diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index fdf341e21..0c586883b 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -210,7 +210,7 @@ class Backtesting:
         """
         # Every change to this headers list must evaluate further usages of the resulting tuple
         # and eventually change the constants for indexes at the top
-        headers = ['date', 'buy', 'open', 'close', 'sell', 'low', 'high', 'buy_tag']
+        headers = ['date', 'buy', 'open', 'close', 'sell', 'low', 'high']
         data: Dict = {}
         self.progress.init_step(BacktestState.CONVERT, len(processed))
 
@@ -218,10 +218,13 @@ class Backtesting:
         for pair, pair_data in processed.items():
             self.check_abort()
             self.progress.increment()
+            has_buy_tag = 'buy_tag' in pair_data
+            headers = headers + ['buy_tag'] if has_buy_tag else headers
             if not pair_data.empty:
                 pair_data.loc[:, 'buy'] = 0  # cleanup if buy_signal is exist
                 pair_data.loc[:, 'sell'] = 0  # cleanup if sell_signal is exist
-                pair_data.loc[:, 'buy_tag'] = ''  # cleanup if buy_tag is exist
+                if has_buy_tag:
+                    pair_data.loc[:, 'buy_tag'] = None  # cleanup if buy_tag is exist
 
             df_analyzed = self.strategy.advise_sell(
                 self.strategy.advise_buy(pair_data, {'pair': pair}), {'pair': pair})[headers].copy()
@@ -230,7 +233,8 @@ class Backtesting:
             # from the previous candle
             df_analyzed.loc[:, 'buy'] = df_analyzed.loc[:, 'buy'].shift(1)
             df_analyzed.loc[:, 'sell'] = df_analyzed.loc[:, 'sell'].shift(1)
-            df_analyzed.loc[:, 'buy_tag'] = df_analyzed.loc[:, 'buy_tag'].shift(1)
+            if has_buy_tag:
+                df_analyzed.loc[:, 'buy_tag'] = df_analyzed.loc[:, 'buy_tag'].shift(1)
 
             df_analyzed.drop(df_analyzed.head(1).index, inplace=True)
 
@@ -361,6 +365,7 @@ class Backtesting:
 
         if stake_amount and (not min_stake_amount or stake_amount > min_stake_amount):
             # Enter trade
+            has_buy_tag = len(row) >= BUY_TAG_IDX + 1
             trade = LocalTrade(
                 pair=pair,
                 open_rate=row[OPEN_IDX],
@@ -370,7 +375,7 @@ class Backtesting:
                 fee_open=self.fee,
                 fee_close=self.fee,
                 is_open=True,
-                buy_tag=row[BUY_TAG_IDX],
+                buy_tag=row[BUY_TAG_IDX] if has_buy_tag else None,
                 exchange='backtesting',
             )
             return trade
diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index 35c162c38..f10a12fa9 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -422,7 +422,7 @@ class IStrategy(ABC, HyperStrategyMixin):
             logger.debug("Skipping TA Analysis for already analyzed candle")
             dataframe['buy'] = 0
             dataframe['sell'] = 0
-            dataframe['buy_tag'] = ''
+            dataframe['buy_tag'] = None
 
         # Other Defs in strategy that want to be called every loop here
         # twitter_sell = self.watch_twitter_feed(dataframe, metadata)
diff --git a/tests/optimize/__init__.py b/tests/optimize/__init__.py
index 240f3f871..80fce9ca5 100644
--- a/tests/optimize/__init__.py
+++ b/tests/optimize/__init__.py
@@ -18,7 +18,7 @@ class BTrade(NamedTuple):
     sell_reason: SellType
     open_tick: int
     close_tick: int
-    buy_tag: Optional[str] = ''
+    buy_tag: Optional[str] = None
 
 
 class BTContainer(NamedTuple):
@@ -44,7 +44,9 @@ def _get_frame_time_from_offset(offset):
 
 
 def _build_backtest_dataframe(data):
-    columns = ['date', 'open', 'high', 'low', 'close', 'volume', 'buy', 'sell', 'buy_tag']
+    
+    columns = ['date', 'open', 'high', 'low', 'close', 'volume', 'buy', 'sell']
+    columns = columns + ['buy_tag'] if len(data[0]) == 9 else columns
 
     frame = DataFrame.from_records(data, columns=columns)
     frame['date'] = frame['date'].apply(_get_frame_time_from_offset)
diff --git a/tests/optimize/test_backtest_detail.py b/tests/optimize/test_backtest_detail.py
index f7077ef56..0d4647308 100644
--- a/tests/optimize/test_backtest_detail.py
+++ b/tests/optimize/test_backtest_detail.py
@@ -14,13 +14,13 @@ from tests.optimize import (BTContainer, BTrade, _build_backtest_dataframe,
 # Test 0: Sell with signal sell in candle 3
 # Test with Stop-loss at 1%
 tc0 = BTContainer(data=[
-    # D  O     H     L     C     V    B  S  SN
-    [0, 5000, 5025, 4975, 4987, 6172, 1, 0, ''],
-    [1, 5000, 5025, 4975, 4987, 6172, 0, 0, ''],  # enter trade (signal on last candle)
-    [2, 4987, 5012, 4986, 4600, 6172, 0, 0, ''],  # exit with stoploss hit
-    [3, 5010, 5000, 4980, 5010, 6172, 0, 1, ''],
-    [4, 5010, 4987, 4977, 4995, 6172, 0, 0, ''],
-    [5, 4995, 4995, 4995, 4950, 6172, 0, 0, '']],
+    # D  O     H     L     C     V    B  S
+    [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
+    [1, 5000, 5025, 4975, 4987, 6172, 0, 0],  # enter trade (signal on last candle)
