diff --git a/docs/advanced-hyperopt.md b/docs/advanced-hyperopt.md
index 25b4bd900..5fc674b03 100644
--- a/docs/advanced-hyperopt.md
+++ b/docs/advanced-hyperopt.md
@@ -63,8 +63,8 @@ class SuperDuperHyperOptLoss(IHyperOptLoss):
         * 0.25: Avoiding trade loss
         * 1.0 to total profit, compared to the expected value (`EXPECTED_MAX_PROFIT`) defined above
         """
-        total_profit = results.profit_percent.sum()
-        trade_duration = results.trade_duration.mean()
+        total_profit = results['profit_percent'].sum()
+        trade_duration = results['trade_duration'].mean()
 
         trade_loss = 1 - 0.25 * exp(-(trade_count - TARGET_TRADES) ** 2 / 10 ** 5.8)
         profit_loss = max(0, 1 - total_profit / EXPECTED_MAX_PROFIT)
diff --git a/freqtrade/data/btanalysis.py b/freqtrade/data/btanalysis.py
index f98135c27..6c498a470 100644
--- a/freqtrade/data/btanalysis.py
+++ b/freqtrade/data/btanalysis.py
@@ -16,7 +16,7 @@ from freqtrade.persistence import Trade
 logger = logging.getLogger(__name__)
 
 # must align with columns in backtest.py
-BT_DATA_COLUMNS = ["pair", "profitperc", "open_time", "close_time", "index", "duration",
+BT_DATA_COLUMNS = ["pair", "profit_percent", "open_time", "close_time", "index", "duration",
                    "open_rate", "close_rate", "open_at_end", "sell_reason"]
 
 
@@ -99,7 +99,7 @@ def load_trades_from_db(db_url: str) -> pd.DataFrame:
     trades: pd.DataFrame = pd.DataFrame([], columns=BT_DATA_COLUMNS)
     persistence.init(db_url, clean_open_orders=False)
 
-    columns = ["pair", "open_time", "close_time", "profit", "profitperc",
+    columns = ["pair", "open_time", "close_time", "profit", "profit_percent",
                "open_rate", "close_rate", "amount", "duration", "sell_reason",
                "fee_open", "fee_close", "open_rate_requested", "close_rate_requested",
                "stake_amount", "max_rate", "min_rate", "id", "exchange",
@@ -190,7 +190,7 @@ def create_cum_profit(df: pd.DataFrame, trades: pd.DataFrame, col_name: str,
     """
     Adds a column `col_name` with the cumulative profit for the given trades array.
     :param df: DataFrame with date index
-    :param trades: DataFrame containing trades (requires columns close_time and profitperc)
+    :param trades: DataFrame containing trades (requires columns close_time and profit_percent)
     :param col_name: Column name that will be assigned the results
     :param timeframe: Timeframe used during the operations
     :return: Returns df with one additional column, col_name, containing the cumulative profit.
@@ -201,7 +201,8 @@ def create_cum_profit(df: pd.DataFrame, trades: pd.DataFrame, col_name: str,
     from freqtrade.exchange import timeframe_to_minutes
     timeframe_minutes = timeframe_to_minutes(timeframe)
     # Resample to timeframe to make sure trades match candles
-    _trades_sum = trades.resample(f'{timeframe_minutes}min', on='close_time')[['profitperc']].sum()
+    _trades_sum = trades.resample(f'{timeframe_minutes}min', on='close_time'
+                                  )[['profit_percent']].sum()
     df.loc[:, col_name] = _trades_sum.cumsum()
     # Set first value to 0
     df.loc[df.iloc[0].name, col_name] = 0
@@ -211,13 +212,13 @@ def create_cum_profit(df: pd.DataFrame, trades: pd.DataFrame, col_name: str,
 
