diff --git a/freqtrade/optimize/analysis/lookahead.py b/freqtrade/optimize/analysis/lookahead.py
index a8eb0258e..3daad027b 100755
--- a/freqtrade/optimize/analysis/lookahead.py
+++ b/freqtrade/optimize/analysis/lookahead.py
@@ -3,7 +3,7 @@ import shutil
 from copy import deepcopy
 from datetime import datetime, timedelta
 from pathlib import Path
-from typing import Any, Dict, List
+from typing import Any
 
 from pandas import DataFrame
 
@@ -25,16 +25,16 @@ class Analysis:
         self.total_signals = 0
         self.false_entry_signals = 0
         self.false_exit_signals = 0
-        self.false_indicators: List[str] = []
+        self.false_indicators: list[str] = []
         self.has_bias = False
 
 
 class LookaheadAnalysis(BaseAnalysis):
-    def __init__(self, config: Dict[str, Any], strategy_obj: Dict):
+    def __init__(self, config: dict[str, Any], strategy_obj: dict):
         super().__init__(config, strategy_obj)
 
-        self.entry_varHolders: List[VarHolder] = []
-        self.exit_varHolders: List[VarHolder] = []
+        self.entry_varHolders: list[VarHolder] = []
+        self.exit_varHolders: list[VarHolder] = []
 
         self.current_analysis = Analysis()
         self.minimum_trade_amount = config["minimum_trade_amount"]
@@ -99,7 +99,7 @@ class LookaheadAnalysis(BaseAnalysis):
                                 f"{str(self_value)} != {str(other_value)}"
                             )
 
-    def prepare_data(self, varholder: VarHolder, pairs_to_load: List[DataFrame]):
+    def prepare_data(self, varholder: VarHolder, pairs_to_load: list[DataFrame]):
         if "freqai" in self.local_config and "identifier" in self.local_config["freqai"]:
             # purge previous data if the freqai model is defined
             # (to be sure nothing is carried over from older backtests)
diff --git a/freqtrade/optimize/analysis/lookahead_helpers.py b/freqtrade/optimize/analysis/lookahead_helpers.py
index 730f9fd72..dccf2cb73 100644
--- a/freqtrade/optimize/analysis/lookahead_helpers.py
+++ b/freqtrade/optimize/analysis/lookahead_helpers.py
@@ -1,7 +1,7 @@
 import logging
 import time
 from pathlib import Path
-from typing import Any, Dict, List, Union
+from typing import Any, Union
 
 import pandas as pd
 from rich.text import Text
@@ -19,8 +19,8 @@ logger = logging.getLogger(__name__)
 class LookaheadAnalysisSubFunctions:
     @staticmethod
     def text_table_lookahead_analysis_instances(
-        config: Dict[str, Any],
-        lookahead_instances: List[LookaheadAnalysis],
+        config: dict[str, Any],
+        lookahead_instances: list[LookaheadAnalysis],
         caption: Union[str, None] = None,
     ):
         headers = [
@@ -73,7 +73,7 @@ class LookaheadAnalysisSubFunctions:
         return data
 
     @staticmethod
-    def export_to_csv(config: Dict[str, Any], lookahead_analysis: List[LookaheadAnalysis]):
+    def export_to_csv(config: dict[str, Any], lookahead_analysis: list[LookaheadAnalysis]):
         def add_or_update_row(df, row_data):
             if (
                 (df["filename"] == row_data["filename"]) & (df["strategy"] == row_data["strategy"])
@@ -198,7 +198,7 @@ class LookaheadAnalysisSubFunctions:
         return config
 
     @staticmethod
-    def initialize_single_lookahead_analysis(config: Config, strategy_obj: Dict[str, Any]):
+    def initialize_single_lookahead_analysis(config: Config, strategy_obj: dict[str, Any]):
         logger.info(f"Bias test of {Path(strategy_obj['location']).name} started.")
         start = time.perf_counter()
         current_instance = LookaheadAnalysis(config, strategy_obj)
diff --git a/freqtrade/optimize/analysis/recursive.py b/freqtrade/optimize/analysis/recursive.py
index e6f7e4152..a57c4c630 100644
--- a/freqtrade/optimize/analysis/recursive.py
+++ b/freqtrade/optimize/analysis/recursive.py
@@ -3,7 +3,7 @@ import shutil
 from copy import deepcopy
 from datetime import timedelta
 from pathlib import Path
-from typing import Any, Dict, List
+from typing import Any
 
 from pandas import DataFrame
 
@@ -21,7 +21,7 @@ logger = logging.getLogger(__name__)
 
 
 class RecursiveAnalysis(BaseAnalysis):
-    def __init__(self, config: Dict[str, Any], strategy_obj: Dict):
+    def __init__(self, config: dict[str, Any], strategy_obj: dict):
         self._startup_candle = list(
             map(int, config.get("startup_candle", [199, 399, 499, 999, 1999]))
         )
@@ -35,10 +35,10 @@ class RecursiveAnalysis(BaseAnalysis):
             self._startup_candle.append(self._strat_scc)
         self._startup_candle.sort()
 
-        self.partial_varHolder_array: List[VarHolder] = []
-        self.partial_varHolder_lookahead_array: List[VarHolder] = []
+        self.partial_varHolder_array: list[VarHolder] = []
+        self.partial_varHolder_lookahead_array: list[VarHolder] = []
 
-        self.dict_recursive: Dict[str, Any] = dict()
+        self.dict_recursive: dict[str, Any] = dict()
 
     # For recursive bias check
     # analyzes two data frames with processed indicators and shows differences between them.
@@ -114,7 +114,7 @@ class RecursiveAnalysis(BaseAnalysis):
         else:
             logger.info("No lookahead bias on indicators found.")
 
-    def prepare_data(self, varholder: VarHolder, pairs_to_load: List[DataFrame]):
+    def prepare_data(self, varholder: VarHolder, pairs_to_load: list[DataFrame]):
         if "freqai" in self.local_config and "identifier" in self.local_config["freqai"]:
             # purge previous data if the freqai model is defined
             # (to be sure nothing is carried over from older backtests)
diff --git a/freqtrade/optimize/analysis/recursive_helpers.py b/freqtrade/optimize/analysis/recursive_helpers.py
index 474604923..5877a5864 100644
--- a/freqtrade/optimize/analysis/recursive_helpers.py
+++ b/freqtrade/optimize/analysis/recursive_helpers.py
@@ -1,7 +1,7 @@
 import logging
 import time
 from pathlib import Path
-from typing import Any, Dict, List
+from typing import Any
 
 from freqtrade.constants import Config
 from freqtrade.exceptions import OperationalException
@@ -15,7 +15,7 @@ logger = logging.getLogger(__name__)
 
 class RecursiveAnalysisSubFunctions:
     @staticmethod
-    def text_table_recursive_analysis_instances(recursive_instances: List[RecursiveAnalysis]):
+    def text_table_recursive_analysis_instances(recursive_instances: list[RecursiveAnalysis]):
         startups = recursive_instances[0]._startup_candle
         strat_scc = recursive_instances[0]._strat_scc
         headers = ["Indicators"]
@@ -63,7 +63,7 @@ class RecursiveAnalysisSubFunctions:
         return config
 