+    [2, 4987, 5012, 4986, 4600, 6172, 0, 0],  # exit with stoploss hit
+    [3, 5010, 5000, 4980, 5010, 6172, 0, 1],
+    [4, 5010, 4987, 4977, 4995, 6172, 0, 0],
+    [5, 4995, 4995, 4995, 4950, 6172, 0, 0]],
     stop_loss=-0.01, roi={"0": 1}, profit_perc=0.002, use_sell_signal=True,
     trades=[BTrade(sell_reason=SellType.SELL_SIGNAL, open_tick=1, close_tick=4)]
 )
@@ -28,13 +28,13 @@ tc0 = BTContainer(data=[
 # Test 1: Stop-Loss Triggered 1% loss
 # Test with Stop-loss at 1%
 tc1 = BTContainer(data=[
-    # D  O     H     L     C     V    B  S  SN
-    [0, 5000, 5025, 4975, 4987, 6172, 1, 0, ''],
-    [1, 5000, 5025, 4975, 4987, 6172, 0, 0, ''],  # enter trade (signal on last candle)
-    [2, 4987, 5012, 4600, 4600, 6172, 0, 0, ''],  # exit with stoploss hit
-    [3, 4975, 5000, 4980, 4977, 6172, 0, 0, ''],
-    [4, 4977, 4987, 4977, 4995, 6172, 0, 0, ''],
-    [5, 4995, 4995, 4995, 4950, 6172, 0, 0, '']],
+    # D  O     H     L     C     V    B  S
+    [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
+    [1, 5000, 5025, 4975, 4987, 6172, 0, 0],  # enter trade (signal on last candle)
+    [2, 4987, 5012, 4600, 4600, 6172, 0, 0],  # exit with stoploss hit
+    [3, 4975, 5000, 4980, 4977, 6172, 0, 0],
+    [4, 4977, 4987, 4977, 4995, 6172, 0, 0],
+    [5, 4995, 4995, 4995, 4950, 6172, 0, 0]],
     stop_loss=-0.01, roi={"0": 1}, profit_perc=-0.01,
     trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=2)]
 )
@@ -43,13 +43,13 @@ tc1 = BTContainer(data=[
 # Test 2: Minus 4% Low, minus 1% close
 # Test with Stop-Loss at 3%
 tc2 = BTContainer(data=[
-    # D  O     H     L     C     V    B  S  SN
-    [0, 5000, 5025, 4975, 4987, 6172, 1, 0, ''],
-    [1, 5000, 5025, 4975, 4987, 6172, 0, 0, ''],  # enter trade (signal on last candle)
-    [2, 4987, 5012, 4962, 4975, 6172, 0, 0, ''],
-    [3, 4975, 5000, 4800, 4962, 6172, 0, 0, ''],  # exit with stoploss hit
-    [4, 4962, 4987, 4937, 4950, 6172, 0, 0, ''],
-    [5, 4950, 4975, 4925, 4950, 6172, 0, 0, '']],
+    # D  O     H     L     C     V    B  S
+    [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
+    [1, 5000, 5025, 4975, 4987, 6172, 0, 0],  # enter trade (signal on last candle)
+    [2, 4987, 5012, 4962, 4975, 6172, 0, 0],
+    [3, 4975, 5000, 4800, 4962, 6172, 0, 0],  # exit with stoploss hit
+    [4, 4962, 4987, 4937, 4950, 6172, 0, 0],
+    [5, 4950, 4975, 4925, 4950, 6172, 0, 0]],
     stop_loss=-0.03, roi={"0": 1}, profit_perc=-0.03,
     trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=3)]
 )
@@ -62,14 +62,14 @@ tc2 = BTContainer(data=[
 #  Trade-A: Stop-Loss Triggered 2% Loss
 #           Trade-B: Stop-Loss Triggered 2% Loss
 tc3 = BTContainer(data=[
-    # D  O     H     L     C     V    B  S  SN
-    [0, 5000, 5025, 4975, 4987, 6172, 1, 0, ''],
-    [1, 5000, 5025, 4975, 4987, 6172, 0, 0, ''],  # enter trade (signal on last candle)
-    [2, 4987, 5012, 4800, 4975, 6172, 0, 0, ''],  # exit with stoploss hit
-    [3, 4975, 5000, 4950, 4962, 6172, 1, 0, ''],
-    [4, 4975, 5000, 4950, 4962, 6172, 0, 0, ''],  # enter trade 2 (signal on last candle)
-    [5, 4962, 4987, 4000, 4000, 6172, 0, 0, ''],  # exit with stoploss hit
-    [6, 4950, 4975, 4975, 4950, 6172, 0, 0, '']],
+    # D  O     H     L     C     V    B  S
+    [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
+    [1, 5000, 5025, 4975, 4987, 6172, 0, 0],  # enter trade (signal on last candle)
+    [2, 4987, 5012, 4800, 4975, 6172, 0, 0],  # exit with stoploss hit
+    [3, 4975, 5000, 4950, 4962, 6172, 1, 0],
+    [4, 4975, 5000, 4950, 4962, 6172, 0, 0],  # enter trade 2 (signal on last candle)
+    [5, 4962, 4987, 4000, 4000, 6172, 0, 0],  # exit with stoploss hit
+    [6, 4950, 4975, 4975, 4950, 6172, 0, 0]],
     stop_loss=-0.02, roi={"0": 1}, profit_perc=-0.04,
     trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=2),
             BTrade(sell_reason=SellType.STOP_LOSS, open_tick=4, close_tick=5)]
@@ -80,13 +80,13 @@ tc3 = BTContainer(data=[
 # Test with Stop-loss at 2% ROI 6%
 # Stop-Loss Triggered 2% Loss
 tc4 = BTContainer(data=[
-    # D  O     H     L     C     V    B  S  SN
-    [0, 5000, 5025, 4975, 4987, 6172, 1, 0, ''],
-    [1, 5000, 5025, 4975, 4987, 6172, 0, 0, ''],  # enter trade (signal on last candle)
-    [2, 4987, 5750, 4850, 5750, 6172, 0, 0, ''],  # Exit with stoploss hit
-    [3, 4975, 5000, 4950, 4962, 6172, 0, 0, ''],
-    [4, 4962, 4987, 4937, 4950, 6172, 0, 0, ''],
-    [5, 4950, 4975, 4925, 4950, 6172, 0, 0, '']],
+    # D  O     H     L     C     V    B  S
+    [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
+    [1, 5000, 5025, 4975, 4987, 6172, 0, 0],  # enter trade (signal on last candle)
+    [2, 4987, 5750, 4850, 5750, 6172, 0, 0],  # Exit with stoploss hit
+    [3, 4975, 5000, 4950, 4962, 6172, 0, 0],
+    [4, 4962, 4987, 4937, 4950, 6172, 0, 0],
+    [5, 4950, 4975, 4925, 4950, 6172, 0, 0]],
     stop_loss=-0.02, roi={"0": 0.06}, profit_perc=-0.02,
     trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=2)]
 )
@@ -94,13 +94,13 @@ tc4 = BTContainer(data=[
