diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 6756f10b7..3dca9d480 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -1277,6 +1277,7 @@ class Backtesting:
         preprocessed = self.strategy.advise_all_indicators(data)
 
         # Trim startup period from analyzed dataframe
+        # This only used to determine if trimming would result in an empty dataframe
         preprocessed_tmp = trim_dataframes(preprocessed, timerange, self.required_startup)
 
         if not preprocessed_tmp:
diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index fe590f0d2..cba38d84a 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -446,6 +446,8 @@ class Hyperopt:
         preprocessed = self.backtesting.strategy.advise_all_indicators(data)
 
         # Trim startup period from analyzed dataframe to get correct dates for output.
+        # This is only used to keep track of min/max date after trimming.
+        # The result is NOT returned from this method, actual trimming happens in backtesting.
         trimmed = trim_dataframes(preprocessed, self.timerange, self.backtesting.required_startup)
         self.min_date, self.max_date = get_timerange(trimmed)
         if not self.market_change: