diff --git a/freqtrade/tests/test_backtesting.py b/freqtrade/tests/test_backtesting.py
index d008c4ae6..3af459ee4 100644
--- a/freqtrade/tests/test_backtesting.py
+++ b/freqtrade/tests/test_backtesting.py
@@ -21,6 +21,10 @@ def print_results(results):
         results.duration.mean() * 5
     ))
 
+def print_pair_results(pair, results):
+    print('For currency {}:'.format(pair))
+    print_results(results[results.currency == pair])
+
 @pytest.fixture
 def pairs():
     return ['btc-neo', 'btc-eth', 'btc-omg', 'btc-edg', 'btc-pay',
@@ -38,9 +42,7 @@ def conf():
         "stoploss": -0.40
     }
 
-
-@pytest.mark.skipif(not os.environ.get('BACKTEST', False), reason="BACKTEST not set")
-def test_backtest(conf, pairs, mocker):
+def backtest(conf, pairs, mocker):
     trades = []
     mocker.patch.dict('freqtrade.main._CONF', conf)
     for pair in pairs:
@@ -64,14 +66,15 @@ def test_backtest(conf, pairs, mocker):
 
                         trades.append((pair, current_profit, index2 - index))
                         break
-        
     labels = ['currency', 'profit', 'duration']
     results = DataFrame.from_records(trades, columns=labels)
+    return results
+
+@pytest.mark.skipif(not os.environ.get('BACKTEST', False), reason="BACKTEST not set")
+def test_backtest(conf, pairs, mocker, report=True):
+    results = backtest(conf, pairs, mocker)
 
     print('====================== BACKTESTING REPORT ================================')
-
-    for pair in pairs:
-        print('For currency {}:'.format(pair))
-        print_results(results[results.currency == pair])
+    [print_pair_results(pair, results) for pair in pairs]
     print('TOTAL OVER ALL TRADES:')
     print_results(results)
diff --git a/freqtrade/tests/test_hyperopt.py b/freqtrade/tests/test_hyperopt.py
index 167e0d9ab..9a9df78e9 100644
--- a/freqtrade/tests/test_hyperopt.py
+++ b/freqtrade/tests/test_hyperopt.py
@@ -14,15 +14,9 @@ from freqtrade.analyze import analyze_ticker
 from freqtrade.main import should_sell
 from freqtrade.persistence import Trade
 
-logging.disable(logging.DEBUG) # disable debug logs that slow backtesting a lot
+from freqtrade.tests.test_backtesting import backtest, print_results
 
-def print_results(results):
-    print('Made {} buys. Average profit {:.2f}%. Total profit was {:.3f}. Average duration {:.1f} mins.'.format(
-        len(results.index),
-        results.profit.mean() * 100.0,
-        results.profit.sum(),
-        results.duration.mean() * 5
-    ))
+logging.disable(logging.DEBUG) # disable debug logs that slow backtesting a lot
 
 @pytest.fixture
 def pairs():
@@ -41,44 +35,6 @@ def conf():
         "stoploss": -0.05
     }
 
-
-def backtest(conf, pairs, mocker, buy_strategy):
-    trades = []
-    mocker.patch.dict('freqtrade.main._CONF', conf)
-    for pair in pairs:
-        with open('freqtrade/tests/testdata/'+pair+'.json') as data_file:
-            data = json.load(data_file)
-
-            mocker.patch('freqtrade.analyze.get_ticker_history', return_value=data)
-            mocker.patch('arrow.utcnow', return_value=arrow.get('2017-08-20T14:50:00'))
-            mocker.patch('freqtrade.analyze.populate_buy_trend', side_effect=buy_strategy)
-            ticker = analyze_ticker(pair)
-            # for each buy point
-            for index, row in ticker[ticker.buy == 1].iterrows():
-                trade = Trade(
-                    open_rate=row['close'],
-                    open_date=arrow.get(row['date']).datetime,
-                    amount=1,
-                )
-                # calculate win/lose forwards from buy point
-                for index2, row2 in ticker[index:].iterrows():
-                    if should_sell(trade, row2['close'], arrow.get(row2['date']).datetime):
-                        current_profit = (row2['close'] - trade.open_rate) / trade.open_rate
-
-                        trades.append((pair, current_profit, index2 - index))
-                        break
-
-    labels = ['currency', 'profit', 'duration']
-    results = DataFrame.from_records(trades, columns=labels)
-
-    print_results(results)
-
-    # set the value below to suit your number concurrent trades so its realistic to 20days of data
-    TARGET_TRADES = 1200
-    if results.profit.sum() == 0 or results.profit.mean() == 0:
-        return 49999999999 # avoid division by zero, return huge value to discard result
-    return abs(len(results.index) - 1200.1) / (results.profit.sum() ** 2) * results.duration.mean() # the smaller the better
-
 def buy_strategy_generator(params):
     print(params)
     def populate_buy_trend(dataframe: DataFrame) -> DataFrame:
@@ -120,9 +76,18 @@ def buy_strategy_generator(params):
 
 @pytest.mark.skipif(not os.environ.get('BACKTEST', False), reason="BACKTEST not set")
 def test_hyperopt(conf, pairs, mocker):
-
     def optimizer(params):
-        return backtest(conf, pairs, mocker, buy_strategy_generator(params))
+        buy_strategy = buy_strategy_generator(params)
+        mocker.patch('freqtrade.analyze.populate_buy_trend', side_effect=buy_strategy)
+        results = backtest(conf, pairs, mocker)
+
+        print_results(results)
+
+        # set the value below to suit your number concurrent trades so its realistic to 20days of data
+        TARGET_TRADES = 1200
+        if results.profit.sum() == 0 or results.profit.mean() == 0:
+            return 49999999999 # avoid division by zero, return huge value to discard result
+        return abs(len(results.index) - 1200.1) / (results.profit.sum() ** 2) * results.duration.mean() # the smaller the better
 
     space = {
         'mfi': hp.choice('mfi', [
@@ -162,5 +127,4 @@ def test_hyperopt(conf, pairs, mocker):
             {'type': 'faststoch10'}
         ]),
     }
-
     print('Best parameters {}'.format(fmin(fn=optimizer, space=space, algo=tpe.suggest, max_evals=40)))