     @staticmethod
-    def initialize_single_recursive_analysis(config: Config, strategy_obj: Dict[str, Any]):
+    def initialize_single_recursive_analysis(config: Config, strategy_obj: dict[str, Any]):
         logger.info(f"Recursive test of {Path(strategy_obj['location']).name} started.")
         start = time.perf_counter()
         current_instance = RecursiveAnalysis(config, strategy_obj)
diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 7d0428939..2ab873bca 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -8,7 +8,7 @@ import logging
 from collections import defaultdict
 from copy import deepcopy
 from datetime import datetime, timedelta, timezone
-from typing import Any, Dict, List, Optional, Tuple
+from typing import Any, Optional
 
 from numpy import nan
 from pandas import DataFrame
@@ -118,13 +118,13 @@ class Backtesting:
         self.order_id_counter: int = 0
 
         config["dry_run"] = True
-        self.run_ids: Dict[str, str] = {}
-        self.strategylist: List[IStrategy] = []
-        self.all_results: Dict[str, Dict] = {}
-        self.processed_dfs: Dict[str, Dict] = {}
-        self.rejected_dict: Dict[str, List] = {}
-        self.rejected_df: Dict[str, Dict] = {}
-        self.exited_dfs: Dict[str, Dict] = {}
+        self.run_ids: dict[str, str] = {}
+        self.strategylist: list[IStrategy] = []
+        self.all_results: dict[str, dict] = {}
+        self.processed_dfs: dict[str, dict] = {}
+        self.rejected_dict: dict[str, list] = {}
+        self.rejected_df: dict[str, dict] = {}
+        self.exited_dfs: dict[str, dict] = {}
 
         self._exchange_name = self.config["exchange"]["name"]
         if not exchange:
@@ -246,8 +246,8 @@ class Backtesting:
 
         else:
             self.timeframe_detail_td = timedelta(seconds=0)
-        self.detail_data: Dict[str, DataFrame] = {}
-        self.futures_data: Dict[str, DataFrame] = {}
+        self.detail_data: dict[str, DataFrame] = {}
+        self.futures_data: dict[str, DataFrame] = {}
 
     def init_backtest(self):
         self.prepare_backtest(False)
@@ -278,7 +278,7 @@ class Backtesting:
         if self.config.get("enable_protections", False):
             self.protections = ProtectionManager(self.config, strategy.protections)
 
-    def load_bt_data(self) -> Tuple[Dict[str, DataFrame], TimeRange]:
+    def load_bt_data(self) -> tuple[dict[str, DataFrame], TimeRange]:
         """
         Loads backtest data and returns the data combined with the timerange
         as tuple.
@@ -408,7 +408,7 @@ class Backtesting:
             self.abort = False
             raise DependencyException("Stop requested")
 
-    def _get_ohlcv_as_lists(self, processed: Dict[str, DataFrame]) -> Dict[str, Tuple]:
+    def _get_ohlcv_as_lists(self, processed: dict[str, DataFrame]) -> dict[str, tuple]:
         """
         Helper function to convert a processed dataframes into lists for performance reasons.
 
@@ -418,7 +418,7 @@ class Backtesting:
         optimize memory usage!
         """
 
-        data: Dict = {}
+        data: dict = {}
         self.progress.init_step(BacktestState.CONVERT, len(processed))
 
         # Create dict with data
@@ -466,7 +466,7 @@ class Backtesting:
         return data
 
     def _get_close_rate(
-        self, row: Tuple, trade: LocalTrade, exit_: ExitCheckTuple, trade_dur: int
+        self, row: tuple, trade: LocalTrade, exit_: ExitCheckTuple, trade_dur: int
     ) -> float:
         """
         Get close rate for backtesting result
@@ -484,7 +484,7 @@ class Backtesting:
             return row[OPEN_IDX]
 
     def _get_close_rate_for_stoploss(
-        self, row: Tuple, trade: LocalTrade, exit_: ExitCheckTuple, trade_dur: int
+        self, row: tuple, trade: LocalTrade, exit_: ExitCheckTuple, trade_dur: int
     ) -> float:
         # our stoploss was already lower than candle high,
         # possibly due to a cancelled trade exit.
@@ -538,7 +538,7 @@ class Backtesting:
         return stoploss_value
 
     def _get_close_rate_for_roi(
-        self, row: Tuple, trade: LocalTrade, exit_: ExitCheckTuple, trade_dur: int
+        self, row: tuple, trade: LocalTrade, exit_: ExitCheckTuple, trade_dur: int
     ) -> float:
         is_short = trade.is_short or False
         leverage = trade.leverage or 1.0
@@ -601,7 +601,7 @@ class Backtesting:
             return row[OPEN_IDX]
 
     def _get_adjust_trade_entry_for_candle(
-        self, trade: LocalTrade, row: Tuple, current_time: datetime
+        self, trade: LocalTrade, row: tuple, current_time: datetime
     ) -> LocalTrade:
         current_rate: float = row[OPEN_IDX]
         current_profit = trade.calc_profit_ratio(current_rate)
@@ -669,7 +669,7 @@ class Backtesting:
 
         return trade
 
-    def _get_order_filled(self, rate: float, row: Tuple) -> bool:
+    def _get_order_filled(self, rate: float, row: tuple) -> bool:
         """Rate is within candle, therefore filled"""
         return row[LOW_IDX] <= rate <= row[HIGH_IDX]
 
@@ -685,7 +685,7 @@ class Backtesting:
         )
 
     def _try_close_open_order(
-        self, order: Optional[Order], trade: LocalTrade, current_date: datetime, row: Tuple
+        self, order: Optional[Order], trade: LocalTrade, current_date: datetime, row: tuple
     ) -> bool:
         """
         Check if an order is open and if it should've filled.
@@ -719,7 +719,7 @@ class Backtesting:
         return False
 
     def _process_exit_order(
-        self, order: Order, trade: LocalTrade, current_time: datetime, row: Tuple, pair: str
+        self, order: Order, trade: LocalTrade, current_time: datetime, row: tuple, pair: str
     ):
         """
         Takes an exit order and processes it, potentially closing the trade.
@@ -740,7 +740,7 @@ class Backtesting:
     def _get_exit_for_signal(
         self,
         trade: LocalTrade,
-        row: Tuple,
+        row: tuple,
         exit_: ExitCheckTuple,
         current_time: datetime,
         amount: Optional[float] = None,
@@ -820,7 +820,7 @@ class Backtesting:
     def _exit_trade(
         self,
         trade: LocalTrade,
-        sell_row: Tuple,
+        sell_row: tuple,
         close_rate: float,
         amount: float,
         exit_reason: Optional[str],
@@ -859,7 +859,7 @@ class Backtesting:
         return trade
 
     def _check_trade_exit(
-        self, trade: LocalTrade, row: Tuple, current_time: datetime
+        self, trade: LocalTrade, row: tuple, current_time: datetime
     ) -> Optional[LocalTrade]:
         self._run_funding_fees(trade, current_time)
 
