diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py
index 89cf70437..5dc8554c4 100644
--- a/freqtrade/optimize/optimize_reports.py
+++ b/freqtrade/optimize/optimize_reports.py
@@ -272,7 +272,7 @@ def generate_daily_stats(results: DataFrame) -> Dict[str, Any]:
     winning_days = sum(daily_profit > 0)
     draw_days = sum(daily_profit == 0)
     losing_days = sum(daily_profit < 0)
-    daily_profit_list = daily_profit.tolist()
+    daily_profit_list = [(str(idx.date()), val) for idx, val in daily_profit.iteritems()]
 
     return {
         'backtest_best_day': best_rel,
diff --git a/freqtrade/templates/strategy_analysis_example.ipynb b/freqtrade/templates/strategy_analysis_example.ipynb
index f3b0d8d03..99720ae6e 100644
--- a/freqtrade/templates/strategy_analysis_example.ipynb
+++ b/freqtrade/templates/strategy_analysis_example.ipynb
@@ -215,13 +215,18 @@
     "stats = load_backtest_stats(backtest_dir)\n",
     "strategy_stats = stats['strategy'][strategy]\n",
     "\n",
+    "dates = []\n",
+    "profits = []\n",
+    "for date_profit in strategy_stats['daily_profit']:\n",
+    "    dates.append(date_profit[0])\n",
+    "    profits.append(date_profit[1])\n",
+    "\n",
     "equity = 0\n",
     "equity_daily = []\n",
-    "for dp in strategy_stats['daily_profit']:\n",
+    "for daily_profit in profits:\n",
     "    equity_daily.append(equity)\n",
-    "    equity += float(dp)\n",
+    "    equity += float(daily_profit)\n",
     "\n",
-    "dates = pd.date_range(strategy_stats['backtest_start'], strategy_stats['backtest_end'])\n",
     "\n",
     "df = pd.DataFrame({'dates': dates,'equity_daily': equity_daily})\n",
     "\n",