diff --git a/docs/backtesting.md b/docs/backtesting.md
index eab64a7a9..ada788da9 100644
--- a/docs/backtesting.md
+++ b/docs/backtesting.md
@@ -257,6 +257,7 @@ A backtesting result will look like that:
 | Absolute profit       | 0.00762792 BTC      |
 | Total Profit %        | 76.2%               |
 | Trades per day        | 3.575               |
+| Total trade volume    | 0.429      BTC      |
 |                       |                     |
 | Best Pair             | LSK/BTC 26.26%      |
 | Worst Pair            | ZEC/BTC -10.18%     |
@@ -337,6 +338,7 @@ It contains some useful key metrics about performance of your strategy on backte
 | Absolute profit       | 0.00762792 BTC      |
 | Total Profit %        | 76.2%               |
 | Trades per day        | 3.575               |
+| Total trade volume    | 0.429      BTC      |
 |                       |                     |
 | Best Pair             | LSK/BTC 26.26%      |
 | Worst Pair            | ZEC/BTC -10.18%     |
@@ -364,6 +366,7 @@ It contains some useful key metrics about performance of your strategy on backte
 - `Absolute profit`: Profit made in stake currency.
 - `Total Profit %`: Total profit. Aligned to the `TOTAL` row's `Tot Profit %` from the first table. Calculated as `(End capital − Starting capital) / Starting capital`.
 - `Trades per day`: Total trades divided by the backtesting duration in days (this will give you information about how many trades to expect from the strategy).
+- `Total trade volume`: Volume generated on the exchange to reach the above profit.
 - `Best Pair` / `Worst Pair`: Best and worst performing pair, and it's corresponding `Cum Profit %`.
 - `Best Trade` / `Worst Trade`: Biggest winning trade and biggest losing trade
 - `Best day` / `Worst day`: Best and worst day based on daily profit.
diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py
index d6adfdf50..dde0f8dd2 100644
--- a/freqtrade/optimize/optimize_reports.py
+++ b/freqtrade/optimize/optimize_reports.py
@@ -277,6 +277,7 @@ def generate_backtest_stats(btdata: Dict[str, DataFrame],
             'sell_reason_summary': sell_reason_stats,
             'left_open_trades': left_open_results,
             'total_trades': len(results),
+            'total_volume': results['stake_amount'].sum(),
             'profit_mean': results['profit_ratio'].mean() if len(results) > 0 else 0,
             'profit_total': results['profit_abs'].sum() / starting_balance,
             'profit_total_abs': results['profit_abs'].sum(),
@@ -442,9 +443,11 @@ def text_table_add_metrics(strat_results: Dict) -> str:
                                              strat_results['stake_currency'])),
             ('Absolute profit ', round_coin_value(strat_results['profit_total_abs'],
                                                   strat_results['stake_currency'])),
-
             ('Total Profit %', f"{round(strat_results['profit_total'] * 100, 2)}%"),
             ('Trades per day', strat_results['trades_per_day']),
+            ('Total trade volume', round_coin_value(strat_results['total_volume'],
+                                                    strat_results['stake_currency'])),
+
             ('', ''),  # Empty line to improve readability
             ('Best Pair', f"{strat_results['best_pair']['key']} "
                           f"{round(strat_results['best_pair']['profit_sum_pct'], 2)}%"),
diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py
index 061bcbaa0..8fba8724b 100644
--- a/tests/optimize/test_backtesting.py
+++ b/tests/optimize/test_backtesting.py
@@ -817,6 +817,7 @@ def test_backtest_start_multi_strat_nomock(default_conf, mocker, caplog, testdat
                                                     '2018-01-30 05:35:00', ], utc=True),
                       'trade_duration': [235, 40],
                       'is_open': [False, False],
+                      'stake_amount': [0.01, 0.01],
                       'open_rate': [0.104445, 0.10302485],
                       'close_rate': [0.104969, 0.103541],
                       'sell_reason': [SellType.ROI, SellType.ROI]
@@ -833,6 +834,7 @@ def test_backtest_start_multi_strat_nomock(default_conf, mocker, caplog, testdat
                                                     '2018-01-30 08:30:00'], utc=True),
                       'trade_duration': [47, 40, 20],
                       'is_open': [False, False, False],
+                      'stake_amount': [0.01, 0.01, 0.01],
                       'open_rate': [0.104445, 0.10302485, 0.122541],
                       'close_rate': [0.104969, 0.103541, 0.123541],
                       'sell_reason': [SellType.ROI, SellType.ROI, SellType.STOP_LOSS]
diff --git a/tests/optimize/test_optimize_reports.py b/tests/optimize/test_optimize_reports.py
index 405cc599b..ca6a4ab01 100644
--- a/tests/optimize/test_optimize_reports.py
+++ b/tests/optimize/test_optimize_reports.py
@@ -73,6 +73,7 @@ def test_generate_backtest_stats(default_conf, testdatadir):
                                  "close_rate": [0.002546, 0.003014, 0.003103, 0.003217],
                                  "trade_duration": [123, 34, 31, 14],
                                  "is_open": [False, False, False, True],
+                                 "stake_amount": [0.01, 0.01, 0.01, 0.01],
                                  "sell_reason": [SellType.ROI, SellType.STOP_LOSS,
                                                  SellType.ROI, SellType.FORCE_SELL]
                                  }),