diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 52b1d6aca..f907a53b2 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -48,8 +48,8 @@ def generate_text_table(
         tabular_data.append([
             pair,
             len(result.index),
-            '{:.2f}%'.format(result.profit.mean() * 100.0),
-            '{:.08f} {}'.format(result.profit.sum(), stake_currency),
+            '{:.2f}%'.format(result.profit_percent.mean() * 100.0),
+            '{:.08f} {}'.format(result.profit_BTC.sum(), stake_currency),
             '{:.2f}'.format(result.duration.mean() * ticker_interval),
         ])
 
@@ -57,8 +57,8 @@ def generate_text_table(
     tabular_data.append([
         'TOTAL',
         len(results.index),
-        '{:.2f}%'.format(results.profit.mean() * 100.0),
-        '{:.08f} {}'.format(results.profit.sum(), stake_currency),
+        '{:.2f}%'.format(results.profit_percent.mean() * 100.0),
+        '{:.08f} {}'.format(results.profit_BTC.sum(), stake_currency),
         '{:.2f}'.format(results.duration.mean() * ticker_interval),
     ])
     return tabulate(tabular_data, headers=headers)
@@ -98,8 +98,9 @@ def backtest(config: Dict, processed: Dict[str, DataFrame],
             trade = Trade(
                 open_rate=row.close,
                 open_date=row.date,
-                amount=config['stake_amount'],
-                fee=exchange.get_fee() * 2
+                stake_amount=config['stake_amount'],
+                amount= config['stake_amount'] / row.open,
+                fee=exchange.get_fee()
             )
 
             # calculate win/lose forwards from buy point
@@ -109,12 +110,13 @@ def backtest(config: Dict, processed: Dict[str, DataFrame],
                     trade_count_lock[row2.date] = trade_count_lock.get(row2.date, 0) + 1
 
                 if min_roi_reached(trade, row2.close, row2.date) or row2.sell == 1:
-                    current_profit = trade.calc_profit_percent(row2.close)
+                    current_profit_percent = trade.calc_profit_percent(rate=row2.close)
+                    current_profit_BTC = trade.calc_profit(rate=row2.close)
                     lock_pair_until = row2.Index
 
-                    trades.append((pair, current_profit, row2.Index - row.Index))
+                    trades.append((pair, current_profit_percent, current_profit_BTC, row2.Index - row.Index))
                     break
-    labels = ['currency', 'profit', 'duration']
+    labels = ['currency', 'profit_percent', 'profit_BTC', 'duration']
     return DataFrame.from_records(trades, columns=labels)
 
 
diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index 8603f7d8c..191ef0f57 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -131,7 +131,7 @@ def optimizer(params):
 
     result = format_results(results)
 
-    total_profit = results.profit.sum() * 1000
+    total_profit = results.profit_percent.sum() * 1000
     trade_count = len(results.index)
 
     trade_loss = 1 - 0.35 * exp(-(trade_count - TARGET_TRADES) ** 2 / 10 ** 5.2)
@@ -144,7 +144,7 @@ def optimizer(params):
         'total_profit': total_profit,
         'trade_loss': trade_loss,
         'profit_loss': profit_loss,
-        'avg_profit': results.profit.mean() * 100.0,
+        'avg_profit': results.profit_percent.mean() * 100.0,
         'avg_duration': results.duration.mean() * 5,
         'current_tries': _CURRENT_TRIES,
         'total_tries': TOTAL_TRIES,
@@ -166,8 +166,8 @@ def format_results(results: DataFrame):
     return ('Made {:6d} buys. Average profit {: 5.2f}%. '
             'Total profit was {: 7.3f}. Average duration {:5.1f} mins.').format(
                 len(results.index),
-                results.profit.mean() * 100.0,
-                results.profit.sum(),
+                results.profit_percent.mean() * 100.0,
+                results.profit_BTC.sum(),
                 results.duration.mean() * 5,
             )