diff --git a/docs/backtesting.md b/docs/backtesting.md
index 2e91b6e74..d02c59f05 100644
--- a/docs/backtesting.md
+++ b/docs/backtesting.md
@@ -289,8 +289,8 @@ A backtesting result will look like that:
 | Worst Pair            | ZEC/BTC -10.18%     |
 | Best Trade            | LSK/BTC 4.25%       |
 | Worst Trade           | ZEC/BTC -10.25%     |
-| Best day              | 25.27%              |
-| Worst day             | -30.67%             |
+| Best day              | 0.00076 BTC         |
+| Worst day             | -0.00036 BTC        |
 | Days win/draw/lose    | 12 / 82 / 25        |
 | Avg. Duration Winners | 4:23:00             |
 | Avg. Duration Loser   | 6:55:00             |
@@ -376,8 +376,8 @@ It contains some useful key metrics about performance of your strategy on backte
 | Worst Pair            | ZEC/BTC -10.18%     |
 | Best Trade            | LSK/BTC 4.25%       |
 | Worst Trade           | ZEC/BTC -10.25%     |
-| Best day              | 25.27%              |
-| Worst day             | -30.67%             |
+| Best day              | 0.00076 BTC         |
+| Worst day             | -0.00036 BTC        |
 | Days win/draw/lose    | 12 / 82 / 25        |
 | Avg. Duration Winners | 4:23:00             |
 | Avg. Duration Loser   | 6:55:00             |
@@ -406,7 +406,7 @@ It contains some useful key metrics about performance of your strategy on backte
 - `Avg. stake amount`: Average stake amount, either `stake_amount` or the average when using dynamic stake amount.
 - `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 Trade` / `Worst Trade`: Biggest single winning trade and biggest single losing trade.
 - `Best day` / `Worst day`: Best and worst day based on daily profit.
 - `Days win/draw/lose`: Winning / Losing days (draws are usually days without closed trade).
 - `Avg. Duration Winners` / `Avg. Duration Loser`: Average durations for winning and losing trades.
diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py
index 52ae09ad1..099976aa9 100644
--- a/freqtrade/optimize/optimize_reports.py
+++ b/freqtrade/optimize/optimize_reports.py
@@ -196,13 +196,18 @@ def generate_daily_stats(results: DataFrame) -> Dict[str, Any]:
         return {
             'backtest_best_day': 0,
             'backtest_worst_day': 0,
+            'backtest_best_day_abs': 0,
+            'backtest_worst_day_abs': 0,
             'winning_days': 0,
             'draw_days': 0,
             'losing_days': 0,
             'winner_holding_avg': timedelta(),
             'loser_holding_avg': timedelta(),
         }
-    daily_profit = results.resample('1d', on='close_date')['profit_ratio'].sum()
+    daily_profit_rel = results.resample('1d', on='close_date')['profit_ratio'].sum()
+    daily_profit = results.resample('1d', on='close_date')['profit_abs'].sum().round(10)
+    worst_rel = min(daily_profit_rel)
+    best_rel = max(daily_profit_rel)
     worst = min(daily_profit)
     best = max(daily_profit)
     winning_days = sum(daily_profit > 0)
@@ -213,8 +218,10 @@ def generate_daily_stats(results: DataFrame) -> Dict[str, Any]:
     losing_trades = results.loc[results['profit_ratio'] < 0]
 
     return {
-        'backtest_best_day': best,
-        'backtest_worst_day': worst,
+        'backtest_best_day': best_rel,
+        'backtest_worst_day': worst_rel,
+        'backtest_best_day_abs': best,
+        'backtest_worst_day_abs': worst,
         'winning_days': winning_days,
         'draw_days': draw_days,
         'losing_days': losing_days,
@@ -470,8 +477,10 @@ def text_table_add_metrics(strat_results: Dict) -> str:
             ('Worst trade', f"{worst_trade['pair']} "
                             f"{round(worst_trade['profit_ratio'] * 100, 2)}%"),
 
-            ('Best day', f"{round(strat_results['backtest_best_day'] * 100, 2)}%"),
-            ('Worst day', f"{round(strat_results['backtest_worst_day'] * 100, 2)}%"),
+            ('Best day', round_coin_value(strat_results['backtest_best_day_abs'],
+                                          strat_results['stake_currency'])),
+            ('Worst day', round_coin_value(strat_results['backtest_worst_day_abs'],
+                                           strat_results['stake_currency'])),
             ('Days win/draw/lose', f"{strat_results['winning_days']} / "
                 f"{strat_results['draw_days']} / {strat_results['losing_days']}"),
             ('Avg. Duration Winners', f"{strat_results['winner_holding_avg']}"),