@@ -905,7 +905,7 @@ class Backtesting:
     def get_valid_price_and_stake(
         self,
         pair: str,
-        row: Tuple,
+        row: tuple,
         propose_rate: float,
         stake_amount: float,
         direction: LongShort,
@@ -914,7 +914,7 @@ class Backtesting:
         trade: Optional[LocalTrade],
         order_type: str,
         price_precision: Optional[float],
-    ) -> Tuple[float, float, float, float]:
+    ) -> tuple[float, float, float, float]:
         if order_type == "limit":
             new_rate = strategy_safe_wrapper(
                 self.strategy.custom_entry_price, default_retval=propose_rate
@@ -1003,7 +1003,7 @@ class Backtesting:
     def _enter_trade(
         self,
         pair: str,
-        row: Tuple,
+        row: tuple,
         direction: LongShort,
         stake_amount: Optional[float] = None,
         trade: Optional[LocalTrade] = None,
@@ -1150,7 +1150,7 @@ class Backtesting:
         return trade
 
     def handle_left_open(
-        self, open_trades: Dict[str, List[LocalTrade]], data: Dict[str, List[Tuple]]
+        self, open_trades: dict[str, list[LocalTrade]], data: dict[str, list[tuple]]
     ) -> None:
         """
         Handling of left open trades at the end of backtesting
@@ -1197,7 +1197,7 @@ class Backtesting:
             self.protections.stop_per_pair(pair, current_time, side)
             self.protections.global_stop(current_time, side)
 
-    def manage_open_orders(self, trade: LocalTrade, current_time: datetime, row: Tuple) -> bool:
+    def manage_open_orders(self, trade: LocalTrade, current_time: datetime, row: tuple) -> bool:
         """
         Check if any open order needs to be cancelled or replaced.
         Returns True if the trade should be deleted.
@@ -1246,7 +1246,7 @@ class Backtesting:
         return None
 
     def check_order_replace(
-        self, trade: LocalTrade, order: Order, current_time, row: Tuple
+        self, trade: LocalTrade, order: Order, current_time, row: tuple
     ) -> bool:
         """
         Check if current analyzed entry order has to be replaced and do so.
@@ -1297,8 +1297,8 @@ class Backtesting:
         return False
 
     def validate_row(
-        self, data: Dict, pair: str, row_index: int, current_time: datetime
-    ) -> Optional[Tuple]:
+        self, data: dict, pair: str, row_index: int, current_time: datetime
+    ) -> Optional[tuple]:
         try:
             # Row is treated as "current incomplete candle".
             # entry / exit signals are shifted by 1 to compensate for this.
@@ -1329,7 +1329,7 @@ class Backtesting:
 
     def backtest_loop(
         self,
-        row: Tuple,
+        row: tuple,
         pair: str,
         current_time: datetime,
         end_date: datetime,
@@ -1383,7 +1383,7 @@ class Backtesting:
                 self._process_exit_order(order, trade, current_time, row, pair)
 
     def time_pair_generator(
-        self, start_date: datetime, end_date: datetime, increment: timedelta, pairs: List[str]
+        self, start_date: datetime, end_date: datetime, increment: timedelta, pairs: list[str]
     ):
         """
         Backtest time and pair generator
@@ -1404,7 +1404,7 @@ class Backtesting:
             self.progress.increment()
             current_time += increment
 
-    def backtest(self, processed: Dict, start_date: datetime, end_date: datetime) -> Dict[str, Any]:
+    def backtest(self, processed: dict, start_date: datetime, end_date: datetime) -> dict[str, Any]:
         """
         Implement backtesting functionality
 
@@ -1423,10 +1423,10 @@ class Backtesting:
         self.wallets.update()
         # Use dict of lists with data for performance
         # (looping lists is a lot faster than pandas DataFrames)
-        data: Dict = self._get_ohlcv_as_lists(processed)
+        data: dict = self._get_ohlcv_as_lists(processed)
 
         # Indexes per pair, so some pairs are allowed to have a missing start.
-        indexes: Dict = defaultdict(int)
+        indexes: dict = defaultdict(int)
 
         # Loop timerange and get candle for each pair at that point in time
         for current_time, pair, is_first in self.time_pair_generator(
@@ -1510,7 +1510,7 @@ class Backtesting:
         }
 
     def backtest_one_strategy(
-        self, strat: IStrategy, data: Dict[str, DataFrame], timerange: TimeRange
+        self, strat: IStrategy, data: dict[str, DataFrame], timerange: TimeRange
     ):
         self.progress.init_step(BacktestState.ANALYZE, 0)
         strategy_name = strat.get_strategy_name()
@@ -1605,7 +1605,7 @@ class Backtesting:
         """
         Run backtesting end-to-end
         """
-        data: Dict[str, DataFrame] = {}
+        data: dict[str, DataFrame] = {}
 
         data, timerange = self.load_bt_data()
         self.load_bt_data_detail()
diff --git a/freqtrade/optimize/base_analysis.py b/freqtrade/optimize/base_analysis.py
index 2503ede72..e3e475742 100644
--- a/freqtrade/optimize/base_analysis.py
+++ b/freqtrade/optimize/base_analysis.py
@@ -1,7 +1,7 @@
 import logging
 from copy import deepcopy
 from datetime import datetime, timezone
-from typing import Any, Dict, Optional
+from typing import Any, Optional
 
 from pandas import DataFrame
 
@@ -14,7 +14,7 @@ logger = logging.getLogger(__name__)
 class VarHolder:
     timerange: TimeRange
     data: DataFrame
-    indicators: Dict[str, DataFrame]
+    indicators: dict[str, DataFrame]
     result: DataFrame
     compared: DataFrame
     from_dt: datetime
@@ -25,7 +25,7 @@ class VarHolder:
 
 
 class BaseAnalysis:
-    def __init__(self, config: Dict[str, Any], strategy_obj: Dict):
+    def __init__(self, config: dict[str, Any], strategy_obj: dict):
         self.failed_bias_check = True
         self.full_varHolder = VarHolder()
         self.exchange: Optional[Any] = None
diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index 428a5cddd..daa4661ad 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -11,7 +11,7 @@ import warnings
 from datetime import datetime, timezone
 from math import ceil
 from pathlib import Path
-from typing import Any, Dict, List, Optional, Tuple
+from typing import Any, Optional
 
