diff --git a/freqtrade/optimize/hyperopt_loss_sharpe_daily.py b/freqtrade/optimize/hyperopt_loss_sharpe_daily.py
index 55d1b4c1f..ff92901ad 100644
--- a/freqtrade/optimize/hyperopt_loss_sharpe_daily.py
+++ b/freqtrade/optimize/hyperopt_loss_sharpe_daily.py
@@ -43,12 +43,11 @@ class SharpeHyperOptLossDaily(IHyperOptLoss):
             * 100.0
         )
 
-        if (np.std(sum_daily["profit_percent"]) != 0.):
-            sharp_ratio = (
-                sum_daily["profit_percent"].mean()
-                / np.std(sum_daily["profit_percent"])
-                * np.sqrt(365)
-            )
+        total_profit = sum_daily["profit_percent"]
+        expected_returns_mean = total_profit.mean()
+
+        if (np.std(total_profit) != 0.):
+            sharp_ratio = expected_returns_mean / np.std(total_profit) * np.sqrt(365)
         else:
             # Define high (negative) sharpe ratio to be clear that this is NOT optimal.
             sharp_ratio = -20.0