diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 5761c9507..5dc1c3a3d 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -64,7 +64,7 @@ def generate_text_table(
     return tabulate(tabular_data, headers=headers)
 
 
-def backtest(config: Dict, processed: Dict[str, DataFrame],
+def backtest(stake_amount: float, processed: Dict[str, DataFrame],
              max_open_trades: int = 0, realistic: bool = True) -> DataFrame:
     """
     Implements backtesting functionality
@@ -98,8 +98,8 @@ def backtest(config: Dict, processed: Dict[str, DataFrame],
             trade = Trade(
                 open_rate=row.close,
                 open_date=row.date,
-                stake_amount=config['stake_amount'],
-                amount=config['stake_amount'] / row.open,
+                stake_amount=stake_amount,
+                amount=stake_amount / row.open,
                 fee=exchange.get_fee()
             )
 
@@ -170,7 +170,7 @@ def start(args):
 
     # Execute backtest and print results
     results = backtest(
-        config, preprocess(data), max_open_trades, args.realistic_simulation
+        config['stake_amount'], preprocess(data), max_open_trades, args.realistic_simulation
     )
     logger.info(
         '\n====================== BACKTESTING REPORT ======================================\n%s',
diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index abf590c4f..7a3340508 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -116,7 +116,7 @@ def optimizer(params):
     from freqtrade.optimize import backtesting
     backtesting.populate_buy_trend = buy_strategy_generator(params)
 
-    results = backtest(OPTIMIZE_CONFIG, PROCESSED)
+    results = backtest(OPTIMIZE_CONFIG['stake_amount'], PROCESSED)
 
     result = format_results(results)
 
diff --git a/freqtrade/tests/test_optimize_backtesting.py b/freqtrade/tests/test_optimize_backtesting.py
index f35d21648..2863961d3 100644
--- a/freqtrade/tests/test_optimize_backtesting.py
+++ b/freqtrade/tests/test_optimize_backtesting.py
@@ -12,7 +12,7 @@ def test_backtest(default_conf, mocker):
     exchange._API = Bittrex({'key': '', 'secret': ''})
 
     data = optimize.load_data(ticker_interval=5, pairs=['BTC_ETH'])
-    results = backtest(default_conf, optimize.preprocess(data), 10, True)
+    results = backtest(default_conf['stake_amount'], optimize.preprocess(data), 10, True)
     num_results = len(results)
     assert num_results > 0
 
@@ -23,7 +23,7 @@ def test_1min_ticker_interval(default_conf, mocker):
 
     # Run a backtesting for an exiting 5min ticker_interval
     data = optimize.load_data(ticker_interval=1, pairs=['BTC_UNITEST'])
-    results = backtest(default_conf, optimize.preprocess(data), 1, True)
+    results = backtest(default_conf['stake_amount'], optimize.preprocess(data), 1, True)
     assert len(results) > 0