 import rapidjson
 from joblib import Parallel, cpu_count, delayed, dump, load, wrap_non_picklable_objects
@@ -70,14 +70,14 @@ class Hyperopt:
     """
 
     def __init__(self, config: Config) -> None:
-        self.buy_space: List[Dimension] = []
-        self.sell_space: List[Dimension] = []
-        self.protection_space: List[Dimension] = []
-        self.roi_space: List[Dimension] = []
-        self.stoploss_space: List[Dimension] = []
-        self.trailing_space: List[Dimension] = []
-        self.max_open_trades_space: List[Dimension] = []
-        self.dimensions: List[Dimension] = []
+        self.buy_space: list[Dimension] = []
+        self.sell_space: list[Dimension] = []
+        self.protection_space: list[Dimension] = []
+        self.roi_space: list[Dimension] = []
+        self.stoploss_space: list[Dimension] = []
+        self.trailing_space: list[Dimension] = []
+        self.max_open_trades_space: list[Dimension] = []
+        self.dimensions: list[Dimension] = []
 
         self._hyper_out: HyperoptOutput = HyperoptOutput(streaming=True)
 
@@ -125,7 +125,7 @@ class Hyperopt:
 
         self.market_change = 0.0
         self.num_epochs_saved = 0
-        self.current_best_epoch: Optional[Dict[str, Any]] = None
+        self.current_best_epoch: Optional[dict[str, Any]] = None
 
         # Use max_open_trades for hyperopt as well, except --disable-max-market-positions is set
         if not self.config.get("use_max_market_positions", True):
@@ -168,8 +168,8 @@ class Hyperopt:
                 self.hyperopt_pickle_magic(modules.__bases__)
 
     def _get_params_dict(
-        self, dimensions: List[Dimension], raw_params: List[Any]
-    ) -> Dict[str, Any]:
+        self, dimensions: list[Dimension], raw_params: list[Any]
+    ) -> dict[str, Any]:
         # Ensure the number of dimensions match
         # the number of parameters in the list.
         if len(raw_params) != len(dimensions):
@@ -179,7 +179,7 @@ class Hyperopt:
         # and the values are taken from the list of parameters.
         return {d.name: v for d, v in zip(dimensions, raw_params)}
 
-    def _save_result(self, epoch: Dict) -> None:
+    def _save_result(self, epoch: dict) -> None:
         """
         Save hyperopt results to file
         Store one line per epoch.
@@ -205,11 +205,11 @@ class Hyperopt:
         latest_filename = Path.joinpath(self.results_file.parent, LAST_BT_RESULT_FN)
         file_dump_json(latest_filename, {"latest_hyperopt": str(self.results_file.name)}, log=False)
 
-    def _get_params_details(self, params: Dict) -> Dict:
+    def _get_params_details(self, params: dict) -> dict:
         """
         Return the params for each space
         """
-        result: Dict = {}
+        result: dict = {}
 
         if HyperoptTools.has_space(self.config, "buy"):
             result["buy"] = {p.name: params.get(p.name) for p in self.buy_space}
@@ -236,11 +236,11 @@ class Hyperopt:
 
         return result
 
-    def _get_no_optimize_details(self) -> Dict[str, Any]:
+    def _get_no_optimize_details(self) -> dict[str, Any]:
         """
         Get non-optimized parameters
         """
-        result: Dict[str, Any] = {}
+        result: dict[str, Any] = {}
         strategy = self.backtesting.strategy
         if not HyperoptTools.has_space(self.config, "roi"):
             result["roi"] = {str(k): v for k, v in strategy.minimal_roi.items()}
@@ -257,7 +257,7 @@ class Hyperopt:
             result["max_open_trades"] = {"max_open_trades": strategy.max_open_trades}
         return result
 
-    def print_results(self, results: Dict[str, Any]) -> None:
+    def print_results(self, results: dict[str, Any]) -> None:
         """
         Log results if it is better than any previous evaluation
         TODO: this should be moved to HyperoptTools too
@@ -318,7 +318,7 @@ class Hyperopt:
             + self.max_open_trades_space
         )
 
-    def assign_params(self, params_dict: Dict[str, Any], category: str) -> None:
+    def assign_params(self, params_dict: dict[str, Any], category: str) -> None:
         """
         Assign hyperoptable parameters
         """
@@ -327,7 +327,7 @@ class Hyperopt:
                 # noinspection PyProtectedMember
                 attr.value = params_dict[attr_name]
 
-    def generate_optimizer(self, raw_params: List[Any]) -> Dict[str, Any]:
+    def generate_optimizer(self, raw_params: list[Any]) -> dict[str, Any]:
         """
         Used Optimize function.
         Called once per epoch to optimize whatever is configured.
@@ -406,12 +406,12 @@ class Hyperopt:
 
     def _get_results_dict(
         self,
-        backtesting_results: Dict[str, Any],
+        backtesting_results: dict[str, Any],
         min_date: datetime,
         max_date: datetime,
-        params_dict: Dict[str, Any],
-        processed: Dict[str, DataFrame],
-    ) -> Dict[str, Any]:
+        params_dict: dict[str, Any],
+        processed: dict[str, DataFrame],
+    ) -> dict[str, Any]:
         params_details = self._get_params_details(params_dict)
 
         strat_stats = generate_strategy_stats(
@@ -458,7 +458,7 @@ class Hyperopt:
             "total_profit": total_profit,
         }
 
-    def get_optimizer(self, dimensions: List[Dimension], cpu_count) -> Optimizer:
+    def get_optimizer(self, dimensions: list[Dimension], cpu_count) -> Optimizer:
         estimator = self.custom_hyperopt.generate_estimator(dimensions=dimensions)
 
         acq_optimizer = "sampling"
@@ -479,7 +479,7 @@ class Hyperopt:
             model_queue_size=SKOPT_MODEL_QUEUE_SIZE,
         )
 
-    def run_optimizer_parallel(self, parallel: Parallel, asked: List[List]) -> List[Dict[str, Any]]:
+    def run_optimizer_parallel(self, parallel: Parallel, asked: list[list]) -> list[dict[str, Any]]:
         """Start optimizer in a parallel way"""
         return parallel(
             delayed(wrap_non_picklable_objects(self.generate_optimizer))(v) for v in asked
@@ -488,7 +488,7 @@ class Hyperopt:
     def _set_random_state(self, random_state: Optional[int]) -> int:
         return random_state or random.randint(1, 2**16 - 1)  # noqa: S311
 
-    def advise_and_trim(self, data: Dict[str, DataFrame]) -> Dict[str, DataFrame]:
+    def advise_and_trim(self, data: dict[str, DataFrame]) -> dict[str, DataFrame]:
         preprocessed = self.backtesting.strategy.advise_all_indicators(data)
 
         # Trim startup period from analyzed dataframe to get correct dates for output.
@@ -524,7 +524,7 @@ class Hyperopt:
         else:
             dump(data, self.data_pickle_file)
 
