diff --git a/freqtrade/optimize/hyperopt_loss_sharpe.py b/freqtrade/optimize/hyperopt_loss_sharpe.py
index a4ec6f90a..29377bdd5 100644
--- a/freqtrade/optimize/hyperopt_loss_sharpe.py
+++ b/freqtrade/optimize/hyperopt_loss_sharpe.py
@@ -36,7 +36,7 @@ class SharpeHyperOptLoss(IHyperOptLoss):
         expected_returns_mean = total_profit.sum() / days_period
         up_stdev = np.std(total_profit)
 
-        if (np.std(total_profit) != 0.):
+        if up_stdev != 0:
             sharp_ratio = expected_returns_mean / up_stdev * np.sqrt(365)
         else:
             # Define high (negative) sharpe ratio to be clear that this is NOT optimal.
diff --git a/freqtrade/optimize/hyperopt_loss_sharpe_daily.py b/freqtrade/optimize/hyperopt_loss_sharpe_daily.py
index 5a8ebaa11..e4cd1d749 100644
--- a/freqtrade/optimize/hyperopt_loss_sharpe_daily.py
+++ b/freqtrade/optimize/hyperopt_loss_sharpe_daily.py
@@ -51,7 +51,7 @@ class SharpeHyperOptLossDaily(IHyperOptLoss):
         expected_returns_mean = total_profit.mean()
         up_stdev = total_profit.std()
 
-        if (up_stdev != 0.):
+        if up_stdev != 0:
             sharp_ratio = expected_returns_mean / up_stdev * math.sqrt(days_in_year)
         else:
             # Define high (negative) sharpe ratio to be clear that this is NOT optimal.
diff --git a/freqtrade/optimize/hyperopt_loss_sortino.py b/freqtrade/optimize/hyperopt_loss_sortino.py
index 83f644a43..d470a9977 100644
--- a/freqtrade/optimize/hyperopt_loss_sortino.py
+++ b/freqtrade/optimize/hyperopt_loss_sortino.py
@@ -39,7 +39,7 @@ class SortinoHyperOptLoss(IHyperOptLoss):
         results.loc[total_profit < 0, 'downside_returns'] = results['profit_percent']
         down_stdev = np.std(results['downside_returns'])
 
-        if np.std(total_profit) != 0.0:
+        if down_stdev != 0:
             sortino_ratio = expected_returns_mean / down_stdev * np.sqrt(365)
         else:
             # Define high (negative) sortino ratio to be clear that this is NOT optimal.
diff --git a/freqtrade/optimize/hyperopt_loss_sortino_daily.py b/freqtrade/optimize/hyperopt_loss_sortino_daily.py
index 16dc26142..cd6a8bcc2 100644
--- a/freqtrade/optimize/hyperopt_loss_sortino_daily.py
+++ b/freqtrade/optimize/hyperopt_loss_sortino_daily.py
@@ -59,7 +59,7 @@ class SortinoHyperOptLossDaily(IHyperOptLoss):
         # where P = sum_daily["profit_percent_after_slippage"]
         down_stdev = math.sqrt((total_downside**2).sum() / len(total_downside))
 
-        if (down_stdev != 0.):
+        if down_stdev != 0:
             sortino_ratio = expected_returns_mean / down_stdev * math.sqrt(days_in_year)
         else:
             # Define high (negative) sortino ratio to be clear that this is NOT optimal.