diff --git a/docs/backtesting.md b/docs/backtesting.md
index 27bfebe37..c3af0798b 100644
--- a/docs/backtesting.md
+++ b/docs/backtesting.md
@@ -264,7 +264,7 @@ It contains some useful key metrics about performance of your strategy on backte
 - `Backtesting from` / `Backtesting to`: Backtesting range (usually defined with the `--timerange` option).
 - `Max open trades`: Setting of `max_open_trades` (or `--max-open-trades`) - to clearly see settings for this.
 - `Total trades`: Identical to the total trades of the backtest output table.
-- `Total Profit %`: Total profit per stake amount. Aligned to the TOTAL column of the first table.
+- `Total Profit %`: Total profit. Aligned to the `TOTAL` row's `Tot Profit %` from the first table.
 - `Trades per day`: Total trades divided by the backtesting duration in days (this will give you information about how many trades to expect from the strategy).
 - `Best Pair` / `Worst Pair`: Best and worst performing pair, and it's corresponding `Cum Profit %`.
 - `Best Trade` / `Worst Trade`: Biggest winning trade and biggest losing trade
diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py
index 4a9e833e7..8edfbaf8d 100644
--- a/freqtrade/optimize/optimize_reports.py
+++ b/freqtrade/optimize/optimize_reports.py
@@ -243,7 +243,7 @@ def generate_backtest_stats(btdata: Dict[str, DataFrame],
         if not isinstance(results, DataFrame):
             continue
         config = content['config']
-        max_open_trades = config['max_open_trades']
+        max_open_trades = min(config['max_open_trades'], len(btdata.keys()))
         stake_currency = config['stake_currency']
 
         pair_results = generate_pair_metrics(btdata, stake_currency=stake_currency,
@@ -274,7 +274,7 @@ def generate_backtest_stats(btdata: Dict[str, DataFrame],
             'left_open_trades': left_open_results,
             'total_trades': len(results),
             'profit_mean': results['profit_ratio'].mean() if len(results) > 0 else 0,
-            'profit_total': results['profit_ratio'].sum(),
+            'profit_total': results['profit_ratio'].sum() / max_open_trades,
             'profit_total_abs': results['profit_abs'].sum(),
             'backtest_start': min_date.datetime,
             'backtest_start_ts': min_date.int_timestamp * 1000,
@@ -290,8 +290,9 @@ def generate_backtest_stats(btdata: Dict[str, DataFrame],
             'pairlist': list(btdata.keys()),
             'stake_amount': config['stake_amount'],
             'stake_currency': config['stake_currency'],
-            'max_open_trades': (config['max_open_trades']
-                                if config['max_open_trades'] != float('inf') else -1),
+            'max_open_trades': max_open_trades,
+            'max_open_trades_setting': (config['max_open_trades']
+                                        if config['max_open_trades'] != float('inf') else -1),
             'timeframe': config['timeframe'],
             'timerange': config.get('timerange', ''),
             'enable_protections': config.get('enable_protections', False),