-    def get_asked_points(self, n_points: int) -> Tuple[List[List[Any]], List[bool]]:
+    def get_asked_points(self, n_points: int) -> tuple[list[list[Any]], list[bool]]:
         """
         Enforce points returned from `self.opt.ask` have not been already evaluated
 
@@ -545,8 +545,8 @@ class Hyperopt:
             return new_list
 
         i = 0
-        asked_non_tried: List[List[Any]] = []
-        is_random_non_tried: List[bool] = []
+        asked_non_tried: list[list[Any]] = []
+        is_random_non_tried: list[bool] = []
         while i < 5 and len(asked_non_tried) < n_points:
             if i < 3:
                 self.opt.cache_ = {}
@@ -573,7 +573,7 @@ class Hyperopt:
         else:
             return self.opt.ask(n_points=n_points), [False for _ in range(n_points)]
 
-    def evaluate_result(self, val: Dict[str, Any], current: int, is_random: bool):
+    def evaluate_result(self, val: dict[str, Any], current: int, is_random: bool):
         """
         Evaluate results returned from generate_optimizer
         """
diff --git a/freqtrade/optimize/hyperopt_auto.py b/freqtrade/optimize/hyperopt_auto.py
index cf0103162..9d2f89dc7 100644
--- a/freqtrade/optimize/hyperopt_auto.py
+++ b/freqtrade/optimize/hyperopt_auto.py
@@ -6,7 +6,7 @@ This module implements a convenience auto-hyperopt class, which can be used toge
 
 import logging
 from contextlib import suppress
-from typing import Callable, Dict, List
+from typing import Callable
 
 from freqtrade.exceptions import OperationalException
 
@@ -59,7 +59,7 @@ class HyperOptAuto(IHyperOpt):
             if attr.optimize:
                 yield attr.get_space(attr_name)
 
-    def _get_indicator_space(self, category) -> List:
+    def _get_indicator_space(self, category) -> list:
         # TODO: is this necessary, or can we call "generate_space" directly?
         indicator_space = list(self._generate_indicator_space(category))
         if len(indicator_space) > 0:
@@ -70,32 +70,32 @@ class HyperOptAuto(IHyperOpt):
             )
             return []
 
-    def buy_indicator_space(self) -> List["Dimension"]:
+    def buy_indicator_space(self) -> list["Dimension"]:
         return self._get_indicator_space("buy")
 
-    def sell_indicator_space(self) -> List["Dimension"]:
+    def sell_indicator_space(self) -> list["Dimension"]:
         return self._get_indicator_space("sell")
 
-    def protection_space(self) -> List["Dimension"]:
+    def protection_space(self) -> list["Dimension"]:
         return self._get_indicator_space("protection")
 
-    def generate_roi_table(self, params: Dict) -> Dict[int, float]:
+    def generate_roi_table(self, params: dict) -> dict[int, float]:
         return self._get_func("generate_roi_table")(params)
 
-    def roi_space(self) -> List["Dimension"]:
+    def roi_space(self) -> list["Dimension"]:
         return self._get_func("roi_space")()
 
-    def stoploss_space(self) -> List["Dimension"]:
+    def stoploss_space(self) -> list["Dimension"]:
         return self._get_func("stoploss_space")()
 
-    def generate_trailing_params(self, params: Dict) -> Dict:
+    def generate_trailing_params(self, params: dict) -> dict:
         return self._get_func("generate_trailing_params")(params)
 
-    def trailing_space(self) -> List["Dimension"]:
+    def trailing_space(self) -> list["Dimension"]:
         return self._get_func("trailing_space")()
 
-    def max_open_trades_space(self) -> List["Dimension"]:
+    def max_open_trades_space(self) -> list["Dimension"]:
         return self._get_func("max_open_trades_space")()
 
-    def generate_estimator(self, dimensions: List["Dimension"], **kwargs) -> EstimatorType:
+    def generate_estimator(self, dimensions: list["Dimension"], **kwargs) -> EstimatorType:
         return self._get_func("generate_estimator")(dimensions=dimensions, **kwargs)
diff --git a/freqtrade/optimize/hyperopt_epoch_filters.py b/freqtrade/optimize/hyperopt_epoch_filters.py
index 0a88b9d65..5112b062d 100644
--- a/freqtrade/optimize/hyperopt_epoch_filters.py
+++ b/freqtrade/optimize/hyperopt_epoch_filters.py
@@ -1,5 +1,4 @@
 import logging
-from typing import List
 
 from freqtrade.exceptions import OperationalException
 
@@ -7,7 +6,7 @@ from freqtrade.exceptions import OperationalException
 logger = logging.getLogger(__name__)
 
 
-def hyperopt_filter_epochs(epochs: List, filteroptions: dict, log: bool = True) -> List:
+def hyperopt_filter_epochs(epochs: list, filteroptions: dict, log: bool = True) -> list:
     """
     Filter our items from the list of hyperopt results
     """
@@ -33,14 +32,14 @@ def hyperopt_filter_epochs(epochs: List, filteroptions: dict, log: bool = True)
     return epochs
 
 
-def _hyperopt_filter_epochs_trade(epochs: List, trade_count: int):
+def _hyperopt_filter_epochs_trade(epochs: list, trade_count: int):
     """
     Filter epochs with trade-counts > trades
     """
     return [x for x in epochs if x["results_metrics"].get("total_trades", 0) > trade_count]
 
 
-def _hyperopt_filter_epochs_trade_count(epochs: List, filteroptions: dict) -> List:
+def _hyperopt_filter_epochs_trade_count(epochs: list, filteroptions: dict) -> list:
     if filteroptions["filter_min_trades"] > 0:
         epochs = _hyperopt_filter_epochs_trade(epochs, filteroptions["filter_min_trades"])
 
@@ -53,7 +52,7 @@ def _hyperopt_filter_epochs_trade_count(epochs: List, filteroptions: dict) -> Li
     return epochs
 
 
-def _hyperopt_filter_epochs_duration(epochs: List, filteroptions: dict) -> List:
+def _hyperopt_filter_epochs_duration(epochs: list, filteroptions: dict) -> list:
     def get_duration_value(x):
         # Duration in minutes ...
         if "holding_avg_s" in x["results_metrics"]:
@@ -74,7 +73,7 @@ def _hyperopt_filter_epochs_duration(epochs: List, filteroptions: dict) -> List:
     return epochs
 
 
-def _hyperopt_filter_epochs_profit(epochs: List, filteroptions: dict) -> List:
+def _hyperopt_filter_epochs_profit(epochs: list, filteroptions: dict) -> list:
     if filteroptions["filter_min_avg_profit"] is not None:
         epochs = _hyperopt_filter_epochs_trade(epochs, 0)
         epochs = [
@@ -110,7 +109,7 @@ def _hyperopt_filter_epochs_profit(epochs: List, filteroptions: dict) -> List:
     return epochs
 
