diff --git a/freqtrade/constants.py b/freqtrade/constants.py
index 2cfff07cd..ccb05a60f 100644
--- a/freqtrade/constants.py
+++ b/freqtrade/constants.py
@@ -26,6 +26,7 @@ AVAILABLE_PAIRLISTS = ['StaticPairList', 'VolumePairList',
                        'ShuffleFilter', 'SpreadFilter']
 AVAILABLE_DATAHANDLERS = ['json', 'jsongz']
 DRY_RUN_WALLET = 1000
+DATETIME_PRINT_FORMAT = '%Y-%m-%d %H:%M:%S'
 MATH_CLOSE_PREC = 1e-14  # Precision used for float comparisons
 DEFAULT_DATAFRAME_COLUMNS = ['date', 'open', 'high', 'low', 'close', 'volume']
 # Don't modify sequence of DEFAULT_TRADES_COLUMNS
diff --git a/freqtrade/edge/edge_positioning.py b/freqtrade/edge/edge_positioning.py
index 41252ee51..dd2f44f23 100644
--- a/freqtrade/edge/edge_positioning.py
+++ b/freqtrade/edge/edge_positioning.py
@@ -9,7 +9,7 @@ import utils_find_1st as utf1st
 from pandas import DataFrame
 
 from freqtrade.configuration import TimeRange
-from freqtrade.constants import UNLIMITED_STAKE_AMOUNT
+from freqtrade.constants import UNLIMITED_STAKE_AMOUNT, DATETIME_PRINT_FORMAT
 from freqtrade.exceptions import OperationalException
 from freqtrade.data.history import get_timerange, load_data, refresh_data
 from freqtrade.strategy.interface import SellType
@@ -121,12 +121,9 @@ class Edge:
 
         # Print timeframe
         min_date, max_date = get_timerange(preprocessed)
-        logger.info(
-            'Measuring data from %s up to %s (%s days) ...',
-            min_date.isoformat(),
-            max_date.isoformat(),
-            (max_date - min_date).days
-        )
+        logger.info(f'Measuring data from {min_date.strftime(DATETIME_PRINT_FORMAT)} '
+                    f'up to {max_date.strftime(DATETIME_PRINT_FORMAT)} '
+                    f'({(max_date - min_date).days} days)..')
         headers = ['date', 'buy', 'open', 'close', 'sell', 'high', 'low']
 
         trades: list = []
diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index c7a3515b5..847434789 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -11,6 +11,7 @@ from typing import Any, Dict, List, NamedTuple, Optional, Tuple
 import arrow
 from pandas import DataFrame
 
+from freqtrade.constants import DATETIME_PRINT_FORMAT
 from freqtrade.configuration import (TimeRange, remove_credentials,
                                      validate_config_consistency)
 from freqtrade.data import history
@@ -137,10 +138,10 @@ class Backtesting:
 
         min_date, max_date = history.get_timerange(data)
 
-        logger.info(
-            'Loading data from %s up to %s (%s days)..',
-            min_date.isoformat(), max_date.isoformat(), (max_date - min_date).days
-        )
+        logger.info(f'Loading data from {min_date.strftime(DATETIME_PRINT_FORMAT)} '
+                    f'up to {max_date.strftime(DATETIME_PRINT_FORMAT)} '
+                    f'({(max_date - min_date).days} days)..')
+
         # Adjust startts forward if not enough data is available
         timerange.adjust_start_if_necessary(timeframe_to_seconds(self.timeframe),
                                             self.required_startup, min_date)
@@ -400,10 +401,9 @@ class Backtesting:
                 preprocessed[pair] = trim_dataframe(df, timerange)
             min_date, max_date = history.get_timerange(preprocessed)
 
-            logger.info(
-                'Backtesting with data from %s up to %s (%s days)..',
-                min_date.isoformat(), max_date.isoformat(), (max_date - min_date).days
-            )
+            logger.info(f'Backtesting with data from {min_date.strftime(DATETIME_PRINT_FORMAT)} '
+                        f'up to {max_date.strftime(DATETIME_PRINT_FORMAT)} '
+                        f'({(max_date - min_date).days} days)..')
             # Execute backtest and print results
             all_results[self.strategy.get_strategy_name()] = self.backtest(
                 processed=preprocessed,
diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index 153ae3861..69dff463b 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -25,6 +25,7 @@ import tabulate
 from os import path
 import io
 