 
 def calculate_max_drawdown(trades: pd.DataFrame, *, date_col: str = 'close_time',
-                           value_col: str = 'profitperc'
+                           value_col: str = 'profit_percent'
                            ) -> Tuple[float, pd.Timestamp, pd.Timestamp]:
     """
     Calculate max drawdown and the corresponding close dates
-    :param trades: DataFrame containing trades (requires columns close_time and profitperc)
+    :param trades: DataFrame containing trades (requires columns close_time and profit_percent)
     :param date_col: Column in DataFrame to use for dates (defaults to 'close_time')
-    :param value_col: Column in DataFrame to use for values (defaults to 'profitperc')
+    :param value_col: Column in DataFrame to use for values (defaults to 'profit_percent')
     :return: Tuple (float, highdate, lowdate) with absolute max drawdown, high and low time
     :raise: ValueError if trade-dataframe was found empty.
     """
diff --git a/freqtrade/optimize/default_hyperopt_loss.py b/freqtrade/optimize/default_hyperopt_loss.py
index 4ab9fbe44..9e780d0ea 100644
--- a/freqtrade/optimize/default_hyperopt_loss.py
+++ b/freqtrade/optimize/default_hyperopt_loss.py
@@ -42,8 +42,8 @@ class DefaultHyperOptLoss(IHyperOptLoss):
         * 0.25: Avoiding trade loss
         * 1.0 to total profit, compared to the expected value (`EXPECTED_MAX_PROFIT`) defined above
         """
-        total_profit = results.profit_percent.sum()
-        trade_duration = results.trade_duration.mean()
+        total_profit = results['profit_percent'].sum()
+        trade_duration = results['trade_duration'].mean()
 
         trade_loss = 1 - 0.25 * exp(-(trade_count - TARGET_TRADES) ** 2 / 10 ** 5.8)
         profit_loss = max(0, 1 - total_profit / EXPECTED_MAX_PROFIT)
diff --git a/freqtrade/optimize/hyperopt_loss_onlyprofit.py b/freqtrade/optimize/hyperopt_loss_onlyprofit.py
index a1c50e727..43176dbad 100644
--- a/freqtrade/optimize/hyperopt_loss_onlyprofit.py
+++ b/freqtrade/optimize/hyperopt_loss_onlyprofit.py
@@ -34,5 +34,5 @@ class OnlyProfitHyperOptLoss(IHyperOptLoss):
         """
         Objective function, returns smaller number for better results.
         """
-        total_profit = results.profit_percent.sum()
+        total_profit = results['profit_percent'].sum()
         return 1 - total_profit / EXPECTED_MAX_PROFIT
diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py
index c148f0f44..d89860a73 100644
--- a/freqtrade/optimize/optimize_reports.py
+++ b/freqtrade/optimize/optimize_reports.py
@@ -65,25 +65,25 @@ def _generate_result_line(result: DataFrame, max_open_trades: int, first_column:
     """
     return {
         'key': first_column,
-        'trades': len(result.index),
-        'profit_mean': result.profit_percent.mean(),
-        'profit_mean_pct': result.profit_percent.mean() * 100.0,
-        'profit_sum': result.profit_percent.sum(),
-        'profit_sum_pct': result.profit_percent.sum() * 100.0,
-        'profit_total_abs': result.profit_abs.sum(),
-        'profit_total_pct': result.profit_percent.sum() * 100.0 / max_open_trades,
+        'trades': len(result),
+        'profit_mean': result['profit_percent'].mean(),
+        'profit_mean_pct': result['profit_percent'].mean() * 100.0,
+        'profit_sum': result['profit_percent'].sum(),
+        'profit_sum_pct': result['profit_percent'].sum() * 100.0,
+        'profit_total_abs': result['profit_abs'].sum(),
+        'profit_total_pct': result['profit_percent'].sum() * 100.0 / max_open_trades,
         'duration_avg': str(timedelta(
-                            minutes=round(result.trade_duration.mean()))
+                            minutes=round(result['trade_duration'].mean()))
                             ) if not result.empty else '0:00',
         # 'duration_max': str(timedelta(
-        #                     minutes=round(result.trade_duration.max()))
+        #                     minutes=round(result['trade_duration'].max()))
         #                     ) if not result.empty else '0:00',
         # 'duration_min': str(timedelta(
-        #                     minutes=round(result.trade_duration.min()))
+        #                     minutes=round(result['trade_duration'].min()))
         #                     ) if not result.empty else '0:00',
-        'wins': len(result[result.profit_abs > 0]),
-        'draws': len(result[result.profit_abs == 0]),
-        'losses': len(result[result.profit_abs < 0]),
+        'wins': len(result[result['profit_abs'] > 0]),
+        'draws': len(result[result['profit_abs'] == 0]),
+        'losses': len(result[result['profit_abs'] < 0]),
     }
 