 
-def _hyperopt_filter_epochs_objective(epochs: List, filteroptions: dict) -> List:
+def _hyperopt_filter_epochs_objective(epochs: list, filteroptions: dict) -> list:
     if filteroptions["filter_min_objective"] is not None:
         epochs = _hyperopt_filter_epochs_trade(epochs, 0)
 
diff --git a/freqtrade/optimize/hyperopt_interface.py b/freqtrade/optimize/hyperopt_interface.py
index 216e40753..2c0983b52 100644
--- a/freqtrade/optimize/hyperopt_interface.py
+++ b/freqtrade/optimize/hyperopt_interface.py
@@ -6,7 +6,7 @@ This module defines the interface to apply for hyperopt
 import logging
 import math
 from abc import ABC
-from typing import Dict, List, Union
+from typing import Union
 
 from sklearn.base import RegressorMixin
 from skopt.space import Categorical, Dimension, Integer
@@ -41,7 +41,7 @@ class IHyperOpt(ABC):
         # Assign timeframe to be used in hyperopt
         IHyperOpt.timeframe = str(config["timeframe"])
 
-    def generate_estimator(self, dimensions: List[Dimension], **kwargs) -> EstimatorType:
+    def generate_estimator(self, dimensions: list[Dimension], **kwargs) -> EstimatorType:
         """
         Return base_estimator.
         Can be any of "GP", "RF", "ET", "GBRT" or an instance of a class
@@ -49,7 +49,7 @@ class IHyperOpt(ABC):
         """
         return "ET"
 
-    def generate_roi_table(self, params: Dict) -> Dict[int, float]:
+    def generate_roi_table(self, params: dict) -> dict[int, float]:
         """
         Create a ROI table.
 
@@ -64,7 +64,7 @@ class IHyperOpt(ABC):
 
         return roi_table
 
-    def roi_space(self) -> List[Dimension]:
+    def roi_space(self) -> list[Dimension]:
         """
         Create a ROI space.
 
@@ -146,7 +146,7 @@ class IHyperOpt(ABC):
             ),
         ]
 
-    def stoploss_space(self) -> List[Dimension]:
+    def stoploss_space(self) -> list[Dimension]:
         """
         Create a stoploss space.
 
@@ -157,7 +157,7 @@ class IHyperOpt(ABC):
             SKDecimal(-0.35, -0.02, decimals=3, name="stoploss"),
         ]
 
-    def generate_trailing_params(self, params: Dict) -> Dict:
+    def generate_trailing_params(self, params: dict) -> dict:
         """
         Create dict with trailing stop parameters.
         """
@@ -170,7 +170,7 @@ class IHyperOpt(ABC):
             "trailing_only_offset_is_reached": params["trailing_only_offset_is_reached"],
         }
 
-    def trailing_space(self) -> List[Dimension]:
+    def trailing_space(self) -> list[Dimension]:
         """
         Create a trailing stoploss space.
 
@@ -194,7 +194,7 @@ class IHyperOpt(ABC):
             Categorical([True, False], name="trailing_only_offset_is_reached"),
         ]
 
-    def max_open_trades_space(self) -> List[Dimension]:
+    def max_open_trades_space(self) -> list[Dimension]:
         """
         Create a max open trades space.
 
diff --git a/freqtrade/optimize/hyperopt_loss_interface.py b/freqtrade/optimize/hyperopt_loss_interface.py
index 39457b753..a48fee731 100644
--- a/freqtrade/optimize/hyperopt_loss_interface.py
+++ b/freqtrade/optimize/hyperopt_loss_interface.py
@@ -5,7 +5,7 @@ This module defines the interface for the loss-function for hyperopt
 
 from abc import ABC, abstractmethod
 from datetime import datetime
-from typing import Any, Dict
+from typing import Any
 
 from pandas import DataFrame
 
@@ -29,8 +29,8 @@ class IHyperOptLoss(ABC):
         min_date: datetime,
         max_date: datetime,
         config: Config,
-        processed: Dict[str, DataFrame],
-        backtest_stats: Dict[str, Any],
+        processed: dict[str, DataFrame],
+        backtest_stats: dict[str, Any],
         **kwargs,
     ) -> float:
         """
diff --git a/freqtrade/optimize/hyperopt_output.py b/freqtrade/optimize/hyperopt_output.py
index c83583d72..c30715046 100644
--- a/freqtrade/optimize/hyperopt_output.py
+++ b/freqtrade/optimize/hyperopt_output.py
@@ -1,6 +1,6 @@
 import sys
 from os import get_terminal_size
-from typing import Any, List, Optional
+from typing import Any, Optional
 
 from rich.align import Align
 from rich.console import Console
@@ -14,7 +14,7 @@ from freqtrade.util import fmt_coin
 
 class HyperoptOutput:
     def __init__(self, streaming=False) -> None:
-        self._results: List[Any] = []
+        self._results: list[Any] = []
         self._streaming = streaming
         self.__init_table()
 
diff --git a/freqtrade/optimize/hyperopt_tools.py b/freqtrade/optimize/hyperopt_tools.py
index 975338cd5..66e194510 100644
--- a/freqtrade/optimize/hyperopt_tools.py
+++ b/freqtrade/optimize/hyperopt_tools.py
@@ -1,8 +1,9 @@
 import logging
+from collections.abc import Iterator
 from copy import deepcopy
 from datetime import datetime, timezone
 from pathlib import Path
-from typing import Any, Dict, Iterator, List, Optional, Tuple
+from typing import Any, Optional
 
 import numpy as np
 import rapidjson
@@ -83,7 +84,7 @@ class HyperoptTools:
             )
 
     @staticmethod
-    def load_params(filename: Path) -> Dict:
+    def load_params(filename: Path) -> dict:
         """
         Load parameters from file
         """
@@ -92,7 +93,7 @@ class HyperoptTools:
         return params
 
     @staticmethod
-    def try_export_params(config: Config, strategy_name: str, params: Dict):
+    def try_export_params(config: Config, strategy_name: str, params: dict):
         if params.get(FTHYPT_FILEVERSION, 1) >= 2 and not config.get("disableparamexport", False):
             # Export parameters ...
             fn = HyperoptTools.get_strategy_filename(config, strategy_name)
@@ -113,7 +114,7 @@ class HyperoptTools:
             return any(s in config["spaces"] for s in [space, "all", "default"])
 
     @staticmethod
-    def _read_results(results_file: Path, batch_size: int = 10) -> Iterator[List[Any]]:
+    def _read_results(results_file: Path, batch_size: int = 10) -> Iterator[list[Any]]:
         """
         Stream hyperopt results from file
         """
@@ -143,7 +144,7 @@ class HyperoptTools:
             return False
 
