diff --git a/freqtrade/optimize/hyperopt_loss_sortino_daily.py b/freqtrade/optimize/hyperopt_loss_sortino_daily.py
index 72f70e3f9..26eb54c25 100644
--- a/freqtrade/optimize/hyperopt_loss_sortino_daily.py
+++ b/freqtrade/optimize/hyperopt_loss_sortino_daily.py
@@ -50,8 +50,7 @@ class SortinoHyperOptLossDaily(IHyperOptLoss):
         expected_returns_mean = total_profit.mean()
 
         sum_daily['downside_returns'] = 0
-        sum_daily.loc[total_profit < 0,
-                      'downside_returns'] = sum_daily['profit_percent_after_slippage']
+        sum_daily.loc[total_profit < 0, 'downside_returns'] = total_profit
         total_downside = sum_daily['downside_returns']
         down_stdev = total_downside.std()