 # Test 5: Drops 0.5% Closes +20%, ROI triggers 3% Gain
 # stop-loss: 1%, ROI: 3%
 tc5 = BTContainer(data=[
-    # D  O     H     L     C     V    B  S  SN
-    [0, 5000, 5025, 4980, 4987, 6172, 1, 0, ''],
-    [1, 5000, 5025, 4980, 4987, 6172, 0, 0, ''],  # enter trade (signal on last candle)
-    [2, 4987, 5025, 4975, 4987, 6172, 0, 0, ''],
-    [3, 4975, 6000, 4975, 6000, 6172, 0, 0, ''],  # ROI
-    [4, 4962, 4987, 4972, 4950, 6172, 0, 0, ''],
-    [5, 4950, 4975, 4925, 4950, 6172, 0, 0, '']],
+    # D  O     H     L     C     V    B  S
+    [0, 5000, 5025, 4980, 4987, 6172, 1, 0],
+    [1, 5000, 5025, 4980, 4987, 6172, 0, 0],  # enter trade (signal on last candle)
+    [2, 4987, 5025, 4975, 4987, 6172, 0, 0],
+    [3, 4975, 6000, 4975, 6000, 6172, 0, 0],  # ROI
+    [4, 4962, 4987, 4972, 4950, 6172, 0, 0],
+    [5, 4950, 4975, 4925, 4950, 6172, 0, 0]],
     stop_loss=-0.01, roi={"0": 0.03}, profit_perc=0.03,
     trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=3)]
 )
@@ -108,13 +108,13 @@ tc5 = BTContainer(data=[
 # Test 6: Drops 3% / Recovers 6% Positive / Closes 1% positve, Stop-Loss triggers 2% Loss
 # stop-loss: 2% ROI: 5%
 tc6 = BTContainer(data=[
-    # D  O     H     L     C     V    B  S  SN
-    [0, 5000, 5025, 4975, 4987, 6172, 1, 0, ''],
-    [1, 5000, 5025, 4975, 4987, 6172, 0, 0, ''],  # enter trade (signal on last candle)
-    [2, 4987, 5300, 4850, 5050, 6172, 0, 0, ''],  # Exit with stoploss
-    [3, 4975, 5000, 4950, 4962, 6172, 0, 0, ''],
-    [4, 4962, 4987, 4972, 4950, 6172, 0, 0, ''],
-    [5, 4950, 4975, 4925, 4950, 6172, 0, 0, '']],
+    # D  O     H     L     C     V    B  S
+    [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
+    [1, 5000, 5025, 4975, 4987, 6172, 0, 0],  # enter trade (signal on last candle)
+    [2, 4987, 5300, 4850, 5050, 6172, 0, 0],  # Exit with stoploss
+    [3, 4975, 5000, 4950, 4962, 6172, 0, 0],
+    [4, 4962, 4987, 4972, 4950, 6172, 0, 0],
+    [5, 4950, 4975, 4925, 4950, 6172, 0, 0]],
     stop_loss=-0.02, roi={"0": 0.05}, profit_perc=-0.02,
     trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=2)]
 )
@@ -122,13 +122,13 @@ tc6 = BTContainer(data=[
 # Test 7: 6% Positive / 1% Negative / Close 1% Positve, ROI Triggers 3% Gain
 # stop-loss: 2% ROI: 3%
 tc7 = BTContainer(data=[
-    # D  O     H     L     C     V    B  S  SN
-    [0, 5000, 5025, 4975, 4987, 6172, 1, 0, ''],
-    [1, 5000, 5025, 4975, 4987, 6172, 0, 0, ''],
-    [2, 4987, 5300, 4950, 5050, 6172, 0, 0, ''],
-    [3, 4975, 5000, 4950, 4962, 6172, 0, 0, ''],
-    [4, 4962, 4987, 4972, 4950, 6172, 0, 0, ''],
-    [5, 4950, 4975, 4925, 4950, 6172, 0, 0, '']],
+    # D  O     H     L     C     V    B  S
+    [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
+    [1, 5000, 5025, 4975, 4987, 6172, 0, 0],
+    [2, 4987, 5300, 4950, 5050, 6172, 0, 0],
+    [3, 4975, 5000, 4950, 4962, 6172, 0, 0],
+    [4, 4962, 4987, 4972, 4950, 6172, 0, 0],
+    [5, 4950, 4975, 4925, 4950, 6172, 0, 0]],
     stop_loss=-0.02, roi={"0": 0.03}, profit_perc=0.03,
     trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=2)]
 )
@@ -137,12 +137,12 @@ tc7 = BTContainer(data=[
 # Test 8: trailing_stop should raise so candle 3 causes a stoploss.
 # stop-loss: 10%, ROI: 10% (should not apply), stoploss adjusted in candle 2
 tc8 = BTContainer(data=[
-    # D   O     H     L    C     V    B  S  SN
-    [0, 5000, 5050, 4950, 5000, 6172, 1, 0, ''],
-    [1, 5000, 5050, 4950, 5000, 6172, 0, 0, ''],
-    [2, 5000, 5250, 4750, 4850, 6172, 0, 0, ''],
-    [3, 4850, 5050, 4650, 4750, 6172, 0, 0, ''],
-    [4, 4750, 4950, 4350, 4750, 6172, 0, 0, '']],
+    # D   O     H     L    C     V    B  S
+    [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
+    [1, 5000, 5050, 4950, 5000, 6172, 0, 0],
+    [2, 5000, 5250, 4750, 4850, 6172, 0, 0],
+    [3, 4850, 5050, 4650, 4750, 6172, 0, 0],
+    [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
     stop_loss=-0.10, roi={"0": 0.10}, profit_perc=-0.055, trailing_stop=True,
     trades=[BTrade(sell_reason=SellType.TRAILING_STOP_LOSS, open_tick=1, close_tick=3)]
 )
@@ -151,12 +151,12 @@ tc8 = BTContainer(data=[
 # Test 9: trailing_stop should raise - high and low in same candle.
 # stop-loss: 10%, ROI: 10% (should not apply), stoploss adjusted in candle 3
 tc9 = BTContainer(data=[
-    # D   O     H     L     C    V    B  S  SN
-    [0, 5000, 5050, 4950, 5000, 6172, 1, 0, ''],
-    [1, 5000, 5050, 4950, 5000, 6172, 0, 0, ''],
-    [2, 5000, 5050, 4950, 5000, 6172, 0, 0, ''],
-    [3, 5000, 5200, 4550, 4850, 6172, 0, 0, ''],
-    [4, 4750, 4950, 4350, 4750, 6172, 0, 0, '']],
+    # D   O     H     L     C    V    B  S
+    [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
+    [1, 5000, 5050, 4950, 5000, 6172, 0, 0],
+    [2, 5000, 5050, 4950, 5000, 6172, 0, 0],
+    [3, 5000, 5200, 4550, 4850, 6172, 0, 0],
+    [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
     stop_loss=-0.10, roi={"0": 0.10}, profit_perc=-0.064, trailing_stop=True,
     trades=[BTrade(sell_reason=SellType.TRAILING_STOP_LOSS, open_tick=1, close_tick=3)]
 )