     @staticmethod
-    def load_filtered_results(results_file: Path, config: Config) -> Tuple[List, int]:
+    def load_filtered_results(results_file: Path, config: Config) -> tuple[list, int]:
         filteroptions = {
             "only_best": config.get("hyperopt_list_best", False),
             "only_profitable": config.get("hyperopt_list_profitable", False),
@@ -204,7 +205,7 @@ class HyperoptTools:
             print(f"\n{header_str}:\n\n{explanation_str}\n")
 
         if print_json:
-            result_dict: Dict = {}
+            result_dict: dict = {}
             for s in [
                 "buy",
                 "sell",
@@ -256,7 +257,7 @@ class HyperoptTools:
 
     @staticmethod
     def _params_pretty_print(
-        params, space: str, header: str, non_optimized: Optional[Dict] = None
+        params, space: str, header: str, non_optimized: Optional[dict] = None
     ) -> None:
         if space in params or (non_optimized and space in non_optimized):
             space_params = HyperoptTools._space_params(params, space, 5)
@@ -298,7 +299,7 @@ class HyperoptTools:
             print(result)
 
     @staticmethod
-    def _space_params(params, space: str, r: Optional[int] = None) -> Dict:
+    def _space_params(params, space: str, r: Optional[int] = None) -> dict:
         d = params.get(space)
         if d:
             # Round floats to `r` digits after the decimal point if requested
@@ -328,7 +329,7 @@ class HyperoptTools:
         return bool(results["loss"] < current_best_loss)
 
     @staticmethod
-    def format_results_explanation_string(results_metrics: Dict, stake_currency: str) -> str:
+    def format_results_explanation_string(results_metrics: dict, stake_currency: str) -> str:
         """
         Return the formatted results explanation in a string
         """
diff --git a/freqtrade/optimize/optimize_reports/bt_output.py b/freqtrade/optimize/optimize_reports/bt_output.py
index d509b75fb..a1dd73358 100644
--- a/freqtrade/optimize/optimize_reports/bt_output.py
+++ b/freqtrade/optimize/optimize_reports/bt_output.py
@@ -1,5 +1,5 @@
 import logging
-from typing import Any, Dict, List, Literal, Union
+from typing import Any, Literal, Union
 
 from freqtrade.constants import UNLIMITED_STAKE_AMOUNT, Config
 from freqtrade.ft_types import BacktestResultType
@@ -10,7 +10,7 @@ from freqtrade.util import decimals_per_coin, fmt_coin, print_rich_table
 logger = logging.getLogger(__name__)
 
 
-def _get_line_floatfmt(stake_currency: str) -> List[str]:
+def _get_line_floatfmt(stake_currency: str) -> list[str]:
     """
     Generate floatformat (goes in line with _generate_result_line())
     """
@@ -18,8 +18,8 @@ def _get_line_floatfmt(stake_currency: str) -> List[str]:
 
 
 def _get_line_header(
-    first_column: Union[str, List[str]], stake_currency: str, direction: str = "Trades"
-) -> List[str]:
+    first_column: Union[str, list[str]], stake_currency: str, direction: str = "Trades"
+) -> list[str]:
     """
     Generate header lines (goes in line with _generate_result_line())
     """
@@ -45,7 +45,7 @@ def generate_wins_draws_losses(wins, draws, losses):
 
 
 def text_table_bt_results(
-    pair_results: List[Dict[str, Any]], stake_currency: str, title: str
+    pair_results: list[dict[str, Any]], stake_currency: str, title: str
 ) -> None:
     """
     Generates and returns a text table for the given backtest data and the results dataframe
@@ -73,7 +73,7 @@ def text_table_bt_results(
 
 def text_table_tags(
     tag_type: Literal["enter_tag", "exit_tag", "mix_tag"],
-    tag_results: List[Dict[str, Any]],
+    tag_results: list[dict[str, Any]],
     stake_currency: str,
 ) -> None:
     """
@@ -123,7 +123,7 @@ def text_table_tags(
 
 
 def text_table_periodic_breakdown(
-    days_breakdown_stats: List[Dict[str, Any]], stake_currency: str, period: str
+    days_breakdown_stats: list[dict[str, Any]], stake_currency: str, period: str
 ) -> None:
     """
     Generate small table with Backtest results by days
@@ -191,7 +191,7 @@ def text_table_strategy(strategy_results, stake_currency: str, title: str):
     print_rich_table(output, headers, summary=title)
 
 
-def text_table_add_metrics(strat_results: Dict) -> None:
+def text_table_add_metrics(strat_results: dict) -> None:
     if len(strat_results["trades"]) > 0:
         best_trade = max(strat_results["trades"], key=lambda x: x["profit_ratio"])
         worst_trade = min(strat_results["trades"], key=lambda x: x["profit_ratio"])
@@ -411,7 +411,7 @@ def text_table_add_metrics(strat_results: Dict) -> None:
         print(message)
 
 
-def _show_tag_subresults(results: Dict[str, Any], stake_currency: str):
+def _show_tag_subresults(results: dict[str, Any], stake_currency: str):
     """
     Print tag subresults (enter_tag, exit_reason_summary, mix_tag_stats)
     """
@@ -426,7 +426,7 @@ def _show_tag_subresults(results: Dict[str, Any], stake_currency: str):
 
 
 def show_backtest_result(
-    strategy: str, results: Dict[str, Any], stake_currency: str, backtest_breakdown: List[str]
+    strategy: str, results: dict[str, Any], stake_currency: str, backtest_breakdown: list[str]
 ):
     """
     Print results for one strategy
diff --git a/freqtrade/optimize/optimize_reports/bt_storage.py b/freqtrade/optimize/optimize_reports/bt_storage.py
index 9766bcd98..9633d9c18 100644
--- a/freqtrade/optimize/optimize_reports/bt_storage.py
+++ b/freqtrade/optimize/optimize_reports/bt_storage.py
@@ -1,6 +1,6 @@
 import logging
 from pathlib import Path
-from typing import Dict, Optional
+from typing import Optional
 
 from pandas import DataFrame
 
@@ -70,7 +70,7 @@ def store_backtest_stats(
 
 
 def _store_backtest_analysis_data(
-    recordfilename: Path, data: Dict[str, Dict], dtappendix: str, name: str
+    recordfilename: Path, data: dict[str, dict], dtappendix: str, name: str
 ) -> Path:
     """
     Stores backtest trade candles for analysis
@@ -91,9 +91,9 @@ def _store_backtest_analysis_data(
 
