diff --git a/freqtrade/optimize/hyperopt_loss_calmar.py b/freqtrade/optimize/hyperopt_loss_calmar.py
index 76c2f5bcd..3b43b97ba 100644
--- a/freqtrade/optimize/hyperopt_loss_calmar.py
+++ b/freqtrade/optimize/hyperopt_loss_calmar.py
@@ -32,6 +32,10 @@ class CalmarHyperOptLoss(IHyperOptLoss):
         Objective function, returns smaller number for better results
         """
 
+        # exclude the case when no trade was lost
+        if(results.profit_percent.min() >= 0):
+            return MAX_LOSS
+
         simulated_drawdowns = []
 
         backtest_duration_years = ((max_date-min_date).days/365.2425)
@@ -44,10 +48,6 @@ class CalmarHyperOptLoss(IHyperOptLoss):
 
         sample_size = round(trade_count_average_per_year * SIMULATION_YEAR_DURATION)
 
-        # exclude the case when no trade was lost
-        if(results.profit_percent.min() >= 0):
-            return MAX_LOSS
-
         # simulate n years of run to define a median max drawdown
         for i in range(0, NB_SIMULATIONS):
             randomized_result = results.profit_percent.sample(n=sample_size,