 
@@ -102,8 +102,8 @@ def generate_pair_metrics(data: Dict[str, Dict], stake_currency: str, max_open_t
     tabular_data = []
 
     for pair in data:
-        result = results[results.pair == pair]
-        if skip_nan and result.profit_abs.isnull().all():
+        result = results[results['pair'] == pair]
+        if skip_nan and result['profit_abs'].isnull().all():
             continue
 
         tabular_data.append(_generate_result_line(result, max_open_trades, pair))
@@ -113,25 +113,6 @@ def generate_pair_metrics(data: Dict[str, Dict], stake_currency: str, max_open_t
     return tabular_data
 
 
-def generate_text_table(pair_results: List[Dict[str, Any]], stake_currency: str) -> str:
-    """
-    Generates and returns a text table for the given backtest data and the results dataframe
-    :param pair_results: List of Dictionaries - one entry per pair + final TOTAL row
-    :param stake_currency: stake-currency - used to correctly name headers
-    :return: pretty printed table with tabulate as string
-    """
-
-    headers = _get_line_header('Pair', stake_currency)
-    floatfmt = _get_line_floatfmt()
-    output = [[
-        t['key'], t['trades'], t['profit_mean_pct'], t['profit_sum_pct'], t['profit_total_abs'],
-        t['profit_total_pct'], t['duration_avg'], t['wins'], t['draws'], t['losses']
-    ] for t in pair_results]
-    # Ignore type as floatfmt does allow tuples but mypy does not know that
-    return tabulate(output, headers=headers,
-                    floatfmt=floatfmt, tablefmt="orgtbl", stralign="right")  # type: ignore
-
-
 def generate_sell_reason_stats(max_open_trades: int, results: DataFrame) -> List[Dict]:
     """
     Generate small table outlining Backtest results
@@ -166,33 +147,6 @@ def generate_sell_reason_stats(max_open_trades: int, results: DataFrame) -> List
     return tabular_data
 
 
-def generate_text_table_sell_reason(sell_reason_stats: List[Dict[str, Any]],
-                                    stake_currency: str) -> str:
-    """
-    Generate small table outlining Backtest results
-    :param sell_reason_stats: Sell reason metrics
-    :param stake_currency: Stakecurrency used
-    :return: pretty printed table with tabulate as string
-    """
-    headers = [
-        'Sell Reason',
-        'Sells',
-        'Wins',
-        'Draws',
-        'Losses',
-        'Avg Profit %',
-        'Cum Profit %',
-        f'Tot Profit {stake_currency}',
-        'Tot Profit %',
-    ]
-
-    output = [[
-        t['sell_reason'], t['trades'], t['wins'], t['draws'], t['losses'],
-        t['profit_mean_pct'], t['profit_sum_pct'], t['profit_total_abs'], t['profit_pct_total'],
-     ] for t in sell_reason_stats]
-    return tabulate(output, headers=headers, tablefmt="orgtbl", stralign="right")
-
-
 def generate_strategy_metrics(stake_currency: str, max_open_trades: int,
                               all_results: Dict) -> List[Dict]:
     """
@@ -209,26 +163,6 @@ def generate_strategy_metrics(stake_currency: str, max_open_trades: int,
     return tabular_data
 
 
-def generate_text_table_strategy(strategy_results, stake_currency: str) -> str:
-    """
-    Generate summary table per strategy
-    :param stake_currency: stake-currency - used to correctly name headers
-    :param max_open_trades: Maximum allowed open trades used for backtest
-    :param all_results: Dict of <Strategyname: BacktestResult> containing results for all strategies
-    :return: pretty printed table with tabulate as string
-    """
-    floatfmt = _get_line_floatfmt()
-    headers = _get_line_header('Strategy', stake_currency)
-
-    output = [[
-        t['key'], t['trades'], t['profit_mean_pct'], t['profit_sum_pct'], t['profit_total_abs'],
-        t['profit_total_pct'], t['duration_avg'], t['wins'], t['draws'], t['losses']
-    ] for t in strategy_results]
-    # Ignore type as floatfmt does allow tuples but mypy does not know that
-    return tabulate(output, headers=headers,
-                    floatfmt=floatfmt, tablefmt="orgtbl", stralign="right")  # type: ignore
-
-
 def generate_edge_table(results: dict) -> str:
 
