diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index 3e209254a..d64e8a410 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -158,15 +158,15 @@ class Hyperopt(Backtesting):
 
         #adding slippage of 0.1% per trade
         total_profit  = total_profit - 0.0005
-        expected_yearly_return = total_profit.sum()/days_period
+        expected_average_return = total_profit.sum()/days_period
 
         if (np.std(total_profit) != 0.):
-            sharp_ratio = expected_yearly_return/np.std(total_profit)*np.sqrt(365)
+            sharp_ratio = expected_average_return/np.std(total_profit)*np.sqrt(365)
         else:
-            sharp_ratio = 1.
+            sharp_ratio = -20
 
         sharp_ratio = -sharp_ratio
-        # print(expected_yearly_return, np.std(total_profit), sharp_ratio)
+        # print(expected_average_return, np.std(total_profit), sharp_ratio)
 
 
         result = sharp_ratio