diff --git a/freqtrade/data/btanalysis.py b/freqtrade/data/btanalysis.py
index a96e43dff..0c2fbff1e 100644
--- a/freqtrade/data/btanalysis.py
+++ b/freqtrade/data/btanalysis.py
@@ -213,7 +213,7 @@ def calculate_max_drawdown(trades: pd.DataFrame, *, date_col: str = 'close_time'
     """
     if len(trades) == 0:
         raise ValueError("Trade dataframe empty.")
-    profit_results = trades.sort_values(date_col).reset_index()
+    profit_results = trades.sort_values(date_col).reset_index(drop=True)
     max_drawdown_df = pd.DataFrame()
     max_drawdown_df['cumulative'] = profit_results[value_col].cumsum()
     max_drawdown_df['high_value'] = max_drawdown_df['cumulative'].cummax()
diff --git a/tests/data/test_btanalysis.py b/tests/data/test_btanalysis.py
index 4eec20976..7b894cccc 100644
--- a/tests/data/test_btanalysis.py
+++ b/tests/data/test_btanalysis.py
@@ -201,7 +201,13 @@ def test_calculate_max_drawdown2():
 
     dates = [Arrow(2020, 1, 1).shift(days=i) for i in range(len(values))]
     df = DataFrame(zip(values, dates), columns=['profit', 'open_time'])
+    # sort by profit and reset index
+    df = df.sort_values('profit').reset_index(drop=True)
+    df1 = df.copy()
     drawdown, h, low = calculate_max_drawdown(df, date_col='open_time', value_col='profit')
+    # Ensure df has not been altered.
+    assert df.equals(df1)
+
     assert isinstance(drawdown, float)
     # High must be before low
     assert h < low