diff --git a/freqtrade/optimize/hyperopt_loss_sortino_daily.py b/freqtrade/optimize/hyperopt_loss_sortino_daily.py
index 0739379f6..31482b981 100644
--- a/freqtrade/optimize/hyperopt_loss_sortino_daily.py
+++ b/freqtrade/optimize/hyperopt_loss_sortino_daily.py
@@ -47,11 +47,13 @@ class SortinoHyperOptLossDaily(IHyperOptLoss):
         )
 
         total_profit = sum_daily["profit_percent_after_slippage"] - risk_free_rate
+        total_downside = sum_daily['downside_returns'] - risk_free_rate
         expected_returns_mean = total_profit.mean()
 
-        results['downside_returns'] = 0
-        results.loc[total_profit < 0, 'downside_returns'] = results['profit_percent_after_slippage']
-        down_stdev = results['downside_returns'].std()
+        sum_daily['downside_returns'] = 0
+        sum_daily.loc[total_profit < 0,
+                      'downside_returns'] = sum_daily['profit_percent_after_slippage']
+        down_stdev = total_downside.std()
 
         if (down_stdev != 0.):
             sortino_ratio = expected_returns_mean / down_stdev * math.sqrt(days_in_year)
diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py
index 5cdbe7b5a..a2a98b0fb 100644
--- a/tests/optimize/test_hyperopt.py
+++ b/tests/optimize/test_hyperopt.py
@@ -380,9 +380,9 @@ def test_sortino_loss_prefers_higher_profits(default_conf, hyperopt_results) ->
 
 def test_sortino_loss_daily_prefers_higher_profits(default_conf, hyperopt_results) -> None:
     results_over = hyperopt_results.copy()
-    results_over['profit_percent'] = hyperopt_results['profit_percent'] * 2
+    results_over['profit_percent_after_slippage'] = hyperopt_results['profit_percent_after_slippage'] * 2
     results_under = hyperopt_results.copy()
-    results_under['profit_percent'] = hyperopt_results['profit_percent'] / 2
+    results_under['profit_percent_after_slippage'] = hyperopt_results['profit_percent_after_slippage'] / 2
 
     default_conf.update({'hyperopt_loss': 'SortinoHyperOptLossDaily'})
     hl = HyperOptLossResolver.load_hyperoptloss(default_conf)