diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 42ac85fdb..91ece65c6 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -844,7 +844,6 @@ class FreqtradeBot(LoggingMixin):
                 open_rate_requested=enter_limit_requested,
                 open_date=open_date,
                 exchange=self.exchange.id,
-                open_order_id=order_id,
                 strategy=self.strategy.get_strategy_name(),
                 enter_tag=enter_tag,
                 timeframe=timeframe_to_minutes(self.config['timeframe']),
@@ -865,7 +864,6 @@ class FreqtradeBot(LoggingMixin):
             trade.is_open = True
             trade.fee_open_currency = None
             trade.open_rate_requested = enter_limit_requested
-            trade.open_order_id = order_id
 
         trade.orders.append(order_obj)
         trade.recalc_trade_from_orders()
@@ -1905,11 +1903,11 @@ class FreqtradeBot(LoggingMixin):
                                 trade.amount, abs_tol=constants.MATH_CLOSE_PREC)
         if order.ft_order_side == trade.exit_side:
             # Exit notification
-            if send_msg and not stoploss_order and not trade.open_order_id:
+            if send_msg and not stoploss_order and order.order_id not in trade.open_orders_ids:
                 self._notify_exit(trade, '', fill=True, sub_trade=sub_trade, order=order)
             if not trade.is_open:
                 self.handle_protections(trade.pair, trade.trade_direction)
-        elif send_msg and not trade.open_order_id and not stoploss_order:
+        elif send_msg and order.order_id not in trade.open_orders_ids and not stoploss_order:
             # Enter fill
             self._notify_enter(trade, order, order.order_type, fill=True, sub_trade=sub_trade)
 
diff --git a/freqtrade/persistence/trade_model.py b/freqtrade/persistence/trade_model.py
index 2525a33ad..1e1a497de 100644
--- a/freqtrade/persistence/trade_model.py
+++ b/freqtrade/persistence/trade_model.py
@@ -1440,7 +1440,7 @@ class Trade(ModelBase, LocalTrade):
         Returns all open trades
         NOTE: Not supported in Backtesting.
         """
-        return cast(List[Trade], Trade.get_trades(Trade.open_order_id.isnot(None)).all())
+        return cast(List[Trade], Trade.get_trades(Trade.open_orders_count.isnot(0)).all())
 
     @staticmethod
     def get_open_trades_without_assigned_fees():
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 71f494372..49b83701c 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -872,7 +872,8 @@ def test_execute_entry(mocker, default_conf_usdt, fee, limit_order,
     trade.is_short = is_short
     assert trade
     assert trade.is_open is True
-    assert trade.open_order_id == '22'
+    assert trade.open_orders_count > 0
+    assert '22' in trade.open_orders_ids
 
     # Test calling with price
     open_order['id'] = '33'
@@ -898,7 +899,7 @@ def test_execute_entry(mocker, default_conf_usdt, fee, limit_order,
     trade = Trade.session.scalars(select(Trade)).all()[2]
     trade.is_short = is_short
     assert trade
-    assert trade.open_order_id is None
+    assert trade.open_orders_count == 0
     assert trade.open_rate == 10
     assert trade.stake_amount == round(order['average'] * order['filled'] / leverage, 8)
     assert pytest.approx(trade.liquidation_price) == liq_price
@@ -916,7 +917,7 @@ def test_execute_entry(mocker, default_conf_usdt, fee, limit_order,
     trade = Trade.session.scalars(select(Trade)).all()[3]
     trade.is_short = is_short
     assert trade
-    assert trade.open_order_id is None
+    assert trade.open_orders_count == 0
     assert trade.open_rate == 0.5
     assert trade.stake_amount == round(order['average'] * order['filled'] / leverage, 8)