 def store_backtest_analysis_results(
     recordfilename: Path,
-    candles: Dict[str, Dict],
-    trades: Dict[str, Dict],
-    exited: Dict[str, Dict],
+    candles: dict[str, dict],
+    trades: dict[str, dict],
+    exited: dict[str, dict],
     dtappendix: str,
 ) -> None:
     _store_backtest_analysis_data(recordfilename, candles, dtappendix, "signals")
diff --git a/freqtrade/optimize/optimize_reports/optimize_reports.py b/freqtrade/optimize/optimize_reports/optimize_reports.py
index 1168f0c2f..9650bdde6 100644
--- a/freqtrade/optimize/optimize_reports/optimize_reports.py
+++ b/freqtrade/optimize/optimize_reports/optimize_reports.py
@@ -1,7 +1,7 @@
 import logging
 from copy import deepcopy
 from datetime import datetime, timedelta, timezone
-from typing import Any, Dict, List, Literal, Tuple, Union
+from typing import Any, Literal, Union
 
 import numpy as np
 from pandas import DataFrame, Series, concat, to_datetime
@@ -25,8 +25,8 @@ logger = logging.getLogger(__name__)
 
 
 def generate_trade_signal_candles(
-    preprocessed_df: Dict[str, DataFrame], bt_results: Dict[str, Any], date_col: str
-) -> Dict[str, DataFrame]:
+    preprocessed_df: dict[str, DataFrame], bt_results: dict[str, Any], date_col: str
+) -> dict[str, DataFrame]:
     signal_candles_only = {}
     for pair in preprocessed_df.keys():
         signal_candles_only_df = DataFrame()
@@ -48,8 +48,8 @@ def generate_trade_signal_candles(
 
 
 def generate_rejected_signals(
-    preprocessed_df: Dict[str, DataFrame], rejected_dict: Dict[str, DataFrame]
-) -> Dict[str, DataFrame]:
+    preprocessed_df: dict[str, DataFrame], rejected_dict: dict[str, DataFrame]
+) -> dict[str, DataFrame]:
     rejected_candles_only = {}
     for pair, signals in rejected_dict.items():
         rejected_signals_only_df = DataFrame()
@@ -69,8 +69,8 @@ def generate_rejected_signals(
 
 
 def _generate_result_line(
-    result: DataFrame, starting_balance: int, first_column: Union[str, List[str]]
-) -> Dict:
+    result: DataFrame, starting_balance: int, first_column: Union[str, list[str]]
+) -> dict:
     """
     Generate one result dict, with "first_column" as key.
     """
@@ -109,12 +109,12 @@ def _generate_result_line(
 
 
 def generate_pair_metrics(
-    pairlist: List[str],
+    pairlist: list[str],
     stake_currency: str,
     starting_balance: int,
     results: DataFrame,
     skip_nan: bool = False,
-) -> List[Dict]:
+) -> list[dict]:
     """
     Generates and returns a list  for the given backtest data and the results dataframe
     :param pairlist: Pairlist used
@@ -143,11 +143,11 @@ def generate_pair_metrics(
 
 
 def generate_tag_metrics(
-    tag_type: Union[Literal["enter_tag", "exit_reason"], List[Literal["enter_tag", "exit_reason"]]],
+    tag_type: Union[Literal["enter_tag", "exit_reason"], list[Literal["enter_tag", "exit_reason"]]],
     starting_balance: int,
     results: DataFrame,
     skip_nan: bool = False,
-) -> List[Dict]:
+) -> list[dict]:
     """
     Generates and returns a list of metrics for the given tag trades and the results dataframe
     :param starting_balance: Starting balance
@@ -177,7 +177,7 @@ def generate_tag_metrics(
         return []
 
 
-def generate_strategy_comparison(bt_stats: Dict) -> List[Dict]:
+def generate_strategy_comparison(bt_stats: dict) -> list[dict]:
     """
     Generate summary per strategy
     :param bt_stats: Dict of <Strategyname: DataFrame> containing results for all strategies
@@ -208,8 +208,8 @@ def _get_resample_from_period(period: str) -> str:
 
 
 def generate_periodic_breakdown_stats(
-    trade_list: Union[List, DataFrame], period: str
-) -> List[Dict[str, Any]]:
+    trade_list: Union[list, DataFrame], period: str
+) -> list[dict[str, Any]]:
     results = trade_list if not isinstance(trade_list, list) else DataFrame.from_records(trade_list)
     if len(results) == 0:
         return []
@@ -237,14 +237,14 @@ def generate_periodic_breakdown_stats(
     return stats
 
 
-def generate_all_periodic_breakdown_stats(trade_list: List) -> Dict[str, List]:
+def generate_all_periodic_breakdown_stats(trade_list: list) -> dict[str, list]:
     result = {}
     for period in BACKTEST_BREAKDOWNS:
         result[period] = generate_periodic_breakdown_stats(trade_list, period)
     return result
 
 
-def calc_streak(dataframe: DataFrame) -> Tuple[int, int]:
+def calc_streak(dataframe: DataFrame) -> tuple[int, int]:
     """
     Calculate consecutive win and loss streaks
     :param dataframe: Dataframe containing the trades dataframe, with profit_ratio column
@@ -261,7 +261,7 @@ def calc_streak(dataframe: DataFrame) -> Tuple[int, int]:
     return cons_wins, cons_losses
 
 
-def generate_trading_stats(results: DataFrame) -> Dict[str, Any]:
+def generate_trading_stats(results: DataFrame) -> dict[str, Any]:
     """Generate overall trade statistics"""
     if len(results) == 0:
         return {
@@ -313,7 +313,7 @@ def generate_trading_stats(results: DataFrame) -> Dict[str, Any]:
     }
 
 
-def generate_daily_stats(results: DataFrame) -> Dict[str, Any]:
+def generate_daily_stats(results: DataFrame) -> dict[str, Any]:
     """Generate daily statistics"""
     if len(results) == 0:
         return {
@@ -350,14 +350,14 @@ def generate_daily_stats(results: DataFrame) -> Dict[str, Any]:
 
 
 def generate_strategy_stats(
-    pairlist: List[str],
+    pairlist: list[str],
     strategy: str,
-    content: Dict[str, Any],
+    content: dict[str, Any],
     min_date: datetime,
     max_date: datetime,
     market_change: float,
     is_hyperopt: bool = False,
-) -> Dict[str, Any]:
+) -> dict[str, Any]:
     """
     :param pairlist: List of pairs to backtest
     :param strategy: Strategy name
@@ -368,7 +368,7 @@ def generate_strategy_stats(
     :param market_change: float indicating the market change
     :return: Dictionary containing results per strategy and a strategy summary.
     """
-    results: Dict[str, DataFrame] = content["results"]
+    results: dict[str, DataFrame] = content["results"]
     if not isinstance(results, DataFrame):
         return {}
     config = content["config"]
@@ -558,8 +558,8 @@ def generate_strategy_stats(
 
 
 def generate_backtest_stats(
-    btdata: Dict[str, DataFrame],
-    all_results: Dict[str, Dict[str, Union[DataFrame, Dict]]],
+    btdata: dict[str, DataFrame],
+    all_results: dict[str, dict[str, Union[DataFrame, dict]]],
     min_date: datetime,
     max_date: datetime,
 ) -> BacktestResultType: