.mean() == 0:
             return 49999999999 # avoid division by zero, return huge value to discard result