diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py
index 0681eed7b..94729b6a5 100644
--- a/freqtrade/optimize/optimize_reports.py
+++ b/freqtrade/optimize/optimize_reports.py
@@ -31,7 +31,6 @@ def store_backtest_stats(recordfilename: Path, stats: Dict[str, DataFrame]) -> N
             recordfilename.parent,
             f'{recordfilename.stem}-{datetime.now().strftime("%Y-%m-%d_%H-%M-%S")}'
             ).with_suffix(recordfilename.suffix)
-    print(stats)
     file_dump_json(filename, stats)
 
     latest_filename = Path.joinpath(filename.parent, LAST_BT_RESULT_FN)
diff --git a/tests/optimize/test_optimize_reports.py b/tests/optimize/test_optimize_reports.py
index e5d98ca43..4f62e2e23 100644
--- a/tests/optimize/test_optimize_reports.py
+++ b/tests/optimize/test_optimize_reports.py
@@ -204,6 +204,14 @@ def test_generate_daily_stats(testdatadir):
     assert res['winner_holding_avg'] == timedelta(seconds=1440)
     assert res['loser_holding_avg'] == timedelta(days=1, seconds=21420)
 
+    # Select empty dataframe!
+    res = generate_daily_stats(bt_data.loc[bt_data['open_date'] == '2000-01-01', :])
+    assert isinstance(res, dict)
+    assert round(res['backtest_best_day'], 4) == 0.0
+    assert res['winning_days'] == 0
+    assert res['draw_days'] == 0
+    assert res['losing_days'] == 0
+
 
 def test_text_table_sell_reason(default_conf):