diff --git a/docs/backtesting.md b/docs/backtesting.md
index 7d6759df0..b1dcd5dba 100644
--- a/docs/backtesting.md
+++ b/docs/backtesting.md
@@ -157,22 +157,25 @@ A backtesting result will look like that:
 | ADA/BTC  |      1 |           0.89 |           0.89 |       0.00004434 |           0.44 | 6:00:00        |     1 |      0 |       0 |
 | LTC/BTC  |      1 |           0.68 |           0.68 |       0.00003421 |           0.34 | 2:00:00        |     1 |      0 |       0 |
 | TOTAL    |      2 |           0.78 |           1.57 |       0.00007855 |           0.78 | 4:00:00        |     2 |      0 |       0 |
-============ SUMMARY METRICS =============
-| Metric           | Value               |
-|------------------+---------------------|
-| Total trades     | 429                 |
-| First trade      | 2019-01-01 18:30:00 |
-| First trade Pair | EOS/USDT            |
-| Backtesting from | 2019-01-01 00:00:00 |
-| Backtesting to   | 2019-05-01 00:00:00 |
-| Trades per day   | 3.575               |
-|                  |                     |
-| Max Drawdown     | 50.63%              |
-| Drawdown Start   | 2019-02-15 14:10:00 |
-| Drawdown End     | 2019-04-11 18:15:00 |
-| Market change    | -5.88%              |
-==========================================
-
+=============== SUMMARY METRICS ===============
+| Metric                | Value               |
+|-----------------------+---------------------|
+| Backtesting from      | 2019-01-01 00:00:00 |
+| Backtesting to        | 2019-05-01 00:00:00 |
+| Total trades          | 429                 |
+| First trade           | 2019-01-01 18:30:00 |
+| First trade Pair      | EOS/USDT            |
+| Trades per day        | 3.575               |
+| Best day              | 25.27%              |
+| Worst day             | -30.67%             |
+| Avg. Duration Winners | 4:23:00             |
+| Avg. Duration Loser   | 6:55:00             |
+|                       |                     |
+| Max Drawdown          | 50.63%              |
+| Drawdown Start        | 2019-02-15 14:10:00 |
+| Drawdown End          | 2019-04-11 18:15:00 |
+| Market change         | -5.88%              |
+===============================================
 ```
 
 ### Backtesting report table
@@ -227,12 +230,11 @@ It contains some useful key metrics about performance of your strategy on backte
 =============== SUMMARY METRICS ===============
 | Metric                | Value               |
 |-----------------------+---------------------|
-
+| Backtesting from      | 2019-01-01 00:00:00 |
+| Backtesting to        | 2019-05-01 00:00:00 |
 | Total trades          | 429                 |
 | First trade           | 2019-01-01 18:30:00 |
 | First trade Pair      | EOS/USDT            |
-| Backtesting from      | 2019-01-01 00:00:00 |
-| Backtesting to        | 2019-05-01 00:00:00 |
 | Trades per day        | 3.575               |
 | Best day              | 25.27%              |
 | Worst day             | -30.67%             |
diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py
index 63fbfb48c..3a42ba4a9 100644
--- a/freqtrade/optimize/optimize_reports.py
+++ b/freqtrade/optimize/optimize_reports.py
@@ -367,11 +367,11 @@ def text_table_add_metrics(strat_results: Dict) -> str:
     if len(strat_results['trades']) > 0:
         min_trade = min(strat_results['trades'], key=lambda x: x['open_date'])
         metrics = [
+            ('Backtesting from', strat_results['backtest_start'].strftime(DATETIME_PRINT_FORMAT)),
+            ('Backtesting to', strat_results['backtest_end'].strftime(DATETIME_PRINT_FORMAT)),
             ('Total trades', strat_results['total_trades']),
             ('First trade', min_trade['open_date'].strftime(DATETIME_PRINT_FORMAT)),
             ('First trade Pair', min_trade['pair']),
-            ('Backtesting from', strat_results['backtest_start'].strftime(DATETIME_PRINT_FORMAT)),
-            ('Backtesting to', strat_results['backtest_end'].strftime(DATETIME_PRINT_FORMAT)),
             ('Trades per day', strat_results['trades_per_day']),
             ('Best day', f"{round(strat_results['backtest_best_day'] * 100, 2)}%"),
             ('Worst day', f"{round(strat_results['backtest_worst_day'] * 100, 2)}%"),