     floatfmt = ('s', '.10g', '.2f', '.2f', '.2f', '.2f', 'd', 'd', 'd')
@@ -256,7 +190,14 @@ def generate_edge_table(results: dict) -> str:
 
 
 def generate_backtest_stats(config: Dict, btdata: Dict[str, DataFrame],
-                            all_results: Dict[str, DataFrame]):
+                            all_results: Dict[str, DataFrame]) -> Dict[str, Any]:
+    """
+    :param config: Configuration object used for backtest
+    :param btdata: Backtest data
+    :param all_results: backtest result - dictionary with { Strategy: results}.
+    :return:
+    Dictionary containing results per strategy and a stratgy summary.
+    """
     stake_currency = config['stake_currency']
     max_open_trades = config['max_open_trades']
     result: Dict[str, Any] = {'strategy': {}}
@@ -288,6 +229,75 @@ def generate_backtest_stats(config: Dict, btdata: Dict[str, DataFrame],
     return result
 
 
+###
+# Start output section
+###
+
+def text_table_bt_results(pair_results: List[Dict[str, Any]], stake_currency: str) -> str:
+    """
+    Generates and returns a text table for the given backtest data and the results dataframe
+    :param pair_results: List of Dictionaries - one entry per pair + final TOTAL row
+    :param stake_currency: stake-currency - used to correctly name headers
+    :return: pretty printed table with tabulate as string
+    """
+
+    headers = _get_line_header('Pair', stake_currency)
+    floatfmt = _get_line_floatfmt()
+    output = [[
+        t['key'], t['trades'], t['profit_mean_pct'], t['profit_sum_pct'], t['profit_total_abs'],
+        t['profit_total_pct'], t['duration_avg'], t['wins'], t['draws'], t['losses']
+    ] for t in pair_results]
+    # Ignore type as floatfmt does allow tuples but mypy does not know that
+    return tabulate(output, headers=headers,
+                    floatfmt=floatfmt, tablefmt="orgtbl", stralign="right")
+
+
+def text_table_sell_reason(sell_reason_stats: List[Dict[str, Any]], stake_currency: str) -> str:
+    """
+    Generate small table outlining Backtest results
+    :param sell_reason_stats: Sell reason metrics
+    :param stake_currency: Stakecurrency used
+    :return: pretty printed table with tabulate as string
+    """
+    headers = [
+        'Sell Reason',
+        'Sells',
+        'Wins',
+        'Draws',
+        'Losses',
+        'Avg Profit %',
+        'Cum Profit %',
+        f'Tot Profit {stake_currency}',
+        'Tot Profit %',
+    ]
+
+    output = [[
+        t['sell_reason'], t['trades'], t['wins'], t['draws'], t['losses'],
+        t['profit_mean_pct'], t['profit_sum_pct'], t['profit_total_abs'], t['profit_pct_total'],
+    ] for t in sell_reason_stats]
+    return tabulate(output, headers=headers, tablefmt="orgtbl", stralign="right")
+
+
+def text_table_strategy(strategy_results, stake_currency: str) -> str:
+    """
+    Generate summary table per strategy
+    :param stake_currency: stake-currency - used to correctly name headers
+    :param max_open_trades: Maximum allowed open trades used for backtest
+    :param all_results: Dict of <Strategyname: BacktestResult> containing results for all strategies
+    :return: pretty printed table with tabulate as string
+    """
+    floatfmt = _get_line_floatfmt()
+    headers = _get_line_header('Strategy', stake_currency)
+
+    output = [[
+        t['key'], t['trades'], t['profit_mean_pct'], t['profit_sum_pct'], t['profit_total_abs'],
+        t['profit_total_pct'], t['duration_avg'], t['wins'], t['draws'], t['losses']
+    ] for t in strategy_results]
+    # Ignore type as floatfmt does allow tuples but mypy does not know that
+    return tabulate(output, headers=headers,
+                    floatfmt=floatfmt, tablefmt="orgtbl", stralign="right")
+
+
 def show_backtest_results(config: Dict, backtest_stats: Dict):
     stake_currency = config['stake_currency']
 
