diff --git a/freqtrade/optimize/optimize_reports/optimize_reports.py b/freqtrade/optimize/optimize_reports/optimize_reports.py
index 23f4d76f7..32ef864e2 100644
--- a/freqtrade/optimize/optimize_reports/optimize_reports.py
+++ b/freqtrade/optimize/optimize_reports/optimize_reports.py
@@ -108,7 +108,14 @@ def _generate_result_line(
     }
 
 
-def generate_pair_metrics(
+def calculate_trade_volume(trades_dict: list[dict[str, Any]]) -> float:
+    # Aggregate the total volume traded from orders.cost.
+    # Orders is a nested dictionary within the trades list.
+
+    return sum(sum(order["cost"] for order in trade.get("orders", [])) for trade in trades_dict)
+
+
+def generate_pair_metrics(  #
     pairlist: list[str],
     stake_currency: str,
     starting_balance: float,
@@ -431,8 +438,9 @@ def generate_strategy_stats(
 
     expectancy, expectancy_ratio = calculate_expectancy(results)
     backtest_days = (max_date - min_date).days or 1
+    trades_dict = results.to_dict(orient="records")
     strat_stats = {
-        "trades": results.to_dict(orient="records"),
+        "trades": trades_dict,
         "locks": [lock.to_json() for lock in content["locks"]],
         "best_pair": best_pair,
         "worst_pair": worst_pair,
@@ -444,7 +452,7 @@ def generate_strategy_stats(
         "total_trades": len(results),
         "trade_count_long": len(results.loc[~results["is_short"]]),
         "trade_count_short": len(results.loc[results["is_short"]]),
-        "total_volume": float(results["stake_amount"].sum()),
+        "total_volume": calculate_trade_volume(trades_dict),
         "avg_stake_amount": results["stake_amount"].mean() if len(results) > 0 else 0,
         "profit_mean": results["profit_ratio"].mean() if len(results) > 0 else 0,
         "profit_median": results["profit_ratio"].median() if len(results) > 0 else 0,