diff --git a/docs/commands/backtesting.md b/docs/commands/backtesting.md
index 6ca377473..d00f29bf1 100644
--- a/docs/commands/backtesting.md
+++ b/docs/commands/backtesting.md
@@ -71,11 +71,11 @@ options:
   --export {none,trades,signals}
                         Export backtest results (default: trades).
   --backtest-filename, --export-filename PATH
-                        Use this filename for backtest results.Example:
-                        `--backtest-
-                        filename=backtest_results_2020-09-27_16-20-48.json`.
-                        Assumes either `user_data/backtest_results/` or
-                        `--export-directory` as base directory.
+                        DEPRECATED: This option is deprecated for backtesting
+                        and will be removed in a future release. Using a
+                        custom filename for backtest results is no longer
+                        supported. Use `--backtest-directory` to specify the
+                        directory.
   --backtest-directory, --export-directory PATH
                         Directory to use for backtest results. Example:
                         `--export-directory=user_data/backtest_results/`.
diff --git a/freqtrade/commands/cli_options.py b/freqtrade/commands/cli_options.py
index 8a035b6a0..47f4e4788 100755
--- a/freqtrade/commands/cli_options.py
+++ b/freqtrade/commands/cli_options.py
@@ -240,6 +240,14 @@ AVAILABLE_CLI_OPTIONS = {
     "exportfilename": Arg(
         "--backtest-filename",
         "--export-filename",
+        fthelp={
+            "freqtrade backtesting": (
+                "DEPRECATED: This option is deprecated for backtesting and will be removed "
+                "in a future release. "
+                "Using a custom filename for backtest results is no longer supported. "
+                "Use `--backtest-directory` to specify the directory."
+            ),
+        },
         help="Use this filename for backtest results."
         "Example: `--backtest-filename=backtest_results_2020-09-27_16-20-48.json`. "
         "Assumes either `user_data/backtest_results/` or `--export-directory` as base directory.",