+from freqtrade.constants import DATETIME_PRINT_FORMAT
 from freqtrade.data.converter import trim_dataframe
 from freqtrade.data.history import get_timerange
 from freqtrade.exceptions import OperationalException
@@ -625,10 +626,10 @@ class Hyperopt:
             preprocessed[pair] = trim_dataframe(df, timerange)
         min_date, max_date = get_timerange(data)
 
-        logger.info(
-            'Hyperopting with data from %s up to %s (%s days)..',
-            min_date.isoformat(), max_date.isoformat(), (max_date - min_date).days
-        )
+        logger.info(f'Hyperopting with data from {min_date.strftime(DATETIME_PRINT_FORMAT)} '
+                    f'up to {max_date.strftime(DATETIME_PRINT_FORMAT)} '
+                    f'({(max_date - min_date).days} days)..')
+
         dump(preprocessed, self.data_pickle_file)
 
         # We don't need exchange instance anymore while running hyperopt
diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py
index dc3b52377..6efda2956 100644
--- a/freqtrade/optimize/optimize_reports.py
+++ b/freqtrade/optimize/optimize_reports.py
@@ -7,6 +7,7 @@ from arrow import Arrow
 from pandas import DataFrame
 from tabulate import tabulate
 
+from freqtrade.constants import DATETIME_PRINT_FORMAT
 from freqtrade.data.btanalysis import calculate_max_drawdown
 from freqtrade.misc import file_dump_json
 
@@ -338,15 +339,15 @@ def text_table_add_metrics(strategy_results: Dict) -> str:
         metrics = [
             ('Total trades', strategy_results['total_trades']),
             ('First trade', datetime.fromtimestamp(min_trade[2],
-                                                   tz=timezone.utc).strftime('%Y-%m-%d %H:%M:%S')),
+                                                   tz=timezone.utc).strftime(DATETIME_PRINT_FORMAT)),
             ('First trade Pair', min_trade[0]),
-            ('Backtesting from', strategy_results['backtest_start'].strftime('%Y-%m-%d %H:%M:%S')),
-            ('Backtesting to', strategy_results['backtest_end'].strftime('%Y-%m-%d %H:%M:%S')),
+            ('Backtesting from', strategy_results['backtest_start'].strftime(DATETIME_PRINT_FORMAT)),
+            ('Backtesting to', strategy_results['backtest_end'].strftime(DATETIME_PRINT_FORMAT)),
             ('Trades per day', strategy_results['trades_per_day']),
             ('', ''),  # Empty line to improve readability
             ('Max Drawdown', f"{round(strategy_results['max_drawdown'] * 100, 2)}%"),
-            ('Drawdown Start', strategy_results['drawdown_start'].strftime('%Y-%m-%d %H:%M:%S')),
-            ('Drawdown End', strategy_results['drawdown_end'].strftime('%Y-%m-%d %H:%M:%S')),
+            ('Drawdown Start', strategy_results['drawdown_start'].strftime(DATETIME_PRINT_FORMAT)),
+            ('Drawdown End', strategy_results['drawdown_end'].strftime(DATETIME_PRINT_FORMAT)),
         ]
 
         return tabulate(metrics, headers=["Metric", "Value"], tablefmt="orgtbl")
diff --git a/freqtrade/rpc/api_server.py b/freqtrade/rpc/api_server.py
index a2cef9a98..e86a4783f 100644
--- a/freqtrade/rpc/api_server.py
+++ b/freqtrade/rpc/api_server.py
@@ -16,6 +16,7 @@ from werkzeug.security import safe_str_cmp
 from werkzeug.serving import make_server
 
 from freqtrade.__init__ import __version__
+from freqtrade.constants import DATETIME_PRINT_FORMAT
 from freqtrade.rpc.rpc import RPC, RPCException
 
 logger = logging.getLogger(__name__)
@@ -31,7 +32,7 @@ class ArrowJSONEncoder(JSONEncoder):
             elif isinstance(obj, date):
                 return obj.strftime("%Y-%m-%d")
             elif isinstance(obj, datetime):
-                return obj.strftime("%Y-%m-%d %H:%M:%S")
+                return obj.strftime(DATETIME_PRINT_FORMAT)
             iterable = iter(obj)
         except TypeError:
             pass