@@ -165,12 +165,12 @@ tc9 = BTContainer(data=[
 # without applying trailing_stop_positive since stoploss_offset is at 10%.
 # stop-loss: 10%, ROI: 10% (should not apply), stoploss adjusted candle 2
 tc10 = BTContainer(data=[
-    # D   O     H     L     C    V    B  S  SN
-    [0, 5000, 5050, 4950, 5000, 6172, 1, 0, ''],
-    [1, 5000, 5050, 4950, 5100, 6172, 0, 0, ''],
-    [2, 5100, 5251, 5100, 5100, 6172, 0, 0, ''],
-    [3, 4850, 5050, 4650, 4750, 6172, 0, 0, ''],
-    [4, 4750, 4950, 4350, 4750, 6172, 0, 0, '']],
+    # D   O     H     L     C    V    B  S
+    [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
+    [1, 5000, 5050, 4950, 5100, 6172, 0, 0],
+    [2, 5100, 5251, 5100, 5100, 6172, 0, 0],
+    [3, 4850, 5050, 4650, 4750, 6172, 0, 0],
+    [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
     stop_loss=-0.10, roi={"0": 0.10}, profit_perc=-0.1, trailing_stop=True,
     trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.10,
     trailing_stop_positive=0.03,
@@ -181,12 +181,12 @@ tc10 = BTContainer(data=[
 # applying a positive trailing stop of 3% since stop_positive_offset is reached.
 # stop-loss: 10%, ROI: 10% (should not apply), stoploss adjusted candle 2
 tc11 = BTContainer(data=[
-    # D   O     H     L     C    V    B  S  SN
-    [0, 5000, 5050, 4950, 5000, 6172, 1, 0, ''],
-    [1, 5000, 5050, 4950, 5100, 6172, 0, 0, ''],
-    [2, 5100, 5251, 5100, 5100, 6172, 0, 0, ''],
-    [3, 5000, 5150, 4650, 4750, 6172, 0, 0, ''],
-    [4, 4750, 4950, 4350, 4750, 6172, 0, 0, '']],
+    # D   O     H     L     C    V    B  S
+    [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
+    [1, 5000, 5050, 4950, 5100, 6172, 0, 0],
+    [2, 5100, 5251, 5100, 5100, 6172, 0, 0],
+    [3, 5000, 5150, 4650, 4750, 6172, 0, 0],
+    [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
     stop_loss=-0.10, roi={"0": 0.10}, profit_perc=0.019, trailing_stop=True,
     trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.05,
     trailing_stop_positive=0.03,
@@ -197,12 +197,12 @@ tc11 = BTContainer(data=[
 # applying a positive trailing stop of 3% since stop_positive_offset is reached.
 # stop-loss: 10%, ROI: 10% (should not apply), stoploss adjusted candle 2
 tc12 = BTContainer(data=[
-    # D   O     H     L     C    V    B  S  SN
-    [0, 5000, 5050, 4950, 5000, 6172, 1, 0, ''],
-    [1, 5000, 5050, 4950, 5100, 6172, 0, 0, ''],
-    [2, 5100, 5251, 4650, 5100, 6172, 0, 0, ''],
-    [3, 4850, 5050, 4650, 4750, 6172, 0, 0, ''],
-    [4, 4750, 4950, 4350, 4750, 6172, 0, 0, '']],
+    # D   O     H     L     C    V    B  S
+    [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
+    [1, 5000, 5050, 4950, 5100, 6172, 0, 0],
+    [2, 5100, 5251, 4650, 5100, 6172, 0, 0],
+    [3, 4850, 5050, 4650, 4750, 6172, 0, 0],
+    [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
     stop_loss=-0.10, roi={"0": 0.10}, profit_perc=0.019, trailing_stop=True,
     trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.05,
     trailing_stop_positive=0.03,
@@ -212,12 +212,12 @@ tc12 = BTContainer(data=[
 # Test 13: Buy and sell ROI on same candle
 # stop-loss: 10% (should not apply), ROI: 1%
 tc13 = BTContainer(data=[
-    # D   O     H     L     C    V    B  S  SN
-    [0, 5000, 5050, 4950, 5000, 6172, 1, 0, ''],
-    [1, 5000, 5100, 4950, 5100, 6172, 0, 0, ''],
-    [2, 5100, 5251, 4850, 5100, 6172, 0, 0, ''],
-    [3, 4850, 5050, 4850, 4750, 6172, 0, 0, ''],
-    [4, 4750, 4950, 4850, 4750, 6172, 0, 0, '']],
+    # D   O     H     L     C    V    B  S
+    [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
+    [1, 5000, 5100, 4950, 5100, 6172, 0, 0],
+    [2, 5100, 5251, 4850, 5100, 6172, 0, 0],
+    [3, 4850, 5050, 4850, 4750, 6172, 0, 0],
+    [4, 4750, 4950, 4850, 4750, 6172, 0, 0]],
     stop_loss=-0.10, roi={"0": 0.01}, profit_perc=0.01,
     trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=1)]
 )
@@ -225,12 +225,12 @@ tc13 = BTContainer(data=[
 # Test 14 - Buy and Stoploss on same candle
 # stop-loss: 5%, ROI: 10% (should not apply)
 tc14 = BTContainer(data=[
-    # D   O     H     L     C    V    B  S  SN
-    [0, 5000, 5050, 4950, 5000, 6172, 1, 0, ''],
-    [1, 5000, 5100, 4600, 5100, 6172, 0, 0, ''],
-    [2, 5100, 5251, 4850, 5100, 6172, 0, 0, ''],
-    [3, 4850, 5050, 4850, 4750, 6172, 0, 0, ''],
-    [4, 4750, 4950, 4350, 4750, 6172, 0, 0, '']],
+    # D   O     H     L     C    V    B  S
+    [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
+    [1, 5000, 5100, 4600, 5100, 6172, 0, 0],
+    [2, 5100, 5251, 4850, 5100, 6172, 0, 0],
+    [3, 4850, 5050, 4850, 4750, 6172, 0, 0],
+    [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
     stop_loss=-0.05, roi={"0": 0.10}, profit_perc=-0.05,
     trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=1)]
 )
@@ -239,12 +239,12 @@ tc14 = BTContainer(data=[
 # Test 15 - Buy and ROI on same candle, followed by buy and Stoploss on next candle
 # stop-loss: 5%, ROI: 10% (should not apply)
 tc15 = BTContainer(data=[
-    # D   O     H     L     C    V    B  S  SN
-    [0, 5000, 5050, 4950, 5000, 6172, 1, 0, ''],
-    [1, 5000, 5100, 4900, 5100, 6172, 1, 0, ''],
-    [2, 5100, 5251, 4650, 5100, 6172, 0, 0, ''],
-    [3, 4850, 5050, 4850, 4750, 6172, 0, 0, ''],
-    [4, 4750, 4950, 4350, 4750, 6172, 0, 0, '']],
+    # D   O     H     L     C    V    B  S
+    [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
+    [1, 5000, 5100, 4900, 5100, 6172, 1, 0],
+    [2, 5100, 5251, 4650, 5100, 6172, 0, 0],
+    [3, 4850, 5050, 4850, 4750, 6172, 0, 0],
+    [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
     stop_loss=-0.05, roi={"0": 0.01}, profit_perc=-0.04,
     trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=1),
             BTrade(sell_reason=SellType.STOP_LOSS, open_tick=2, close_tick=2)]
@@ -254,13 +254,13 @@ tc15 = BTContainer(data=[
 # Causes negative profit even though sell-reason is ROI.
 # stop-loss: 10%, ROI: 10% (should not apply), -100% after 65 minutes (limits trade duration)
 tc16 = BTContainer(data=[
-    # D  O     H     L     C     V    B  S  SN
-    [0, 5000, 5025, 4975, 4987, 6172, 1, 0, ''],
-    [1, 5000, 5025, 4975, 4987, 6172, 0, 0, ''],
-    [2, 4987, 5300, 4950, 5050, 6172, 0, 0, ''],
-    [3, 4975, 5000, 4940, 4962, 6172, 0, 0, ''],  # ForceSell on ROI (roi=-1)
-    [4, 4962, 4987, 4972, 4950, 6172, 0, 0, ''],
-    [5, 4950, 4975, 4925, 4950, 6172, 0, 0, '']],
+    # D  O     H     L     C     V    B  S
+    [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
+    [1, 5000, 5025, 4975, 4987, 6172, 0, 0],
+    [2, 4987, 5300, 4950, 5050, 6172, 0, 0],
+    [3, 4975, 5000, 4940, 4962, 6172, 0, 0],  # ForceSell on ROI (roi=-1)
+    [4, 4962, 4987, 4972, 4950, 6172, 0, 0],
+    [5, 4950, 4975, 4925, 4950, 6172, 0, 0]],
     stop_loss=-0.10, roi={"0": 0.10, "65": -1}, profit_perc=-0.012,
     trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=3)]
 )
@@ -270,13 +270,13 @@ tc16 = BTContainer(data=[
 # stop-loss: 10%, ROI: 10% (should not apply), -100% after 100 minutes (limits trade duration)
 # Uses open as sell-rate (special case) - since the roi-time is a multiple of the timeframe.
 tc17 = BTContainer(data=[
-    # D  O     H     L     C     V    B  S  SN
-    [0, 5000, 5025, 4975, 4987, 6172, 1, 0, ''],
-    [1, 5000, 5025, 4975, 4987, 6172, 0, 0, ''],
-    [2, 4987, 5300, 4950, 5050, 6172, 0, 0, ''],
-    [3, 4980, 5000, 4940, 4962, 6172, 0, 0, ''],  # ForceSell on ROI (roi=-1)
-    [4, 4962, 4987, 4972, 4950, 6172, 0, 0, ''],
-    [5, 4950, 4975, 4925, 4950, 6172, 0, 0, '']],
+    # D  O     H     L     C     V    B  S
+    [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
+    [1, 5000, 5025, 4975, 4987, 6172, 0, 0],
+    [2, 4987, 5300, 4950, 5050, 6172, 0, 0],
+    [3, 4980, 5000, 4940, 4962, 6172, 0, 0],  # ForceSell on ROI (roi=-1)
+    [4, 4962, 4987, 4972, 4950, 6172, 0, 0],
+    [5, 4950, 4975, 4925, 4950, 6172, 0, 0]],
     stop_loss=-0.10, roi={"0": 0.10, "120": -1}, profit_perc=-0.004,
     trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=3)]
 )
@@ -286,13 +286,13 @@ tc17 = BTContainer(data=[
 # stop-loss: 10%, ROI: 10% (should not apply), -100% after 100 minutes (limits trade duration)
 # uses open_rate as sell-price
 tc18 = BTContainer(data=[
-    # D  O     H     L     C     V    B  S  SN
-    [0, 5000, 5025, 4975, 4987, 6172, 1, 0, ''],
-    [1, 5000, 5025, 4975, 4987, 6172, 0, 0, ''],
-    [2, 4987, 5300, 4950, 5200, 6172, 0, 0, ''],
-    [3, 5200, 5220, 4940, 4962, 6172, 0, 0, ''],  # Sell on ROI (sells on open)
-    [4, 4962, 4987, 4972, 4950, 6172, 0, 0, ''],
-    [5, 4950, 4975, 4925, 4950, 6172, 0, 0, '']],
+    # D  O     H     L     C     V    B  S
+    [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
+    [1, 5000, 5025, 4975, 4987, 6172, 0, 0],
+    [2, 4987, 5300, 4950, 5200, 6172, 0, 0],
+    [3, 5200, 5220, 4940, 4962, 6172, 0, 0],  # Sell on ROI (sells on open)
+    [4, 4962, 4987, 4972, 4950, 6172, 0, 0],
+    [5, 4950, 4975, 4925, 4950, 6172, 0, 0]],
     stop_loss=-0.10, roi={"0": 0.10, "120": 0.01}, profit_perc=0.04,
     trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=3)]
 )
@@ -301,13 +301,13 @@ tc18 = BTContainer(data=[
 # stop-loss: 10%, ROI: 10% (should not apply), -100% after 100 minutes (limits trade duration)
 # uses calculated ROI (1%) as sell rate, otherwise identical to tc18
 tc19 = BTContainer(data=[
-    # D  O     H     L     C     V    B  S  SN
-    [0, 5000, 5025, 4975, 4987, 6172, 1, 0, ''],
-    [1, 5000, 5025, 4975, 4987, 6172, 0, 0, ''],
-    [2, 4987, 5300, 4950, 5200, 6172, 0, 0, ''],
-    [3, 5000, 5300, 4940, 4962, 6172, 0, 0, ''],  # Sell on ROI
-    [4, 4962, 4987, 4972, 4950, 6172, 0, 0, ''],
-    [5, 4550, 4975, 4925, 4950, 6172, 0, 0, '']],
+    # D  O     H     L     C     V    B  S
+    [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
+    [1, 5000, 5025, 4975, 4987, 6172, 0, 0],
+    [2, 4987, 5300, 4950, 5200, 6172, 0, 0],
+    [3, 5000, 5300, 4940, 4962, 6172, 0, 0],  # Sell on ROI
+    [4, 4962, 4987, 4972, 4950, 6172, 0, 0],
+    [5, 4550, 4975, 4925, 4950, 6172, 0, 0]],
     stop_loss=-0.10, roi={"0": 0.10, "120": 0.01}, profit_perc=0.01,
     trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=3)]
 )
@@ -316,13 +316,13 @@ tc19 = BTContainer(data=[
 # stop-loss: 10%, ROI: 10% (should not apply), -100% after 100 minutes (limits trade duration)
 # uses calculated ROI (1%) as sell rate, otherwise identical to tc18
 tc20 = BTContainer(data=[
-    # D  O     H     L     C     V    B  S  SN
-    [0, 5000, 5025, 4975, 4987, 6172, 1, 0, ''],
-    [1, 5000, 5025, 4975, 4987, 6172, 0, 0, ''],
-    [2, 4987, 5300, 4950, 5200, 6172, 0, 0, ''],
-    [3, 5200, 5300, 4940, 4962, 6172, 0, 0, ''],  # Sell on ROI
-    [4, 4962, 4987, 4972, 4950, 6172, 0, 0, ''],
-    [5, 4550, 4975, 4925, 4950, 6172, 0, 0, '']],
+    # D  O     H     L     C     V    B  S
+    [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
+    [1, 5000, 5025, 4975, 4987, 6172, 0, 0],
+    [2, 4987, 5300, 4950, 5200, 6172, 0, 0],
+    [3, 5200, 5300, 4940, 4962, 6172, 0, 0],  # Sell on ROI
+    [4, 4962, 4987, 4972, 4950, 6172, 0, 0],
+    [5, 4550, 4975, 4925, 4950, 6172, 0, 0]],
     stop_loss=-0.10, roi={"0": 0.10, "119": 0.01}, profit_perc=0.01,
     trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=3)]
 )
@@ -332,12 +332,12 @@ tc20 = BTContainer(data=[
 # which cannot happen in reality
 # stop-loss: 10%, ROI: 4%, Trailing stop adjusted at the sell candle
 tc21 = BTContainer(data=[
-    # D   O     H     L     C    V    B  S  SN
-    [0, 5000, 5050, 4950, 5000, 6172, 1, 0, ''],
-    [1, 5000, 5050, 4950, 5100, 6172, 0, 0, ''],
-    [2, 5100, 5251, 4650, 5100, 6172, 0, 0, ''],
-    [3, 4850, 5050, 4650, 4750, 6172, 0, 0, ''],
-    [4, 4750, 4950, 4350, 4750, 6172, 0, 0, '']],
+    # D   O     H     L     C    V    B  S
+    [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
+    [1, 5000, 5050, 4950, 5100, 6172, 0, 0],
+    [2, 5100, 5251, 4650, 5100, 6172, 0, 0],
+    [3, 4850, 5050, 4650, 4750, 6172, 0, 0],
+    [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
     stop_loss=-0.10, roi={"0": 0.04}, profit_perc=0.04, trailing_stop=True,
     trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.05,
     trailing_stop_positive=0.03,
@@ -348,12 +348,12 @@ tc21 = BTContainer(data=[
 # applying a positive trailing stop of 3% - ROI should apply before trailing stop.
 # stop-loss: 10%, ROI: 4%, stoploss adjusted candle 2
 tc22 = BTContainer(data=[
-    # D   O     H     L     C    V    B  S  SN
-    [0, 5000, 5050, 4950, 5000, 6172, 1, 0, ''],
-    [1, 5000, 5050, 4950, 5100, 6172, 0, 0, ''],
-    [2, 5100, 5251, 5100, 5100, 6172, 0, 0, ''],
-    [3, 4850, 5050, 4650, 4750, 6172, 0, 0, ''],
-    [4, 4750, 4950, 4350, 4750, 6172, 0, 0, '']],
+    # D   O     H     L     C    V    B  S
+    [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
+    [1, 5000, 5050, 4950, 5100, 6172, 0, 0],
+    [2, 5100, 5251, 5100, 5100, 6172, 0, 0],
+    [3, 4850, 5050, 4650, 4750, 6172, 0, 0],
+    [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
     stop_loss=-0.10, roi={"0": 0.04}, profit_perc=0.04, trailing_stop=True,
     trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.05,
     trailing_stop_positive=0.03,
@@ -367,12 +367,12 @@ tc22 = BTContainer(data=[
 # Stoploss would trigger in this candle too, but it's no longer relevant.
 # stop-loss: 10%, ROI: 4%, stoploss adjusted candle 2, ROI adjusted in candle 3 (causing the sell)
 tc23 = BTContainer(data=[
-    # D   O     H     L     C    V    B  S  SN
-    [0, 5000, 5050, 4950, 5000, 6172, 1, 0, ''],
-    [1, 5000, 5050, 4950, 5100, 6172, 0, 0, ''],
-    [2, 5100, 5251, 5100, 5100, 6172, 0, 0, ''],
-    [3, 4850, 5251, 4650, 4750, 6172, 0, 0, ''],
-    [4, 4750, 4950, 4350, 4750, 6172, 0, 0, '']],
+    # D   O     H     L     C    V    B  S
+    [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
+    [1, 5000, 5050, 4950, 5100, 6172, 0, 0],
+    [2, 5100, 5251, 5100, 5100, 6172, 0, 0],
+    [3, 4850, 5251, 4650, 4750, 6172, 0, 0],
+    [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
     stop_loss=-0.10, roi={"0": 0.1, "119": 0.03}, profit_perc=0.03, trailing_stop=True,
     trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.05,
     trailing_stop_positive=0.03,
@@ -383,13 +383,13 @@ tc23 = BTContainer(data=[
 # Stoploss at 1%.
 # Stoploss wins over Sell-signal (because sell-signal is acted on in the next candle)
 tc24 = BTContainer(data=[
-    # D  O     H     L     C     V    B  S  SN
-    [0, 5000, 5025, 4975, 4987, 6172, 1, 0, ''],
-    [1, 5000, 5025, 4975, 4987, 6172, 0, 0, ''],  # enter trade (signal on last candle)
-    [2, 4987, 5012, 4986, 4600, 6172, 0, 0, ''],
-    [3, 5010, 5000, 4855, 5010, 6172, 0, 1, ''],  # Triggers stoploss + sellsignal
-    [4, 5010, 4987, 4977, 4995, 6172, 0, 0, ''],
-    [5, 4995, 4995, 4995, 4950, 6172, 0, 0, '']],
+    # D  O     H     L     C     V    B  S
+    [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
+    [1, 5000, 5025, 4975, 4987, 6172, 0, 0],  # enter trade (signal on last candle)
+    [2, 4987, 5012, 4986, 4600, 6172, 0, 0],
+    [3, 5010, 5000, 4855, 5010, 6172, 0, 1],  # Triggers stoploss + sellsignal
+    [4, 5010, 4987, 4977, 4995, 6172, 0, 0],
+    [5, 4995, 4995, 4995, 4950, 6172, 0, 0]],
     stop_loss=-0.01, roi={"0": 1}, profit_perc=-0.01, use_sell_signal=True,
     trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=3)]
 )
@@ -398,13 +398,13 @@ tc24 = BTContainer(data=[
 # Stoploss at 1%.
 # Sell-signal wins over stoploss
 tc25 = BTContainer(data=[
-    # D  O     H     L     C     V    B  S  SN
-    [0, 5000, 5025, 4975, 4987, 6172, 1, 0, ''],
-    [1, 5000, 5025, 4975, 4987, 6172, 0, 0, ''],  # enter trade (signal on last candle)
-    [2, 4987, 5012, 4986, 4600, 6172, 0, 0, ''],
-    [3, 5010, 5000, 4986, 5010, 6172, 0, 1, ''],
-    [4, 5010, 4987, 4855, 4995, 6172, 0, 0, ''],  # Triggers stoploss + sellsignal acted on
-    [5, 4995, 4995, 4995, 4950, 6172, 0, 0, '']],
+    # D  O     H     L     C     V    B  S
+    [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
+    [1, 5000, 5025, 4975, 4987, 6172, 0, 0],  # enter trade (signal on last candle)
+    [2, 4987, 5012, 4986, 4600, 6172, 0, 0],
+    [3, 5010, 5000, 4986, 5010, 6172, 0, 1],
+    [4, 5010, 4987, 4855, 4995, 6172, 0, 0],  # Triggers stoploss + sellsignal acted on
+    [5, 4995, 4995, 4995, 4950, 6172, 0, 0]],
     stop_loss=-0.01, roi={"0": 1}, profit_perc=0.002, use_sell_signal=True,
     trades=[BTrade(sell_reason=SellType.SELL_SIGNAL, open_tick=1, close_tick=4)]
 )
@@ -413,13 +413,13 @@ tc25 = BTContainer(data=[
 # Stoploss at 10% (irrelevant), ROI at 5% (will trigger)
 # Sell-signal wins over stoploss
 tc26 = BTContainer(data=[
-    # D  O     H     L     C     V    B  S  SN
-    [0, 5000, 5025, 4975, 4987, 6172, 1, 0, ''],
-    [1, 5000, 5025, 4975, 4987, 6172, 0, 0, ''],  # enter trade (signal on last candle)
-    [2, 4987, 5012, 4986, 4600, 6172, 0, 0, ''],
-    [3, 5010, 5251, 4986, 5010, 6172, 0, 1, ''],  # Triggers ROI, sell-signal
-    [4, 5010, 4987, 4855, 4995, 6172, 0, 0, ''],
-    [5, 4995, 4995, 4995, 4950, 6172, 0, 0, '']],
+    # D  O     H     L     C     V    B  S
+    [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
+    [1, 5000, 5025, 4975, 4987, 6172, 0, 0],  # enter trade (signal on last candle)
+    [2, 4987, 5012, 4986, 4600, 6172, 0, 0],
+    [3, 5010, 5251, 4986, 5010, 6172, 0, 1],  # Triggers ROI, sell-signal
+    [4, 5010, 4987, 4855, 4995, 6172, 0, 0],
+    [5, 4995, 4995, 4995, 4950, 6172, 0, 0]],
     stop_loss=-0.10, roi={"0": 0.05}, profit_perc=0.05, use_sell_signal=True,
     trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=3)]
 )
@@ -429,13 +429,13 @@ tc26 = BTContainer(data=[
 # TODO: figure out if sell-signal should win over ROI
 # Sell-signal wins over stoploss
 tc27 = BTContainer(data=[
-    # D  O     H     L     C     V    B  S  SN
-    [0, 5000, 5025, 4975, 4987, 6172, 1, 0, ''],
-    [1, 5000, 5025, 4975, 4987, 6172, 0, 0, ''],  # enter trade (signal on last candle)
-    [2, 4987, 5012, 4986, 4600, 6172, 0, 0, ''],
-    [3, 5010, 5012, 4986, 5010, 6172, 0, 1, ''],  # sell-signal
-    [4, 5010, 5251, 4855, 4995, 6172, 0, 0, ''],  # Triggers ROI, sell-signal acted on
-    [5, 4995, 4995, 4995, 4950, 6172, 0, 0, '']],
+    # D  O     H     L     C     V    B  S
+    [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
+    [1, 5000, 5025, 4975, 4987, 6172, 0, 0],  # enter trade (signal on last candle)
+    [2, 4987, 5012, 4986, 4600, 6172, 0, 0],
+    [3, 5010, 5012, 4986, 5010, 6172, 0, 1],  # sell-signal
+    [4, 5010, 5251, 4855, 4995, 6172, 0, 0],  # Triggers ROI, sell-signal acted on
+    [5, 4995, 4995, 4995, 4950, 6172, 0, 0]],
     stop_loss=-0.10, roi={"0": 0.05}, profit_perc=0.05, use_sell_signal=True,
     trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=4)]
 )