@@ -295,19 +305,18 @@ def show_backtest_results(config: Dict, backtest_stats: Dict):
 
         # Print results
         print(f"Result for strategy {strategy}")
-        table = generate_text_table(results['results_per_pair'], stake_currency=stake_currency)
+        table = text_table_bt_results(results['results_per_pair'], stake_currency=stake_currency)
         if isinstance(table, str):
             print(' BACKTESTING REPORT '.center(len(table.splitlines()[0]), '='))
         print(table)
 
-        table = generate_text_table_sell_reason(sell_reason_stats=results['sell_reason_summary'],
-                                                stake_currency=stake_currency,
-                                                )
+        table = text_table_sell_reason(sell_reason_stats=results['sell_reason_summary'],
+                                       stake_currency=stake_currency)
         if isinstance(table, str):
             print(' SELL REASON STATS '.center(len(table.splitlines()[0]), '='))
         print(table)
 
-        table = generate_text_table(results['left_open_trades'], stake_currency=stake_currency)
+        table = text_table_bt_results(results['left_open_trades'], stake_currency=stake_currency)
         if isinstance(table, str):
             print(' LEFT OPEN TRADES REPORT '.center(len(table.splitlines()[0]), '='))
         print(table)
@@ -318,7 +327,7 @@ def show_backtest_results(config: Dict, backtest_stats: Dict):
     if len(backtest_stats['strategy']) > 1:
         # Print Strategy summary table
 
-        table = generate_text_table_strategy(backtest_stats['strategy_comparison'], stake_currency)
+        table = text_table_strategy(backtest_stats['strategy_comparison'], stake_currency)
         print(' STRATEGY SUMMARY '.center(len(table.splitlines()[0]), '='))
         print(table)
         print('=' * len(table.splitlines()[0]))
diff --git a/freqtrade/plot/plotting.py b/freqtrade/plot/plotting.py
index f1d114e2b..d519c5f4e 100644
--- a/freqtrade/plot/plotting.py
+++ b/freqtrade/plot/plotting.py
@@ -162,7 +162,7 @@ def plot_trades(fig, trades: pd.DataFrame) -> make_subplots:
     # Trades can be empty
     if trades is not None and len(trades) > 0:
         # Create description for sell summarizing the trade
-        trades['desc'] = trades.apply(lambda row: f"{round(row['profitperc'] * 100, 1)}%, "
+        trades['desc'] = trades.apply(lambda row: f"{round(row['profit_percent'] * 100, 1)}%, "
                                                   f"{row['sell_reason']}, {row['duration']} min",
                                                   axis=1)
         trade_buys = go.Scatter(
@@ -181,9 +181,9 @@ def plot_trades(fig, trades: pd.DataFrame) -> make_subplots:
         )
 
         trade_sells = go.Scatter(
-            x=trades.loc[trades['profitperc'] > 0, "close_time"],
-            y=trades.loc[trades['profitperc'] > 0, "close_rate"],
-            text=trades.loc[trades['profitperc'] > 0, "desc"],
+            x=trades.loc[trades['profit_percent'] > 0, "close_time"],
+            y=trades.loc[trades['profit_percent'] > 0, "close_rate"],
+            text=trades.loc[trades['profit_percent'] > 0, "desc"],
             mode='markers',
             name='Sell - Profit',
             marker=dict(
@@ -194,9 +194,9 @@ def plot_trades(fig, trades: pd.DataFrame) -> make_subplots:
             )
         )
         trade_sells_loss = go.Scatter(
-            x=trades.loc[trades['profitperc'] <= 0, "close_time"],
-            y=trades.loc[trades['profitperc'] <= 0, "close_rate"],
-            text=trades.loc[trades['profitperc'] <= 0, "desc"],
+            x=trades.loc[trades['profit_percent'] <= 0, "close_time"],
+            y=trades.loc[trades['profit_percent'] <= 0, "close_rate"],
+            text=trades.loc[trades['profit_percent'] <= 0, "desc"],
             mode='markers',
             name='Sell - Loss',
             marker=dict(
diff --git a/tests/data/test_btanalysis.py b/tests/data/test_btanalysis.py
index 50cf9db3d..b65db7fd8 100644
--- a/tests/data/test_btanalysis.py
+++ b/tests/data/test_btanalysis.py
@@ -47,7 +47,7 @@ def test_load_trades_from_db(default_conf, fee, mocker):
     assert isinstance(trades, DataFrame)
     assert "pair" in trades.columns
     assert "open_time" in trades.columns
-    assert "profitperc" in trades.columns
+    assert "profit_percent" in trades.columns
 
     for col in BT_DATA_COLUMNS:
         if col not in ['index', 'open_at_end']:
diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py
index 40c106975..1c9810ec9 100644
--- a/tests/optimize/test_backtesting.py
+++ b/tests/optimize/test_backtesting.py
@@ -659,17 +659,17 @@ def test_backtest_start_multi_strat(default_conf, mocker, caplog, testdatadir):
     mocker.patch('freqtrade.pairlist.pairlistmanager.PairListManager.whitelist',
                  PropertyMock(return_value=['UNITTEST/BTC']))
     mocker.patch('freqtrade.optimize.backtesting.Backtesting.backtest', backtestmock)
-    gen_table_mock = MagicMock()
+    text_table_mock = MagicMock()
     sell_reason_mock = MagicMock()
-    gen_strattable_mock = MagicMock()
-    gen_strat_summary = MagicMock()
+    strattable_mock = MagicMock()
+    strat_summary = MagicMock()
 
     mocker.patch.multiple('freqtrade.optimize.optimize_reports',
-                          generate_text_table=gen_table_mock,
-                          generate_text_table_strategy=gen_strattable_mock,
+                          text_table_bt_results=text_table_mock,
+                          text_table_strategy=strattable_mock,
                           generate_pair_metrics=MagicMock(),
                           generate_sell_reason_stats=sell_reason_mock,
-                          generate_strategy_metrics=gen_strat_summary,
+                          generate_strategy_metrics=strat_summary,
                           )
     patched_configuration_load_config_file(mocker, default_conf)
 
@@ -690,10 +690,10 @@ def test_backtest_start_multi_strat(default_conf, mocker, caplog, testdatadir):
     start_backtesting(args)
     # 2 backtests, 4 tables
     assert backtestmock.call_count == 2
-    assert gen_table_mock.call_count == 4
-    assert gen_strattable_mock.call_count == 1
+    assert text_table_mock.call_count == 4
+    assert strattable_mock.call_count == 1
     assert sell_reason_mock.call_count == 2
-    assert gen_strat_summary.call_count == 1
+    assert strat_summary.call_count == 1
 
     # check the logs, that will contain the backtest result
     exists = [
diff --git a/tests/optimize/test_optimize_reports.py b/tests/optimize/test_optimize_reports.py
index 8bef6e2cc..175405e4c 100644
--- a/tests/optimize/test_optimize_reports.py
+++ b/tests/optimize/test_optimize_reports.py
@@ -7,13 +7,13 @@ from arrow import Arrow
 from freqtrade.edge import PairInfo
 from freqtrade.optimize.optimize_reports import (
     generate_pair_metrics, generate_edge_table, generate_sell_reason_stats,
-    generate_text_table, generate_text_table_sell_reason, generate_strategy_metrics,
-    generate_text_table_strategy, store_backtest_result)
+    text_table_bt_results, text_table_sell_reason, generate_strategy_metrics,
+    text_table_strategy, store_backtest_result)
 from freqtrade.strategy.interface import SellType
 from tests.conftest import patch_exchange
 
 
-def test_generate_text_table(default_conf, mocker):
+def test_text_table_bt_results(default_conf, mocker):
 
     results = pd.DataFrame(
         {
@@ -40,8 +40,7 @@ def test_generate_text_table(default_conf, mocker):
 
     pair_results = generate_pair_metrics(data={'ETH/BTC': {}}, stake_currency='BTC',
                                          max_open_trades=2, results=results)
-    assert generate_text_table(pair_results,
-                               stake_currency='BTC') == result_str
+    assert text_table_bt_results(pair_results, stake_currency='BTC') == result_str
 
 
 def test_generate_pair_metrics(default_conf, mocker):
@@ -69,7 +68,7 @@ def test_generate_pair_metrics(default_conf, mocker):
         pytest.approx(pair_results[-1]['profit_sum_pct']) == pair_results[-1]['profit_sum'] * 100)
 
