diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index ed8f34851..a0dc8a789 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -103,7 +103,6 @@ def backtest(args) -> DataFrame:
         realistic: do we try to simulate realistic trades? (default: True)
         sell_profit_only: sell if profit only
         use_sell_signal: act on sell-signal
-        stoploss: use stoploss
     :return: DataFrame
     """
     headers = ['date', 'buy', 'open', 'close', 'sell']
@@ -224,7 +223,6 @@ def start(args):
                         'realistic': args.realistic_simulation,
                         'sell_profit_only': sell_profit_only,
                         'use_sell_signal': use_sell_signal,
-                        'stoploss': strategy.stoploss,
                         'record': args.export
                         })
     logger.info(
diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index f508440b4..72f61e9d3 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -415,13 +415,10 @@ def generate_optimizer(args):
             backtesting.populate_buy_trend = buy_strategy_generator(params)
 
         if has_space(args.spaces, 'stoploss'):
-            stoploss = params['stoploss']
-        else:
-            stoploss = strategy.stoploss
+            strategy.stoploss = params['stoploss']
 
         results = backtest({'stake_amount': OPTIMIZE_CONFIG['stake_amount'],
                             'processed': PROCESSED,
-                            'stoploss': stoploss,
                             'realistic': args.realistic_simulation,
                             })
         result_explanation = format_results(results)