@@ -445,12 +445,12 @@ tc27 = BTContainer(data=[
 # therefore "open" will be used
 # stop-loss: 10%, ROI: 10% (should not apply), stoploss adjusted candle 2
 tc28 = BTContainer(data=[
-    # D   O     H     L     C    V    B  S  SN
-    [0, 5000, 5050, 4950, 5000, 6172, 1, 0, ''],
-    [1, 5000, 5050, 4950, 5100, 6172, 0, 0, ''],
-    [2, 5100, 5251, 5100, 5100, 6172, 0, 0, ''],
-    [3, 4850, 5050, 4650, 4750, 6172, 0, 0, ''],
-    [4, 4750, 4950, 4350, 4750, 6172, 0, 0, '']],
+    # D   O     H     L     C    V    B  S
+    [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
+    [1, 5000, 5050, 4950, 5100, 6172, 0, 0],
+    [2, 5100, 5251, 5100, 5100, 6172, 0, 0],
+    [3, 4850, 5050, 4650, 4750, 6172, 0, 0],
+    [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
     stop_loss=-0.10, roi={"0": 0.10}, profit_perc=-0.03, trailing_stop=True,
     trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.05,
     trailing_stop_positive=0.03,
@@ -461,12 +461,12 @@ tc28 = BTContainer(data=[
 # high of stoploss candle.
 # stop-loss: 10%, ROI: 10% (should not apply)
 tc29 = BTContainer(data=[
-    # D   O     H     L     C    V    B  S  SN
-    [0, 5000, 5050, 4950, 5000, 6172, 1, 0, ''],
-    [1, 5000, 5050, 5000, 4900, 6172, 0, 0, ''],    # enter trade (signal on last candle)
-    [2, 4900, 5250, 4500, 5100, 6172, 0, 0, ''],    # Triggers trailing-stoploss
-    [3, 5100, 5100, 4650, 4750, 6172, 0, 0, ''],
-    [4, 4750, 4950, 4350, 4750, 6172, 0, 0, '']],
+    # D   O     H     L     C    V    B  S
+    [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
+    [1, 5000, 5050, 5000, 4900, 6172, 0, 0],    # enter trade (signal on last candle)
+    [2, 4900, 5250, 4500, 5100, 6172, 0, 0],    # Triggers trailing-stoploss
+    [3, 5100, 5100, 4650, 4750, 6172, 0, 0],
+    [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
     stop_loss=-0.10, roi={"0": 0.10}, profit_perc=-0.02, trailing_stop=True,
     trailing_stop_positive=0.03,
     trades=[BTrade(sell_reason=SellType.TRAILING_STOP_LOSS, open_tick=1, close_tick=2)]
@@ -475,12 +475,12 @@ tc29 = BTContainer(data=[
 # Test 30: trailing_stop should be triggered immediately on trade open candle.
 # stop-loss: 10%, ROI: 10% (should not apply)
 tc30 = BTContainer(data=[
-    # D   O     H     L     C    V    B  S  SN
-    [0, 5000, 5050, 4950, 5000, 6172, 1, 0, ''],
-    [1, 5000, 5500, 5000, 4900, 6172, 0, 0, ''],    # enter trade (signal on last candle) and stop
-    [2, 4900, 5250, 4500, 5100, 6172, 0, 0, ''],
-    [3, 5100, 5100, 4650, 4750, 6172, 0, 0, ''],
-    [4, 4750, 4950, 4350, 4750, 6172, 0, 0, '']],
+    # D   O     H     L     C    V    B  S
+    [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
+    [1, 5000, 5500, 5000, 4900, 6172, 0, 0],    # enter trade (signal on last candle) and stop
+    [2, 4900, 5250, 4500, 5100, 6172, 0, 0],
+    [3, 5100, 5100, 4650, 4750, 6172, 0, 0],
+    [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
     stop_loss=-0.10, roi={"0": 0.10}, profit_perc=-0.01, trailing_stop=True,
     trailing_stop_positive=0.01,
     trades=[BTrade(sell_reason=SellType.TRAILING_STOP_LOSS, open_tick=1, close_tick=1)]
@@ -489,12 +489,12 @@ tc30 = BTContainer(data=[
 # Test 31: trailing_stop should be triggered immediately on trade open candle.
 # stop-loss: 10%, ROI: 10% (should not apply)
 tc31 = BTContainer(data=[
-    # D   O     H     L     C    V    B  S  SN
-    [0, 5000, 5050, 4950, 5000, 6172, 1, 0, ''],
-    [1, 5000, 5500, 5000, 4900, 6172, 0, 0, ''],    # enter trade (signal on last candle) and stop
-    [2, 4900, 5250, 4500, 5100, 6172, 0, 0, ''],
-    [3, 5100, 5100, 4650, 4750, 6172, 0, 0, ''],
-    [4, 4750, 4950, 4350, 4750, 6172, 0, 0, '']],
+    # D   O     H     L     C    V    B  S
+    [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
+    [1, 5000, 5500, 5000, 4900, 6172, 0, 0],    # enter trade (signal on last candle) and stop
+    [2, 4900, 5250, 4500, 5100, 6172, 0, 0],
+    [3, 5100, 5100, 4650, 4750, 6172, 0, 0],
+    [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
     stop_loss=-0.10, roi={"0": 0.10}, profit_perc=0.01, trailing_stop=True,
     trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.02,
     trailing_stop_positive=0.01,
@@ -504,12 +504,12 @@ tc31 = BTContainer(data=[
 # Test 32: trailing_stop should be triggered immediately on trade open candle.
 # stop-loss: 1%, ROI: 10% (should not apply)
 tc32 = BTContainer(data=[
-    # D   O     H     L     C    V    B  S  SN
-    [0, 5000, 5050, 4950, 5000, 6172, 1, 0, ''],
-    [1, 5000, 5500, 5000, 4900, 6172, 0, 0, ''],    # enter trade (signal on last candle) and stop
-    [2, 4900, 5250, 4500, 5100, 6172, 0, 0, ''],
-    [3, 5100, 5100, 4650, 4750, 6172, 0, 0, ''],
-    [4, 4750, 4950, 4350, 4750, 6172, 0, 0, '']],
+    # D   O     H     L     C    V    B  S
+    [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
+    [1, 5000, 5500, 5000, 4900, 6172, 0, 0],    # enter trade (signal on last candle) and stop
+    [2, 4900, 5250, 4500, 5100, 6172, 0, 0],
+    [3, 5100, 5100, 4650, 4750, 6172, 0, 0],
+    [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
     stop_loss=-0.01, roi={"0": 0.10}, profit_perc=-0.01, trailing_stop=True,
     trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.02,
     trailing_stop_positive=0.01, use_custom_stoploss=True,
@@ -519,12 +519,12 @@ tc32 = BTContainer(data=[
 # Test 33: trailing_stop should be triggered immediately on trade open candle.
 # stop-loss: 1%, ROI: 10% (should not apply)
 tc33 = BTContainer(data=[
-    # D   O     H     L     C    V    B  S  SN
+    # D   O     H     L     C    V    B  S   BT
     [0, 5000, 5050, 4950, 5000, 6172, 1, 0, 'buy_signal_01'],
-    [1, 5000, 5500, 5000, 4900, 6172, 0, 0, ''],    # enter trade (signal on last candle) and stop
-    [2, 4900, 5250, 4500, 5100, 6172, 0, 0, ''],
-    [3, 5100, 5100, 4650, 4750, 6172, 0, 0, ''],
-    [4, 4750, 4950, 4350, 4750, 6172, 0, 0, '']],
+    [1, 5000, 5500, 5000, 4900, 6172, 0, 0, None],    # enter trade (signal on last candle) and stop
+    [2, 4900, 5250, 4500, 5100, 6172, 0, 0, None],
+    [3, 5100, 5100, 4650, 4750, 6172, 0, 0, None],
+    [4, 4750, 4950, 4350, 4750, 6172, 0, 0, None]],
     stop_loss=-0.01, roi={"0": 0.10}, profit_perc=-0.01, trailing_stop=True,
     trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.02,
     trailing_stop_positive=0.01, use_custom_stoploss=True,
diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py
index 873b27b4d..87f968d6b 100644
--- a/tests/optimize/test_backtesting.py
+++ b/tests/optimize/test_backtesting.py
@@ -584,7 +584,7 @@ def test_backtest_one(default_conf, fee, mocker, testdatadir) -> None:
          'min_rate': [0.1038, 0.10302485],
          'max_rate': [0.10501, 0.1038888],
          'is_open': [False, False],
-         'buy_tag': ['', ''],
+         'buy_tag': [None, None],
          })
     pd.testing.assert_frame_equal(results, expected)
     data_pair = processed[pair]