We show that optical pumping of electron spins in individual InGaAs quantum dots leads to strong nuclear polarisation that we measure via the Overhauser shift (OHS) in magneto-photoluminescence experiments between 0 and 4T. We find a strongly non-monotonous dependence of the OHS on the applied magnetic field, with a maximum nuclear polarisation of 40% for intermediate magnetic fields. We observe that the OHS is larger for nuclear fields anti-parallel to the external field than in the parallel configuration. A bistability in the dependence of the OHS on the spin polarization of the optically injected electrons is found. All our findings are qualitatively understood with a model based on a simple perturbative approach.