 
-def test_generate_text_table_sell_reason(default_conf):
+def test_text_table_sell_reason(default_conf):
 
     results = pd.DataFrame(
         {
@@ -97,8 +96,8 @@ def test_generate_text_table_sell_reason(default_conf):
 
     sell_reason_stats = generate_sell_reason_stats(max_open_trades=2,
                                                    results=results)
-    assert generate_text_table_sell_reason(sell_reason_stats=sell_reason_stats,
-                                           stake_currency='BTC') == result_str
+    assert text_table_sell_reason(sell_reason_stats=sell_reason_stats,
+                                  stake_currency='BTC') == result_str
 
 
 def test_generate_sell_reason_stats(default_conf):
@@ -136,7 +135,7 @@ def test_generate_sell_reason_stats(default_conf):
     assert stop_result['profit_mean_pct'] == round(stop_result['profit_mean'] * 100, 2)
 
 
-def test_generate_text_table_strategy(default_conf, mocker):
+def test_text_table_strategy(default_conf, mocker):
     results = {}
     results['TestStrategy1'] = pd.DataFrame(
         {
@@ -178,7 +177,7 @@ def test_generate_text_table_strategy(default_conf, mocker):
                                                  max_open_trades=2,
                                                  all_results=results)
 
-    assert generate_text_table_strategy(strategy_results, 'BTC') == result_str
+    assert text_table_strategy(strategy_results, 'BTC') == result_str
 
 
 def test_generate_edge_table(edge_conf, mocker):
diff --git a/tests/test_persistence.py b/tests/test_persistence.py
index ae639511b..fe2912486 100644
--- a/tests/test_persistence.py
+++ b/tests/test_persistence.py
@@ -298,7 +298,7 @@ def test_calc_profit(limit_buy_order, limit_sell_order, fee):
         fee_close=fee.return_value,
         exchange='bittrex',
     )
-    trade.open_order_id = 'profit_percent'
+    trade.open_order_id = 'something'
     trade.update(limit_buy_order)  # Buy @ 0.00001099
 
     # Custom closing rate and regular fee rate
@@ -332,7 +332,7 @@ def test_calc_profit_ratio(limit_buy_order, limit_sell_order, fee):
         fee_close=fee.return_value,
         exchange='bittrex',
     )
-    trade.open_order_id = 'profit_percent'
+    trade.open_order_id = 'something'
     trade.update(limit_buy_order)  # Buy @ 0.00001099
 
     # Get percent of profit with a custom rate (Higher than open rate)
diff --git a/tests/test_plotting.py b/tests/test_plotting.py
index 5bb113784..150329c52 100644
--- a/tests/test_plotting.py
+++ b/tests/test_plotting.py
@@ -124,7 +124,7 @@ def test_plot_trades(testdatadir, caplog):
     trade_sell = find_trace_in_fig_data(figure.data, 'Sell - Profit')
     assert isinstance(trade_sell, go.Scatter)
     assert trade_sell.yaxis == 'y'
-    assert len(trades.loc[trades['profitperc'] > 0]) == len(trade_sell.x)
+    assert len(trades.loc[trades['profit_percent'] > 0]) == len(trade_sell.x)
     assert trade_sell.marker.color == 'green'
     assert trade_sell.marker.symbol == 'square-open'
     assert trade_sell.text[0] == '4.0%, roi, 15 min'
@@ -132,7 +132,7 @@ def test_plot_trades(testdatadir, caplog):
     trade_sell_loss = find_trace_in_fig_data(figure.data, 'Sell - Loss')
     assert isinstance(trade_sell_loss, go.Scatter)
     assert trade_sell_loss.yaxis == 'y'
-    assert len(trades.loc[trades['profitperc'] <= 0]) == len(trade_sell_loss.x)
+    assert len(trades.loc[trades['profit_percent'] <= 0]) == len(trade_sell_loss.x)
     assert trade_sell_loss.marker.color == 'red'
     assert trade_sell_loss.marker.symbol == 'square-open'
     assert trade_sell_loss.text[5] == '-10.4%, stop_loss, 720 min'